Series	         CAGR	Sharpe	Beta	 UI	  MDD	Longest more than-10% crash recovery period (MDD recovery might be shorter)
Momentum5	21.75%	0.765	0.814	20.22	-55.51%	528d
PHL180_5	22.21%	0.819	0.726	18.77	-55.51%	1162d
Overlap	        26.89%	0.849	0.773	17.65	-60.56%	533d
Entry filter	27.87%	0.861	0.775	17.08	-60.56%	488d
SPY	         7.90%	0.491	1.000	16.22	-55.19%	1020d
NDX	         7.55%	0.403	1.206	44.61	-82.90%	3292d 

This is the 10/93 to 4/2026 data period I have.
It looks at the simplest strategy: buy top 5 by 9 month momentum ("Momentum5") but goes to cash on next month purchase date if SPY<325 dah SMA.
"PHL180 5" is top 5 by price/(180 day price high +180 day price low), with same timing rule
"Overlap" is the overlapping stocs in those 2 screens (up to 5)
"Entry filter" applies another criteria to a purchases: last 5 day average share volume (not dollars)must be above last 60 day average share volume; if not, don't buy that stock. Using this criteria mid-month adds a little CAGR but is due to very few stocks so I'm not using it.
In tests of best day to buy, 2nd to last day of month was better than the last day of month, and last day was better than the 1st day of the next month.
Monthly trading.

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