In this week’s Screen of the Week, we highlight the Twin Momentum model on Validea, which is a academic model developed by researcher including Dashan Huang. The model combines fundamental momentum and price momentum and looks for the stocks exhibiting both types of momentum.
X Pass the Twin Momentum with at least 90% (stocks are percentile ranked based on Price Momentum and Fundamental Momentum and then sorted based on the combined rank)
X Technology Sector
X US Only Stocks
X Long-Term EPS Growth greater than 20%
X Long-Term PE/G Ration less than 2.0