【隊長隨筆】Stockcharts.com 的Sample Scan Library(續集) (Patreon)

鍾Sir本週休假，專欄暫停一次，敬希垂注

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延續上週關於Stockcharts.com寫scan的文章

除了scan 跑贏指數(Look Back period 20天)的ETFs，隊長也會定期scan 跑輸指數的ETF。

主要功用不是用來沽空，而是作為「警報器」，如見持有的ETFs或Pro-growth的ETFs忽然大幅跑輸指數時，要提防市況轉弱。

Scan code如下：

[group is ETFNOUI] or [name contains 'ETF']

and [[country is US] or [country is Canada]]

AND [name not contains '2X']

AND [name not contains '1.75X']

AND [name not contains '1.25X']

AND [name not contains 'Ultra']

AND [name not contains 'VIX']

AND [name not contains 'Option']

AND [name not contains 'Buffer']

AND [name not contains 'Bond']

AND [name not contains 'Treasury']

AND [name not contains 'Bill']

AND [name not contains 'TIPS']

AND [name not contains 'RATE']

AND [name not contains 'Income']

AND [name not contains 'Grade']

AND [name not contains 'Maturity']

AND [name not contains 'Muni']

AND [name not contains 'Municipal']

AND [name not contains 'Yield']

AND [name not contains 'Month']

AND [name not contains 'Shield']

AND [name not contains 'Interest']

AND [name not contains 'Protection']

AND [name not contains 'Loan']

AND [name not contains 'CLO']

AND [name not contains 'Duration']

AND [name not contains 'Money']

AND [name not contains 'MBS']

AND [name not contains 'Mortgage']

AND [name not contains 'Laddered']

AND [name not contains 'BuyWrite']

AND [name not contains 'Convertible']

AND [name not contains 'Debt']

AND [name not contains 'Covered']

AND [name not contains 'Preferred']

and [Volume (SMA 50) > 70000]

and [Price Relative(SPY) < yesterdays Daily MIN(20,Price Relative(SPY))]

由於美股有大量定息類型的ETFs，經常跑輸指數，故加入刪除相關ETFs的語句，提升signal-to-noise ratio。

上回連結：https://www.patreon.com/posts/dui-chang-sui-bi-129584887