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

Raj
at 06/09/17 11:08 AM : RE: Momentum anomaly

WinniePough
at 12/29/16 5:56 PM : RE: Momentum anomaly

xbreed3
at 08/23/12 1:20 AM : RE: Momentum anomaly

choirmaster
at 08/24/12 6:58 AM : RE: Momentum anomaly

choirmaster
at 08/23/12 7:18 AM : RE: Momentum anomaly


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


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