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Investment Strategies / Mechanical Investing
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Author: rayvt 🐝  😊 😞
Number: of 5504 
Subject: Re: Statistics for Nasdaq 100 monthly Momentum Screen
Date: 05/13/26 5:48 PM
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Maybe I misunderstood the strategy but wouldn't the 21 day rebalance have taken you out of those positions?

I don't rebalance the existing positions. Only equal weight the new stocks.
Rebalancing existing positions inevitably means sells down existing positions, which essentially means selling down winners. Which is the wrong thing to do.
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