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