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flash213
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UNITED STATES
Joined: Jul 2, 2004
Posts: 7
Status: Offline

Momentum Value v2 now available Reply to this Post
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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
[Dec 29, 2004 9:44:37 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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