The list of trades is in the attached file.
Note that this is only a stock picking algo. It is not a trade management system. Hence, no stop loss, nor profit taking target has been used.
Because 20DMF can sometimes be long (between 1 day and 130 days,) whenever a signal reaches 20Day, we close all the trades and open new ones with the best setting of that day. That way, we stay tuned with the 20Day measurement pattern of the process.
I will soon test this stocks picking rotation with a one week rotation period instead of 20 days. The reason for this is that usually, when good opportunities are detected, they only last for a few days and then they start to go sideways or pull-back.
Stocks Picking trades June 18.xls
Pascal