Subject: Re: Question to MI board, 99-day rule.
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-...