Subject: Re: Testing momentum screen using GTR1
The screen {NasBig20timed} needs some refinements.

E. Choose one Market Cap formula to use.
F. Review the timing method. Is a daily or monthly signal used?
G. Add a screening step: Price(today) > Price(5Mon ago)
H. Calculate and sort by 50-day EMA. (gtr1 doesn't calculate EMA, so consider alternatives)
I. Consider other refinements.