Spreadsheet: 198361d1354744696-momentum-strategy-momentum_example
Sheet: Prices

datadate | 1013 | 1045 | 1075 | 1078 | 1098 | 1161 | 1164 | 1177 | 1194 | 1209 | 1239 | 1240 | 1243 | 1246 | 1253 | 1279 | 1300 | 1318 | 1356 | 1359 | 1365 | 1380 | 1392 | 1408 | 1430 | 1440 | 1447 | 1449 | 1465 | 1468 | 1478 | 1485 | 1487
1992-01-31 00:00:00 | 26 | 70.75 | 18.125 | 63.875 | 9.625 | 18.875 | 29.4999 | 41.5 | 16.75 | 79.125 | 50 | 40 | 43.125 | 35.25 | 22.375 | 42.875 | 49.5 | 39.75 | 64.5 | 49.125 | 19.5 | 46.875 | 17.75 | 45 | 60.375 | 32.375 | 20.625 | 29.5 | 41.375 | 38.375 | 78.125 | 62.625 | 91.75
1992-02-29 00:00:00 | 25.75 | 76.375 | 18 | 63.625 | 9.75 | 18.375 | 31.4999 | 45.625 | 17.875 | 85.5 | 47.375 | 43 | 44.625 | 38.625 | 21 | 43.375 | 49.625 | 38.5 | 69.375 | 45.375 | 20.25 | 41.625 | 20 | 44.25 | 61 | 30.875 | 21 | 30 | 40.75 | 42.5 | 79 | 59.875 | 87.5
1992-03-31 00:00:00 | 28.5 | 73.75 | 17.625 | 61 | 10.25 | 17.75 | 29.4999 | 43.125 | 15.5 | 42.375 | 49.375 | 43.5 | 42 | 37.875 | 20.25 | 41.75 | 50.5 | 38.125 | 70.5 | 41.75 | 17.625 | 37 | 16.125 | 43.875 | 62 | 30.75 | 22.875 | 27.5 | 42.125 | 40.25 | 75.875 | 56.5 | 86.75
1992-04-30 00:00:00 | 27.25 | 66.375 | 17.75 | 66 | 8.125 | 17.875 | 32.75 | 42.625 | 16.375 | 46.875 | 46.625 | 41.5 | 46.25 | 41.5 | 19.625 | 42.5 | 58.25 | 38.875 | 77.375 | 43.625 | 20.125 | 42.75 | 17.5 | 48.625 | 61.75 | 32 | 22.5 | 28.5 | 44 | 39.875 | 77.25 | 63.5 | 83
1992-05-31 00:00:00 | 34 | 63.25 | 17.875 | 66.625 | 6.625 | 15.75 | 31 | 42.125 | 17.5 | 47.125 | 45 | 39.125 | 47.375 | 41.125 | 20.75 | 44.875 | 58 | 38.625 | 77.625 | 46.5 | 20.875 | 46 | 16.5 | 48 | 59.5 | 31.625 | 22.75 | 28.875 | 47 | 38.75 | 75.125 | 62.125 | 84.5
1992-06-30 00:00:00 | 34.75 | 64.625 | 18.125 | 29.75 | 6.125 | 8.75 | 29 | 41.375 | 16.75 | 42.5 | 41.75 | 41.75 | 47.25 | 37.375 | 21.5 | 44 | 53.75 | 39 | 75.875 | 45.625 | 21.5 | 45.25 | 17.625 | 44.5 | 55.625 | 31.875 | 23.25 | 30.25 | 49 | 42.875 | 71.5 | 62.875 | 88.625
1992-07-31 00:00:00 | 34.625 | 66.125 | 19.5 | 30.375 | 7 | 8.875 | 32.9999 | 43.375 | 17 | 42.5 | 48.125 | 43 | 43.25 | 38.625 | 24.5 | 46.75 | 55.5 | 40 | 73.75 | 48.5 | 20.25 | 49.375 | 13.625 | 47.125 | 61.75 | 34.75 | 23 | 33.375 | 49 | 44.5 | 74.875 | 69.5 | 96
1992-08-31 00:00:00 | 36.125 | 55.5 | 19.5 | 30.5 | 6.75 | 10.125 | 30.75 | 38.625 | 15.5 | 42.25 | 47.25 | 43.25 | 41.25 | 33.625 | 24.625 | 48.25 | 52.375 | 41.125 | 64.625 | 46.625 | 17.875 | 50.375 | 13.625 | 46.125 | 59.25 | 32.5 | 20.875 | 32.75 | 48.625 | 44 | 72.625 | 68.5 | 96.25
