No. of Recommendations: 7
Momentum on the bottom half of mcap stocks once you eliminate illiquid stocks below adv $100,000, mcap below $100m and price below $2, and add a "trending value" type screen as final step. Has worked since end of 2008:

cagr 22
sharpe 1.33
beta .81





https://gtr1.net/2013/?s20081231h22i126::excd.a:lt4:MktCap:b...
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