Hey, thanks for dropping SCTR into Q192.
One beef: documentation uses "SCTR" (abbreviated) in the private declaration instead of StockChartsTechnicalRank, but that doesn't compile.
One hooray: I dropped sctr > 50 into a couple mean reversion models I use, and both were modestly improved in Sharpe ratio, and reversing the usage (<50) was quite detrimental. As a further test with one model I threw in a different (broader) universe for a test: without sctr it had terrible performance, and with sctr > 50 was much improved -- lower exposure and twice the CAGR.
One other MR model did not show such a positive effect.
Thanks for adding it. I don't remember any forum request for it, or discussion period, but as a some times StockCharts.com user I've always been interested in trying it out more seriously.
ADDED: link to code for adding this filter: https://www.quantacula.com/Model/OpenModel/234