Subject: Re: Testing momentum screen using GTR1
I don't think gtr1 handles universes based on tickers. For example, this is a gtr1 error message:
"Historical data for ticker symbol 'MSFT' could not be downloaded from Yahoo! Finance."
Probably for the best, as using the Mag 7 tickers has a crystal ball effect. Nas100 top 7 by market cap is easy to do. Even this has data snooping bias, as we know it has performed well recently.
To add the timing, build a separate screen and import the signal, similar to BCC in:
https://gtr1.net/2013/?!!QlpoM...
The gtr1 glossary and GTR1 for Dummies are useful references, if you can find them.