Subject: Re: Breakaway momentum
<< Never heard of this before but looks interesting: https://ritholtz.com/wp-conten......
Has anyone backtested this before 1945?>>

Me neither.. Excellent find, and excellent question. If genuine, and he did not data-mine the parameters after the 1970s discovery, then the 1980 onwards post discovery data looks very effective.

It is always important to understand the details about if/how the parameters are adjusted over time. (That is why MI on this board, with everything timestamped and unable to be editing, is useful to track whether parameters are changed - I'm also impressed that the community is carrying forward screens developed as far back as 2000 such as Peg26, plowRS etc.)

- Manlobbi