Ran momentum anomaly screen adjusting for 5 stocks and backtesteng 2 years with a 1 week rebalance. Backtesteng impressive in excess of 150% return.

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at 09/29/17 1:31 PM : RE: Momentum anomaly

at 10/03/17 1:58 AM : RE: Momentum anomaly

at 12/02/17 8:01 AM : RE: Momentum anomaly

at 09/12/17 4:01 AM : RE: Momentum anomaly

at 09/27/17 4:15 AM : RE: Momentum anomaly

at 09/16/17 8:02 PM : RE: Momentum anomaly

at 04/04/17 8:01 PM : RE: Momentum anomaly



The screen is in the Anomaly folder in the RW.  I just altered it to give me 5 stocks.  I considered brokerage costs but think the potential gains will overshadow that expense.  Of course, the REAL upside percentage will be tempered by those fees.  We'll see.

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