Subject: twice the Nasda100 CAGR with simple criteria
I was reading through back research articles on seekingalpha and one noted that the ratio of 21 day SMA to 200 day was a key momentum criteria beyond the usual ones so I used it by itself and I came up with a Nasdaq100 strategy using just that ratio to reduce the 100 (now 101) stocks in the index to 5 traded monthly:

Twice the Nasdaq100, essentially same beta, much better sharpe ratio, marginally better max drawdown:

      strategy v. Nasdaq100 19850201 forward
cagr     23.7   11.5
sharpe     .75    .44
beta      1.33   1.29
mdd     -75.6  -80.8
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https://gtr1.net/2013/?~Liquid... 

Nasdaq100 stocks
ratio(sma(1,21),sma(1,200)) top 5

that's it