Hi guys this looks interesting, if someone has time to code it up, am extremely busy currently. Seems pretty straight forward ratio of current 52wk high and current price + ratio of all time historical high and current price.
https://masterinvestor.co.uk/equities/using-the-52-week-high-to-build-a-momentum-strategy/
Exit rules seems like they held for 6 months than exited trade, can try different time periods 6mo, 12mo, 36mo ect. I guess possible catastrophic stop loss too.
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