Subject: Re: New Highs and New Lows
Tpoto mentioned: Some interesting results if you change/pick/optimize the
two criteria values:
1- how far to lookback to count new highs/lows
2- how far to sum those counts

Which, obviously but needs to be said, may be very different depending on the investment or asset class. For example, I've found that 26 weeks is a much better lookback for US Real Estate than the general 33 week to 40 week lookback for the other GTAA asset classes. (RE also needs a specific "risk level" to monitor its short term volatility v shorter moving averages, but another topic, that.)

FC