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r/investingr/investing· u/Alternative_Tell7046· 1d ago 1

I spent a year testing a simple Cross-Sectional S&P 500 Momentum Screener. Here’s the math, the 12-year backtest, and the data flaws I found.

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The author shares the math, 12-year backtest, and data flaws of a simple S&P 500 cross-sectional momentum screener.

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