Screens / DeMark
DeMark stock screeners, backtested
DeMark-style screens count exhaustion: a run of 9 closes below the close 4 bars earlier (the setup), then a slower 13-bar countdown. We test the buy side on daily and 4-hour bars. TD Sequential is a trademark of Tom DeMark; SetupHits is not affiliated with or endorsed by DeMark Analytics, and our counts are our own implementation. We tested 5 demark screens on 518 S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-14: 25,031 signals in total. Ranked by 5-day hit rate; compare against SPY's average move on the same days.
DeMark screens ranked
| # | Screen | Hit rate | Avg 5d | SPY 5d | Max DD | Signals |
|---|---|---|---|---|---|---|
| 1 | TD Sequential 9 Buy (4H) DeMark | 54.7% | +0.53% | +0.39% | -22.9% | 8,437 |
| 2 | TD Countdown 13 Buy (4H) DeMark | 54.7% | +0.57% | +0.50% | -17.5% | 1,954 |
| 3 | TD Countdown 13 Buy (Daily) DeMark | 54.3% | +0.70% | +0.55% | -28.4% | 1,635 |
| 4 | TD Perfected 9 Buy (Daily) DeMark | 53.8% | +0.31% | +0.26% | -23.6% | 5,637 |
| 5 | TD Sequential 9 Buy (Daily) DeMark | 53.6% | +0.27% | +0.24% | -24.0% | 7,368 |
Other categories
Simulated daily-bar backtest; no fees or slippage; survivorship-biased universe. See methodology. Not financial advice.