Subject: Re: Breakaway momentum
"If genuine, and he did not data-mine the parameters after the 1970s discovery"
That is open to debate. The 2 people who can answer this question about long term effectiveness are Robbie and Zee.
There are many variations of Breadth Thrust - this falls into this class.
Essentially the BAM indicator is a Pooled Ratio of Advances/Total >67% cumulated over 10 days. Question is it can be done on Issues and/or Volume. Which one?
The classical Zweig Breadth Thrust is long term backtested ..... It has iirc never failed to mark the initiation of a Bull ... while on the other hand it DOESNT purport to being 100% accurate - like this one. 100% accuracy tends to be a bit fallacious - and brings on the Data Tuning questions.
NOTE: This one doesn't trigger in the 2002-03 Bear end.... which makes this a bit suspect.
The classical ZBT did not trigger on this rally - because it has an Oversold requirement (<40) and then rise to 60 over 10day period.
BUT - if you relax it a bit ...ie not require <40 but require the 20 point rise
it did trigger on 1/12/2023 - from a low of about 43 on 12/28 to high of 67 on 1/12.
Concept is the same : You HOLD 1-3 months out and Indices are higher
Hope it helps!
Best