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


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


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

For questions or more information or to Order Today, call 1-800-767-3771, ext. 9392 or 1-312-630-9890, ext. 9392
You can also e-mail our Sales Support at: kevinm@zacks.com
Copyright 2012
Zacks Investment Research
111 N. Canal St., Suite 1101, Chicago, IL 60606
(800) 767-3771 ext. 9392