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

Attach file (image (.gif, or .jpg), screen (.und) or report (.rpd))
DrewM
at 09/29/17 1:31 PM : RE: Momentum anomaly

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

TWQS1
at 12/02/17 8:01 AM : RE: Momentum anomaly

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

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

milehigh7
at 09/16/17 8:02 PM : RE: Momentum anomaly

Janebob99
at 04/04/17 8:01 PM : RE: Momentum anomaly


xbreed,

 

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.


Attach file (image (.gif, or .jpg), screen (.und) or report (.rpd))

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