IBD Style Relative Strength Percentile Ranking of Stocks (i.e. 0-100 Score).
I also made a TradingView indicator, but it cannot give you the percentile ranking, it just shows you the Relative Strength: https://www.tradingview.com/script/SHE1xOMC-Relative-Strength-IBD-Style/

Stocks: https://github.com/skyte/rs-log/blob/main/output/rs_stocks.csv
Industries: https://github.com/skyte/rs-log/blob/main/output/rs_industries.csv

Unfortunately the close prices loaded from the price history API are not always split adjusted. So if a stock had a split recently there is a chance the relative strength value will be wrong...

Yearly performance of stock (most recent quarter is weighted double) divided by yearly performance of reference index (SPY by default).

Tickers from ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqtraded.txt disregarding ETFs and all stocks where the industry and sector information couldn't be retrieved from yahoo finance.

1. Open the latest successful run here: https://github.com/skyte/relative-strength/actions/workflows/exe.yml
2. Download exe-package at the bottom (need to be logged in into github)
3. Exctract the relative-strength folder and enter it
   • If needed open config.yaml and put in your preferences
4. Run relative-strength.exe

1. Open config.yaml and put in your preferences
2. Install requirements: python -m pip install -r requirements.txt
3. Run relative-strength.py

Instead of running relative-strength.py you can also:

1. Run rs_data.py to aggregate the price data
2. Run rs_ranking.py to calculate the relative strength rankings

• in the output folder you will find:
  • the list of ranked stocks: rs_stocks.csv
  • the list of ranked industries: rs_industries.csv

You can create a config_private.yaml next to config.yaml and overwrite some parameters like API_KEY. That way you don't get conflicts when pulling a new version.

Can be switched with the field DATA_SOURCE

(Benchmark: Loads 1500 Stocks in 20m)

• Is default, no config necessary.

(Benchmark: Loads 1500 Stocks in 18m)

1. Create TDAmeritrade Developer Account and App
2. Put in your API_KEY in config.yaml and change DATA_SOURCE.