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

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

Raj
at 06/09/17 11:08 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 loses !

When I test the backtest I found different "recommnendation" about stock and Jerome contact Kevin for this issue.... Bla...Bla...Bla nothing happened. 

You see - I found unorder in the BackTest vs Real time and noone in Zacks care about it.

 

Back to your answers:

1. You probably agree with me, that If I have strategy with 15% porif in, le'ts say 3months, It's not so matter when I run it. It can be Monday or another day in the week. I expect not to lose 10% when the backtest show me 15% profit. Am I right?!

2. Yes, my orders is small and sometime the strategy recommend buy penny stock (under 10USD) 

Dear DrewM, Can you be my leader here and show me how to see profits here? If it's right we can share Email.

 

Thank you VERY MUCH for your help !

 


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