In reading the Blog article “The “Factor Zoo”: Some Thoughts on “Is There a Replication Crisis in Finance?”” by Yuval Taylor on 2021 Apr 02 (see The “Factor Zoo”: Some Thoughts on “Is There a Replication Crisis in Finance?” - Portfolio123 Blog) I attempted to run the screen referenced in the article (found at this link: https://www.portfolio123.com/app/ranking-system/381531). I received an error message for node named “highest 5 days of return scaled by volatility” for the text “$21medmed”. I assume the latter is a formula reference. If so, can someone provide the formula? If not a formula reference, then can someone explain to me what it is?
Never mind: Yuval defines its meaning later in the article.