@LarryWink No issues. All good.
You provided a good opportunity to clarify that this pf is not a fool proof strategy that will keep rising all the time.
I put up this pf as a thread so that people can critique it and help improve. As I mentioned previously, my understanding is that for momentum, best returns are achieved considering price changes only. Anything else will reduce this as it mutes overall changes.
Of course, even with the momentum ratio factor that I have used, we could end up with a high return / high volatility stock or low return / low volatility stock. But these are far and few.
Another area of improvement can be to change the look back period or change the weighting factor for 1 year and 6 months Z score.
I do not have capability to run simulation. Hence, any change can come with experience only, but will take time.
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