No. of Recommendations: 7
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 [']
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allocatesmartly.com - A key new momentum measure to consider distance from year high 