Subject: Re: twice the Nasda100 CAGR with simple criteria
For such a monthly momentum screen I am not sure that Nasdaq 100 would be better than the S&P 500. Just because the S&P pool is much wider.
Using recommendation buy-or-better, ranked by 1 year performance, the #10 S&P is +71% while the NAS100 is +51%.
As to filtering by Analyst Recommends, it seems reasonable to require a positive ranking as long as there are at least 10 stocks.
I have toyed with somehow also including the half-year & quarter-year rankings. Maybe omitting or downvoting those with negative half and/or quarter.
On today's rankings, all 10 of the S&P are up in all 3 performance. For the Nas100, 3 are negative in qtr or half. ::shrug::