Subject: Re: NDX 100 Momentum Strategy - Code Repository
How far back is the NDX100 data used in these backtests?
Sadly, I am unable to install & run the github code.
When I run a gtr1 screen I download the Portfolio Values and load these into a spreadsheet which computes various statistics against it.
Does this tool provide that?
If so, could somebody email it to me? (Or maybe up load it somewhere for download.) I'm particularly interested in the non-timed 10 stock strategy.