Thank you so much for your idea! I love It! Yeah.. After I run the correlation over the full stocks of a window I noticed that maybe that could be a good path.

Thank you so much for your idea! I love It! Yeah.. After I run the correlation over the full stocks of a window I noticed that maybe that could be a good path. I just didn't wanted to keep digging things and put in this article. It would be a never endless battle to "justify" my stock rankings. Right? But Consider It done. I'll definitely check my data and see how horrible fundamentals, high debt and other bad things could help us. One drawback I'm still trying to thing about is the problem with the Cyclical companies. If I take the data as I did before, cyclical usually would rank bad (and they do in my current ranking). So, I'm still thinking how that will distort the data.