Way riskier (10 securities instead of 5 at a time) QCU.
#Other parameters
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 = 10 #Number to buy
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