No. of Recommendations: 5
The screen in question {Nas100_Mom9_PHL252_OverlapTest} finds the overlap between the 2 screens {Mom9Top5} and {PHL252Top5}. Similar results can be obtained through a single screen that combines the criteria {Mom9Top5_PHL252Top5}. Results from 19850201 to 20251128:
Screen CAGR GSD MDD Sharpe
Nas100_Mom9_PHL252_OverlapTest 31.33 48 -76 0.80
Mom9Top5_PHL252Top5 31.29 48 -76 0.80
Mom9Top5 28.07 42 -73 0.79
PHL252Top5 29.53 39 -72 0.86
=== links ===
https://gtr1.net/2013/?~Nas100_Mom9_PHL252_Overlap...https://gtr1.net/2013/?~Mom9Top5:s19850201e2025112...https://gtr1.net/2013/?~PHL252Top5:s19850201e20251...https://gtr1.net/2013/?~Mom9Top5_PHL252Top5:s19850...=== Command Translation ===
Define {Mom9Top5_PHL252Top5}
Create [Mom9m]: [Total Return Multiplier over 189 days]
Create [PHL252]: [[Closing g-price]/[[Lowest closing g-price over 252 days] + [Highest closing g-price over 252 days]]]
Create [rankMom9]: [Rank by [Mom9m] (Desc) at step2]
Create [rankPHL]: [Rank by [PHL252] (Desc) at step2]
step0: [NASDAQ 100 Member] == 1
step1: [Mkt Days Since Security Opened] >= 252
step2: [rankPHL] <= 5
step3: [rankMom9] <= 5; Cash When None
