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

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


I am curious what you used to limit the screen to 5 stocks?


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