No. of Recommendations: 1
Has anyone had any success with GTR1 in eliminating stocks that have peaked but are being selected by a momentum screen. It seems that many of the stocks I am selecting are past their peak. AMD is a recent example of being on the screen when it was high and then falling off the screen on the next cycle.
I have looked at eliminating a stock if the distance below short duration moving average exceeds a given value, distance below peak of various time frames (such as ratio(gprc,hgprc(1,20)) < x) etc. All my attempts have resulted in lower CAGR and SWR.
Any suggestions would be appreciated.
Aussi
