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Investment Strategies / Mechanical Investing
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Author: rayvt ✧🐝  😊 😞
Number: of 3959 
Subject: Re: Max CAGR for 3 step Screens
Date: 06/06/2024 9:57 PM
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When you use low Beta in step 2, do you use negative Beta stocks in the calculation or just positive.

A numeric sort, so any negative beta stocks would be included. But none of the VL Timeliness 1-5 stocks are negative. The lowest beta is 0.4.
The full ~5000 VL stocks has only 8 with negative, and none of them are T1-5.
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