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Test D, 7-securities

7-stock, semi-risky (relative to 5, 10 stock approach) QCU

   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 = 7 #Number to buy  

original thread here