range_position_52w
George-Hwang (2004) J. of Finance — 52-week high momentum: proximity to 52w high predicts continued outperformance
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
George-Hwang (2004) J. of Finance — 52-week high momentum: proximity to 52w high predicts continued outperformance
Supported Markets
Universal
State Transition History
No state changes recorded yet