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Hi. Just found this thread. Have you ever looked at the feasibility of combining MF stocks with other factors, such as Piotroski F-scores of 7 or above and some momentum variable. I understand at least one person looks for recommendations on Greenblatt's Value Investor's Club website for selection confirmation. Not even sure how or there you could go about pulling this together, but it would be interesting to see if combining different selection criteria could improve performance.
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