Screeners: Trendlyne allows you to add historical DVM scores to parameters while building a screener or existing screener queries.
You can use historical scores from the previous day, week, or month. For instance, add ‘Prev Month Trendlyne Durability Score’ in the query box to check the historical Durability score over the past month.
You can also clone an existing screener and add DVM parameters as columns through the edit option.
Similarly, you can search for Valuation and Momentum scores.
Backtests with historical DVM scores: Backtesting helps you analyze the historical data and performance of stocks. You can backtest a screener using different parameters. Click on the clock icon, as shown below, to start a backtest.
In the 'Advanced Sorting' option next to the benchmark index, you can select parameters (current or historical DVM scores). In this example, we have chosen the 'Prev Week Trendlyne Momentum Score' and set the maximum number of stocks to 10. The backtest will be limited to the top 10 stocks with the highest Momentum scores from the previous week.
You can add portfolio review frequency, start and end date, and also choose a benchmark index to narrow down the search results.
Click ‘Run Backtest’ to see the performance of stocks based on the chosen parameters.