Mechanical Bull posted:
Nice post. I’ve been using a similar StockRank driven strategy for almost five years and so these are my suggestions. First, having a sell rule when the StockRank drops below 90 will tend to cut good momentum plays out too early. Academic research shows that of all the factors, Momentum is the most powerful over the long term. This is also backed up Stockopedia’s own performance graphs, which show Momentum generally out-performing Value and Quality:https://www.stockopedia.com/stockranks/performance/?exchanges=LSE%2CISDamp;field=_MomentumScore_lo∩=10amp;period=1amp;buckets=deciles Indeed, for UK stocks over the past five years Momentum has outperformed even the combined StockRank. Momentum...
Nice post. I’ve been using a similar StockRank driven strategy for almost five years and so these are my suggestions. First, having a sell rule when the StockRank drops below 90 will tend to cut good momentum plays out too early. Academic research shows that of all the factors, Momentum is the most powerful over the long term. This is also backed up Stockopedia’s own performance graphs, which show Momentum generally out-performing Value and Quality:https://www.stockopedia.com/stockranks/performance/?exchanges=LSE%2CISDamp;field=_MomentumScore_lo∩=10amp;period=1amp;buckets=deciles Indeed, for UK stocks over the past five years Momentum has outperformed even the combined StockRank. Momentum...
