Backtest Engine Scans I Have Known and Loved - The Microcap/SPX Relative Ratio Rank Edition

The MicroCap/SPX Relative Ratio Rank indicator is a versatile "risk-on/risk-off" tool. Like many indicators, this ratio can be used in a variety of ways. In Part I, we highlight one approach to using this measure to signal an "oversold" situation in the market.

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