Subject: Re: new dervied Nasdaq100 weekly strategy
and you can get to 4.9 average stocks picked by skipping the tr(1,253) step completely and still get 32% CAGR, 1.2 beta, 1 sharpe.

The point wasn't to say this is the best screen; it is to stimulate discussion so someone tries to generate good ideas to test, or comes up with a new screen.

That is how I have made money, and what the board is for. I realize not many people have ever been into weekly screens here, and market-timing is something that generates more posts than screens and has for years here.