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The week's question
In March 2025, in the thread "Re: OT, out", Umm asked the members: "Do you think it is because America is made up of magical soil that makes businesses based in America magically profitable?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: rayvt ✧☼🐝🐝  😊 😞
Number: of 6243 
Subject: Re: new strategy source
Date: 08/28/26 12:08 PM
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Do I read it right? They list 716 Nasdaq-100 strategies? 339 momentum strategies?
Wow.
Although I guess there is some overlap.

Can you decode some of the terminology for us?

For example, the highest of the Nasdaq ones, "Nasdaq-100 Eom Momentum No-Gate" algo-catalog.com - Ndx eom momentum nogate
Looks pretty easy to run if we know all the definitions.

Parameters:
TopN: 8
Win: 126

Data:
Rotate: EndOfMonth
dret: C / C[1] - 1
zmidr: ((H + L) / 2 - (H[1] + L[1]) / 2) / Max(C[1], 0.0001)
zvoln: V / Max(Avg(V, Win), 1)
zeom: zmidr / Max(zvoln, 0.1)
fscore: Avg(zeom, Win)
trendUp: C > Avg(C, 200)
rankS: #Rank IF(InNDX and trendUp, fscore, NaN)

My guesses:
C is current price
C[1] is previous price 1 [day?] [month?] ago
H = hi
L = lo
H[1], L[1] is High & Low 1 unit ago. day? month?

Would that be month? Since this trades monthly.
So H is the high price of the just finished month and H[1] is the high of the month before that?

V = Volume [of this month?] [of the current day?]
Avg(V, Win) = Average volume of the last 126 days.
Avg(C, 200) = 200 day SMA
Avg(zeom, Win) = Average zeom of the last 126 days.

dret = Daily return. Today close vs. yesterday close. So "[n]" means "n days ago"?
zmidr = something something of the month? day?

It seems odd to trade monthly based on the prices & volume of just one day.
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