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I'm curious if it's possible to use this approach on screens rather than ETFs. My gtr1 backtester skills are not at a point where I can make that work.

My gtr1 backtester skills aren’t up to that point either. I programmed GPM up in Excel and rgearyiii
was kind enough to come up with the unique weighting and correlation functions that made it work.
So the screen code is 95% Robbie and 5% mine. I did change both the standard weighting and
momentum functions after I analyzed results and noticed they were not linear factors.

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