The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Mechanical Investing


Subject:  Re: Who Needs Momentum? Date:  10/24/2019  2:13 PM
Author:  aussi Number:  275371 of 279319

This is a weekly short term mean reversion screen. I believe you have to run with current prices and buy just before the close (if I’m interpreting it correctly). Very high turnover and high return.
Try this and skip the first selection for much higher results.


For the screen with tr(1,5), I thought it was buying at the next day close? Or is the lag changing the tr calculation?

If you change to screen to buy at the open, the results go from very positive to very negative.

Copyright 1996-2020 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us