1992-09-30 00:00:00 | 36.25 | 57.125 | 19.375 | 28.25 | 6.75 | 11.25 | 33.5 | 40.875 | 14 | 44.375 | 46.125 | 44.25 | 38.875 | 35.875 | 26.25 | 47 | 52 | 44.25 | 66.25 | 41.625 | 17.375 | 47.875 | 9.125 | 46 | 56.5 | 33 | 21.875 | 31.5 | 49.25 | 45.125 | 67 | 68.5 | 106
1992-10-31 00:00:00 | 36.25 | 62.75 | 20 | 29 | 7.5 | 16.5 | 35.2499 | 42.125 | 15 | 47.375 | 45.75 | 45.875 | 39 | 33.875 | 26.125 | 46.5 | 55.5 | 46.375 | 69.75 | 38.625 | 17.625 | 47.125 | 8 | 42.75 | 56.5 | 32.5 | 21.375 | 29.75 | 51.625 | 49.125 | 68 | 66.75 | 110.625
1992-11-30 00:00:00 | 45.25 | 64.5 | 19.625 | 30.75 | 9.25 | 17.875 | 40.625 | 45.625 | 17.125 | 47.625 | 46.75 | 48.625 | 39.25 | 37.75 | 25.875 | 47.375 | 57.125 | 48.375 | 70.125 | 42 | 17.125 | 45.375 | 7.25 | 41.25 | 57.75 | 31.125 | 22.875 | 31.625 | 54.25 | 48.5 | 71.25 | 67.375 | 114.625
1992-12-31 00:00:00 | 46.25 | 67.5 | 20.375 | 30.375 | 8.25 | 18.125 | 44.8749 | 46.5 | 19.25 | 46.75 | 49.375 | 50.5 | 40.25 | 36.375 | 26.5 | 47.875 | 60.5 | 47.75 | 71.625 | 47 | 16.5 | 46 | 7.25 | 40.5 | 57.625 | 33.125 | 24.875 | 34.5 | 57 | 49.875 | 67.5 | 71.25 | 116
1993-01-31 00:00:00 | 46.75 | 63 | 20.25 | 27.5 | 8.75 | 18.75 | 30.75 | 50.5 | 19.875 | 43.875 | 46.25 | 48.875 | 42.375 | 40.5 | 27 | 48.75 | 57.625 | 46.625 | 74.375 | 40.75 | 17.875 | 48.125 | 8.375 | 35.875 | 53.125 | 33.875 | 23.25 | 33.625 | 56.75 | 47.125 | 62.5 | 72 | 118.5
1993-02-28 00:00:00 | 41.5 | 59.625 | 21.5 | 26.125 | 8.125 | 21.75 | 35.25 | 49 | 20.75 | 44 | 49.875 | 51.625 | 43.25 | 41.5 | 26.125 | 51.375 | 65.875 | 47.5 | 70.125 | 30.875 | 18.625 | 51.25 | 8 | 34.375 | 49.125 | 35.625 | 24.5 | 35 | 58.625 | 48 | 60.5 | 74.875 | 122.125
1993-03-31 00:00:00 | 44.125 | 65 | 21.625 | 25.75 | 8.125 | 23 | 35.25 | 47.375 | 18.875 | 44.125 | 50.375 | 56.5 | 43.125 | 45.5 | 24.75 | 51.125 | 66.625 | 49.375 | 64.5 | 35 | 18.375 | 52.875 | 6.375 | 33.875 | 52.5 | 36.875 | 27.125 | 36 | 31.25 | 52.125 | 66.125 | 76.875 | 127.75
1993-04-30 00:00:00 | 41.25 | 67.125 | 22.125 | 27.875 | 9.125 | 28.125 | 38.25 | 52.875 | 18.25 | 43.75 | 49 | 55.25 | 41.375 | 47.375 | 25.875 | 52 | 65.25 | 52 | 66.125 | 27.75 | 16.875 | 53.375 | 5 | 31.375 | 53 | 37.125 | 28 | 37.5 | 29.75 | 54 | 66.875 | 76.375 | 126.625
1993-05-31 00:00:00 | 55 | 70.75 | 22.125 | 27.125 | 10.75 | 28.625 | 35.7499 | 53.375 | 18.25 | 42.75 | 51.5 | 55 | 44.125 | 49.375 | 25.5 | 52.375 | 66.75 | 51.625 | 67.5 | 28 | 21.875 | 54.125 | 5.25 | 33.25 | 51.875 | 34.5 | 28.75 | 39.5 | 31 | 56.375 | 66.625 | 72.25 | 128.5
