Post #939 by wan123 on the Mechanical Investing board

Please be patient and understanding when interacting with others, and avoid getting frustrated or upset if someone does not respond to your posts or if a discussion does not go as you expected. Remember that everyone is entitled to express their own perspectives. Furthermore, even when you don't entirely agree, try to benefit in some way from it.

- Manlobbi

Investment Strategies / Mechanical Investing

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additional info on 99 day rule high from Allocate Smartly:

A Key New Momentum Measure to Consider: Distance from 1-Year High
This research was inspired by Alpha Architect's coverage of a new paper looking at how the distance from a stock's 1-year high has affected the performance of momentum strategies and the likelihood of 'momentum crashes'. We look at the same question applied to a stock index: the S&P 500. We show that how far the [']

FILED UNDER: TAA ANALYSIS, TAA STRATEGIES

https://allocatesmartly.com/a-key-new-momentum-mea...

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