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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DrewM at 09/29/17 1:31 PM : RE: Momentum anomaly " There are two issues that cause the backtesting not to reflect reality.  1) There is slippage, the backtesting tool assumes trades are made at 4:00pm on Friday using closing prices. This is impossible as the information is not available until after the market have closed on Friday, and the first opportunity would be Monday, and it y..."

TopDog at 10/03/17 1:58 AM : RE: Momentum anomaly " Thank you DrewM for your response, very appreciate ! I'm with this Wizard from 2014. Until today, no matter I do, there is only loses. As I said in other post - I have 10K and now 2.48K ! In that period I was talking with Jerom (my agent in Zacks) who guide me with strategies and instructions. No matter I did - There are allways ..."

TWQS1 at 12/02/17 8:01 AM : RE: Momentum anomaly " You should learn from your mistakes.   Learn from the anomolies you see in backtester versus history.   Stop complaining about it!   Or just stop trading.  Trading is a great, great business when you work at it methodically.   And it has real risks.   Don't be a fool.  Step 1 - design a robust search screen based on backt..."

TopDog at 09/12/17 4:01 AM : RE: Momentum anomaly " BackTesting is allways show you profits... when you enter with REAL money you will see only loses. This is the glory of this Wizard...  And when you will send mail to Kevin and ask him how the BackTest show me profits and the real money with loses, AND you will show him the different in the stock list with BackTesting and the Real..."

TopDog at 09/27/17 4:15 AM : RE: Momentum anomaly " Hi milehigh7 Can you please share your some tips? I'm in this program from 2013, and lose my portfolio in 78% !!!  And you can imagine how many stategies I used all this period... nothing works BUT - the backtest is wonderful system, works like charm..."

milehigh7 at 09/16/17 8:02 PM : RE: Momentum anomaly " I am tracking 5 portfolios with different strategies coming out from RW. In my case all strategies are winning. fingers crossed ..."

Janebob99 at 04/04/17 8:01 PM : RE: Momentum anomaly " I am curious what you used to limit the screen to 5 stocks? ..."


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.


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