Have you ever considered combining the strategies of Low PEG with the Momentum? That is ... pick the stocks from the Low PEG that match the Momentum stategy or visa versa.
Thoughts?
It happens that a stock could be featured in both the Momentum and Low PEG portfolios, but it is quite unusual. Such a cross filter as currently designed would not screen a lot of stocks.
We could dig this idea and look for momentum only in stocks that have a low PEG ratio but surely not as low 0.6.
On the contrary, are our momentum losers stocks with the biggest PEG ratio? I don't know, I haven't checked that.