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This is basically a stock screen and one that employs no hedges / timing, would that be fair to say?
Also, may I ask what software was used for backtesting, and if there was any survivorship bias in the data used for backtesting (it can be expensive to acquire survivorship-free stocks data)?
And, what are the liquidity thresholds used (i.e. does every stock have to be above say $5 and trade more than $X dollars in dollar volume per day)?
Thanks Tim.
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