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Is there a way to scan for the top performing equities in the S&P-500 over various time periods such as 1 month, 3 months, etc?
[group is SP500]
rank by [PctChange(20,close)]
The "20" is 20 tradings days, which is 4 weeks (without holidays), which is about a month. The actual number of trading days in a calendar month varies between (I think) 19 and 22. You could use 21 as an average. Then three months would be 63 days, and so on.