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Composite rankings in momentum scanner

Scheduled Pinned Locked Moved Momentum
@askprashant
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  • S Offline
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    Shubham Mishra
    wrote on last edited by
    #1

    Does the backtesting does not take into account the composite weighted rankings. I am getting similar backtested results even after taking different weights for different ranking periods. It is only taking default weight as 1.

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