Subject: Re: Variations on 52 wk momentum screen in Nasdaq100
check out this 5 stock version of one you posted with a change in the timing rule.
Twice the Nasdaq100 since end of 1999, with same mdd and beta.
cagr 21.6 since end of 1999

https://gtr1.net/2013/?s200201...

Keeps the 5 ratio(gprc(1),linear(1,hgprc(1,253),1,lgprc(1,253))) top, using the same measure but in the top 10.

and 31% CAGR since 19850206, almost 3x Nasdaq100 with slightly better mdd

and thanks for the analysis; it can feel mighty quiet in here sometimes.

You also can get 31.8% CAGR since 19850206 using ratio(tr(1,200),tr(1,5)) top 15 for the timer, with 19.75 for post-1999.

I have been funding my world travel with variants of this screen for the last 6 months so I am on the hunt for the ideal variant to extend my travels.