AB R/R calculation/backtest?

Pascal,

Have you ever reviewed the AB R/R performance if you perform the calculation:

Step 1: filter on LB > NB
Step 2: =(Target to UB) / -(Target to LB)

And sort descending largest to smallest?

Step 1 appears to pick those stocks that are indeed off their LB and moving upward, and Step 2 gives an indication of potential upside compared to the LB.

Initial spot tests at major market turns in March and this last upleg look interesting; I've not done a thorough check or correlated it to the 20d MF signal.

Thoughts?

No I did not. this could indeed be a good test to perform.
I'll put it on my list of things to do...


Pascal