Subject: Re: Long time reader, infrequent poster
price / (52 week high + 52 week low) top N

Two month hold should be fine.
Probably better with a solid lag on the 52 week measurements.

N=10 works okay?

How long is "solid lag on the 52 week"?
Current price vs. 52 week numbers of 1 week ago? 1 month ago?

Thanks.