No. of Recommendations: 2
I could see another interesting variation to test. First the top 25 or 33 stocks from one screen and then the top 5 or 10 from those by the other screen.
No joy. There must be so much overlap that it does not matter. Both variations pick almost the exact same stocks.
This was no HTD and no timing.
step2: [[Actual closing Price; share_lag=1 days; quote_lag=1 days]/[Actual closing Price; share_lag=1 days; quote_lag=252 days]] Top 5; Cash When Fewer
CAGR 26.227407
GSD 43.084263
UI 15.380290
MDD -74.043823
AT 3.675156
step2: [[Closing g-price; quote_lag=1 days]/[[Highest closing g-price over 252 days; lag=1 days] + [Lowest closing g-price over 252 days; lag=1 days]]] Top 5; Cash When Fewer
CAGR 26.522161
GSD 42.430981
UI 14.554314
MDD -73.333794
AT 4.969617
step2: [[Actual closing Price; share_lag=1 days; quote_lag=1 days]/[Actual closing Price; share_lag=1 days; quote_lag=252 days]] Top 30
step3: [[Closing g-price; quote_lag=1 days]/[[Highest closing g-price over 252 days; lag=1 days] + [Lowest closing g-price over 252 days; lag=1 days]]] Top 5; Cash When Fewer
CAGR 26.966204
GSD 42.214531
UI 15.020716
MDD -74.518349
AT 4.947662
step2: [[Closing g-price; quote_lag=1 days]/[[Highest closing g-price over 252 days; lag=1 days] + [Lowest closing g-price over 252 days; lag=1 days]]] Top 30
step3: [[Actual closing Price; share_lag=1 days; quote_lag=1 days]/[Actual closing Price; share_lag=1 days; quote_lag=252 days]] Top 5; Cash When Fewer
CAGR 26.461454
GSD 41.920460
UI 15.040699
MDD -73.663803
AT 3.895647
