No. of Recommendations: 3
1)all companies in the Eurozone countries (Euro as currency) with
2) a trading volume of more than 100,000 over the past 30 days
3) and a market value of over 100 million.
4)From this universe we first selected the 20% of companies with the best six-month momentum.
5)sort this group of companies by price to book from low to high
6) and then buy the lowest 50
quant-investing.com - Momentum meets value europes stunning strategy revisitedtested this in one period and reported doubling the relevant index at the cost of volatility
It would be interesting to have a P123 subscriber run it
