Has anyone compiled a list of different Momentum investing trading strategies and their returns?
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With the huge number of variables in place - Retracement, Ranking method, Ranking period, SL/Target, Exit rank, MTF, Relative strength, Universe of stocks, etc. I believe there can be a huge number of combinations that can be built and studied. Has anyone compiled a database to identify which strategy gave the best returns over last 3m, 6m, 12m, 36m, 60m and so on? If not, would anyone be interested in building a Google Sheet along with me for the greater good of the entire Definedge community?
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@Aditya Agarwal
Mr Prashant Shah and his team has already done this job and Mr Shah has compiled the results in his book- Master Momentum Investing and Trading Strategies.
Have a look:
