Subject: Re: Final conclusions on the 3 momentum screens
The 25th percentile CAGR returns (with timing) in the periods:

1985-2026 2006-2026
RS-52wk 5 HTD 12: 25.3% 25.3%
PHL-52wk 5 HTD 12: 26.7% 24.1%
Overlap 0-5: 22.3% 23.2%


Are you able to please run this from 2006-2019? I am curious if this is greatly affected by the tail of the last few years.