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Test A

QCU Strategy Test with the following metrics:

    context.top_n_roe_to_buy = 50 #First sort by ROE  
    context.relative_momentum_lookback = 126 #Momentum lookback  
    context.momentum_skip_days = 10  
    context.top_n_relative_momentum_to_buy = 5 #Number to buy  

original thread here.