Subject: Re: What's working lately research
FC... I can assist. Caveat : I know nothing much about Google Sheets - but anything in Excel .... NP

Also I am hoping if someone can scrape it into a txt/csv - then pretty much anything is possible.


ONE MAJOR CONDITION :)

I would like to see these as follows

(1) Picks from 1 year back : Performance +1 yr fwd
(2) Picks from 6 months back : Performance +6 months fwd
(3) Picks from 3 months back : Performance +3 months fwd

and lastly current Picks ( ie last 3 months/1 month)

Because if you use the adage "What's working lately" - it comes with the assumption that it would continue forward. That may very well be not the case.
Also of course just doing a 1 yr rolling validation is no guarantee - but at least its good point of reference

Best
AC