Post #4303 by musselmant on the Mechanical Investing board

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If you are into 1-week holds you want to exclude last week's momentum if you are using 1 month backward momentum "up" as a good thing; this gives you a 10 times higher return on the Nasdaq100, the S&P500, and 2 times on WER stocks, than if you include last week. For short term trading you want a bad last week, not a good last week.

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