Smallcap momentum portfolio

Hello
I will be happy to update this every weekend with the clear understanding that this is for educational purposes only where I am sharing my experience. The returns are significantly over 40% and even with the fees, the returns are superior.

1. Typically 2 to 3 stocks go out. For example, this week there is no exit or entry. Though there is a new entrant, there is no vacancy as the weaker stock is still within my outer limit of 25.
2. I have created a Google sheet to pull price data for every day. I use this to calculate price change and standard deviation of daily changes. I do this update during the weekend only.
3. Will see if I can get this info. If this is available, will update.

Strategy:

1. I have 3 momentum pls running on Midcap150 index, Smallcap250 index and Microcap250 index. Based on various reading material and videos, most people have chosen look back periods of 6 months and 1 year. We can have shorter periods also as long as we do it consistently.
2. A small % as I have been doing this over 1 year only. Till now, I have been studying fundamentals. Was not very successful as I found exits very difficult to execute. With his rule based investing, I have peace of mind now.
3. No stop losses. Exit at the end of the week only. As I do rebalance every week, even if there are losses, I exit very quickly. In the midcap momentum portfolio, I do rebalance once in a fortnight only (not weekly).