could not replicate result in book master momentum investing
-
hello everybody beginner here. I am trying to replicate the result of the strategy wriitten in master momentum book written on page no 105 with results on table no 5.3 . I am attaching the screenshots of the selection made by me in rzone backtesting app. In the book return in 2018 is -7 % but mine is coming more than -17 percent .please help
thank in advance