Any suggestions on how to improve the screen so that the results would better match the YEY+ results?A few things you might tryI'd try replacing the "top 2.5%" with "top N", and try various values of N.Or, if you stick with top N%, try values other than 2.5. I found good luck with 3% with YLDEARNYEARPLUS.Final sort using RRS is often quite nice.I usually find a period a little over a year is better, even up to 300-340 days.Or, similarly, just try a bigger lag on your "old" sma(250,10)If you're going to use two SMAs, the most recent one probably needs a fair bit more lag.You'd be amazed how old the momentum sort recent date can be and still work.GTR1 has a cool facility for trying lots of different values for a givenparameter at the same time, have you tried that?It leads rapidly to overtuning if you push it, but for trying to findthe basic range of plausible values it's great.Jim
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