No. of Recommendations: 2
I just finished testing on gtr various levels of price and (price x vol) liquidity starting on dates going back to 1925 (1982, 1999) with buying either all liquid stocks or only those whose price>SMA200. I used 20 day holds.

No difference in CAGR, sharpe, MDD, ulcer index, treynor nor any other measure whether you bought all stocks or those exceeding their MA200.

If someone can show differently please cite evidence.
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