1993-06-30 00:00:00 | 31.25 | 63.25 | 23.125 | 25.625 | 11.25 | 24.125 | 35 | 55.375 | 17.375 | 39.25 | 47.375 | 54 | 44.5 | 48.75 | 27.625 | 53.125 | 66.75 | 53.5 | 70 | 27.5 | 23.25 | 49 | 5.5 | 33.25 | 53.5 | 37.75 | 32.25 | 28.375 | 31.625 | 57.25 | 64.5 | 80.375 | 129
1993-07-31 00:00:00 | 29.75 | 65.5 | 24.5 | 25 | 11 | 23.875 | 41.3749 | 58.375 | 19.5 | 40.25 | 42.75 | 51.125 | 45 | 45.25 | 25.125 | 54.5 | 70.125 | 26.25 | 71.25 | 20.625 | 25.125 | 49.875 | 5.25 | 32.5 | 52.75 | 38.375 | 32.625 | 29.625 | 31 | 58.375 | 63 | 81.375 | 91.875
1993-08-31 00:00:00 | 36.25 | 67 | 24.75 | 26 | 9.25 | 32.375 | 43.3749 | 59.625 | 19.875 | 43.5 | 40.25 | 55 | 47.875 | 45.625 | 24.75 | 55 | 74.75 | 29.75 | 75.125 | 21.5 | 24.625 | 52.875 | 4.75 | 32.625 | 54.75 | 38.75 | 32.5 | 33 | 35.5 | 59.875 | 64.75 | 87.125 | 96.875
1993-09-30 00:00:00 | 39 | 65.125 | 24.375 | 27.375 | 9.5 | 26.375 | 50 | 60 | 19.875 | 38.75 | 40.75 | 50.375 | 43.5 | 44 | 21.75 | 55.75 | 72.875 | 30.5 | 67.125 | 22.125 | 22.125 | 53 | 6 | 32.5 | 55.125 | 38.5 | 35.875 | 32.25 | 32.75 | 31.25 | 61 | 85.625 | 98.125
1993-10-31 00:00:00 | 36.5 | 70.125 | 23 | 28.375 | 10.375 | 19.75 | 50.25 | 65.75 | 18.125 | 41.75 | 40 | 26.125 | 47.5 | 45.75 | 20.625 | 55.125 | 71.625 | 29 | 68 | 25.25 | 22.375 | 53 | 4.625 | 34.5 | 54.5 | 38.5 | 71.875 | 31.5 | 29.375 | 29.125 | 62.5 | 84.75 | 90
1993-11-30 00:00:00 | 34.5 | 65.875 | 21.125 | 29.25 | 9.5 | 19 | 42.625 | 61.125 | 18.875 | 44.125 | 40.5 | 24.875 | 48.5 | 48.875 | 18.25 | 26.125 | 71.125 | 25.75 | 69.25 | 27.625 | 0 | 46.625 | 5.5 | 34.375 | 52.5 | 36.125 | 31.375 | 27 | 26.875 | 31 | 62.625 | 76.5 | 86.125
1993-12-31 00:00:00 | 35.625 | 67 | 22.375 | 29.625 | 9.5 | 17.75 | 48.25 | 60.375 | 19.625 | 44.25 | 44.125 | 26.75 | 48.5 | 54.75 | 19.5 | 26.5 | 79 | 29.5 | 69.375 | 28.25 | 0 | 45.125 | 6 | 33.25 | 50.25 | 37.125 | 30.875 | 28.5 | 28.625 | 34 | 64.75 | 76.75 | 87.75
1994-01-31 00:00:00 | 36.75 | 71.75 | 22.375 | 29.5 | 10.5 | 20.5 | 27.5 | 63.375 | 18.75 | 49.625 | 43.625 | 26.75 | 56.875 | 58.125 | 21 | 25 | 78.625 | 27.875 | 79.125 | 27.125 | 0 | 48.5 | 7.125 | 35.625 | 50.375 | 36.125 | 76 | 27.875 | 28.625 | 30.375 | 63.5 | 41.75 | 92.625
1994-02-28 00:00:00 | 37.75 | 63.25 | 21.375 | 27.625 | 9.375 | 21.5 | 27.125 | 60 | 17.625 | 47.625 | 41.625 | 28.875 | 55.75 | 55.875 | 20.375 | 24.125 | 76.375 | 27.25 | 75.25 | 22.5 | 0 | 46.375 | 5.875 | 33.125 | 44.375 | 33.125 | 71 | 29.625 | 26.875 | 27.875 | 59.75 | 40.125 | 87.75
1994-03-31 00:00:00 | 38.25 | 57 | 20 | 26.625 | 9.375 | 31.25 | 24 | 53.125 | 16.875 | 44.625 | 40.5 | 28.625 | 52.625 | 52.375 | 17.625 | 22.75 | 36.5 | 25.625 | 71.625 | 22.625 | 0 | 44.75 | 6.5 | 30.375 | 46.625 | 30.75 | 67.625 | 30.75 | 27.875 | 26.375 | 58 | 38.125 | 84.125
