We'll use a top 2 ranking sort with an across the board .7% limit stop.
Performance results as of Friday's close are shown in both Momentum and Mean Reversion modes.
Regular readers know I favor the simpler the better approach when looking at these screens and just checking the differential drawdowns and linearity of the 2 modes makes a strong argument for the mean reversion mode.
We can also see that junk bonds (JNK) were NOT the place to be for the past 2 years whereas TLT has been the clear leader.
