Subject: Re: Testing momentum screen using GTR1
An example of a screen used to generate a timing signal is:

https://gtr1.net/2013/?lf-1lp-...

Russell 1000 returns are very close to the S&P 500, and so I would use the gtr1 index S5T. Maybe something like:

https://gtr1.net/2013/?lf-1lp-...

A signal based on the Russell 1000 could be done. Something like:

https://gtr1.net/2013/?!!QlpoM...