1994-04-30 00:00:00 | 42.125 | 60.75 | 20.625 | 28.375 | 15.25 | 26.375 | 23.5 | 52 | 18.25 | 43.25 | 40.75 | 28.625 | 49.875 | 52.625 | 14.625 | 23.625 | 34.5 | 26.875 | 68 | 25.25 | 0 | 50.25 | 6.75 | 33.875 | 47 | 32.5 | 70.5 | 30.375 | 25.5 | 29.25 | 57.875 | 39.375 | 85.25
1994-05-31 00:00:00 | 40.5 | 55.25 | 17.375 | 29.875 | 10.875 | 27 | 18.375 | 54.125 | 18.75 | 42.25 | 38.125 | 28.125 | 55.25 | 58 | 15.875 | 21.25 | 35.125 | 26.125 | 70.625 | 24.875 | 0 | 49.5 | 6.625 | 32.5 | 52.125 | 28.875 | 71.125 | 33.5 | 27.25 | 28.125 | 58 | 39.125 | 93.375
1994-06-30 00:00:00 | 40.25 | 59.375 | 16.375 | 29 | 10.375 | 25 | 17.5 | 55.875 | 18.875 | 42.375 | 41.375 | 27.5 | 54 | 57.125 | 16.25 | 21 | 34.625 | 25.125 | 73.125 | 23.5 | 0 | 49.25 | 5.5 | 31.625 | 56 | 28.25 | 65.25 | 33.75 | 27.625 | 30 | 56.75 | 38.125 | 86.625
1994-07-31 00:00:00 | 46.5 | 57.25 | 17.625 | 28.125 | 11.375 | 27 | 19.5 | 51.75 | 19.875 | 48 | 42.375 | 27 | 58.5 | 60.875 | 19.75 | 21.625 | 38.25 | 27 | 78.25 | 21.75 | 0 | 52 | 6.875 | 34.125 | 60.625 | 30.5 | 68 | 34.875 | 28.625 | 29.25 | 57.375 | 41 | 94.25
1994-08-31 00:00:00 | 46.5 | 60.25 | 18.5 | 30 | 12.5 | 29 | 23.25 | 49.375 | 22 | 49.75 | 45.375 | 28.875 | 61.75 | 65.25 | 20.5 | 22.5 | 37.375 | 28 | 84 | 23.5 | 0 | 50.25 | 9.25 | 36 | 96.5 | 31.5 | 72.25 | 35.875 | 29.875 | 30 | 59.375 | 41.375 | 94
1994-09-30 00:00:00 | 40.125 | 51.5 | 17.875 | 31.375 | 14 | 29.75 | 22.062 | 46.375 | 20.875 | 46.75 | 45.75 | 29.125 | 61.75 | 62.125 | 19.5 | 20.125 | 34.125 | 27 | 84.75 | 20.625 | 0 | 46.5 | 8.875 | 36.25 | 99.5 | 31.375 | 74.875 | 34.125 | 27.125 | 28.875 | 60 | 40.25 | 88.875
1994-10-31 00:00:00 | 47.125 | 55.125 | 18.625 | 31 | 13.5 | 26.375 | 23.5 | 46.125 | 19.125 | 47.75 | 49 | 30 | 63.375 | 57 | 20.25 | 20.75 | 34.625 | 25.875 | 85.25 | 17.75 | 0 | 49.75 | 10.125 | 34.75 | 98.75 | 32 | 75.875 | 34.125 | 27.5 | 27.375 | 63.5 | 40.75 | 93.625
1994-11-30 00:00:00 | 41.5 | 50.75 | 19.375 | 31.875 | 10.875 | 25.25 | 20.125 | 44.75 | 16.625 | 44.375 | 49.125 | 28.875 | 58.625 | 56 | 18.875 | 21.75 | 32.625 | 28.125 | 81.625 | 19.25 | 0 | 45.5 | 9.75 | 35.25 | 100.5 | 33 | 72.875 | 33.875 | 26.25 | 27.75 | 65.25 | 39.5 | 91.5
1994-12-31 00:00:00 | 50 | 53.25 | 19.625 | 32.625 | 10.5 | 24.875 | 19.437 | 47.125 | 16.125 | 44.625 | 51.75 | 29 | 61 | 62.75 | 18.5 | 21.75 | 34 | 30.125 | 86.625 | 18 | 0 | 45.625 | 11 | 37.5 | 0 | 32.875 | 72.125 | 32 | 28.25 | 27 | 62.75 | 40.375 | 98