Unfortunately I can not use z9. Z9 is based on a fixed rebalancing period of 5 weeks. This will lead to high costs (trading and taxes) in Italy for a non leveraged account.
The dual moment algorithm published by a user grant more flexibility than z8 and z9.

This is the link
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=481500&Searchpage=1&Main=56545&Words=%2Bdual+%2Bmomentum&Search=true#Post481500

Ciao

Last edited by MatPed; 02/15/21 12:19.