This is a portfolio I created using a Price^2/(Earnings*Sales)

After applying some basic filers (2B+ MKT CAP, AVG Volume>1M, & USA companies), I then calculated the P^2/(E*S) by Multiplying the P/E * P/S. I went long, the lowest 10 values, and Short the highest 10 values.

The idea here is that the market will experience a lot of rotation in the coming year from momentum names to value names.

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