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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Momentum Value v2 now available |
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flash213
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Hi, I have adjusted my original Momentum Value Ranking System and updated it as Momentum Value v2. It is a small change but effective in improving the performance over the first version 70% of the time. I checked it with 16 public simulations using Momentum Value which had 10 or more stocks and over at least 1 year. v2 was better in 11 cases. (69%) with an average of 5% more (-4 to +15%) Compared to the P123 Portfolio Value w/Momemtum, v2 produced a Total Return of 581.16% Vs 538.69% I thought I'd share it with the community before the authorship becomes vague again. Let me know what y'all think. Regards, Flash213 |
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