well that’s quite a huge task to rebalance the index every six months)
i have another question –
While you’ve calculated normalized Z Score at the bottom of raw data sheet, but in the parallel worksheet. you’ve picked ranking of momentum ratios (for 6M,12M and for (strangely) normalized z score).
it seems you’ve replicated 200Momentum30 index – and if that be so, one should rank basis normalized Z scores only to pick top 30 stock, instead of looking at Momentum ratios.
Would you elaborate why have you ranked basis momentum ratios in smallcap 250 table?
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