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Investment Strategies / Mechanical Investing
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Author: lsmr409   😊 😞
Number: of 5386 
Subject: Re: Dying Bullish Euphoria - A Paratest
Date: 04/15/26 8:57 AM
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Zee, thank you for presenting this work! I want to verify I understand what the look back period means. Say I am using a 100 day look back on the NDX100. So in the previous 100 trading days, I am looking to see whether the index has hit an x-day high, correct? If so, what would the value of x be? Also 100? 252? Or something else?
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