"Stock Selection Algorithm"

How to select the stocks ?

There are multuple ways of doing it. Below are the steps we’ll follow.

Naive Selection Algo.

1. For all stocks, calculate daily closing price difference.
2. combine them all and then sort then by the diference.
3. Select first 20% as positive and last 20% as -ve.

Naive Selection Algo Results (Day 1).

Naive Selection Algo (Day 2).

Naive Selection Algo (Day 3).

Naive Selection Algo (Day 5).

Naive Selection Algo (Day 8).

Naive Selection Algo (Day 13).

Naive Selection Algo (Day 21).