That's a lot of rules and a lot of data. Have you ever done a backtest over the last 10 years? You have 9 values up there. Do you go 100 into a value where the rules fit and switch if the rules don't apply? What happens if 2 or 3 values fit? Do you take the strongest of the 2 or 3?
@Thunderbolt1978 Thank you for your comments and for your questions. The rules and data may seem like a lot, but they can be analyzed for all 9 commodities within 15 minutes using Excel. I have not done a backtest. I don't know how either. Do you have an approach for this? When investing then always 100% in one value. If several stocks meet all the criteria, the one with the best 6-month performance is taken.
