Trend
Momentum
A classic intermediate-horizon trend signal that ranks stocks by trailing performance while skipping the most recent month.
Trend
52-Week High Recency
A recency-based extension of the 52-week-high signal that asks how recently the trailing high was reached.
Trend
52-Week High Recency 12
Definition phase
Definition
52-week high recency measures how recently a stock attained its trailing 52-week high within the prior year. Higher values indicate that the high was reached more recently, while lower values indicate that the high lies further back in time.
The core idea is that investors overweight recent observations, so a stock that hit its high only recently may still be underappreciated relative to the information that pushed it there.
Inside the finance research stack, the representative implementation sorts the Russell 1000 cross-section on how recently the trailing 52-week high was reached and compares the most recent names against the most distant names in a market-neutral spread.
Related Signals
Nearby ideas in the library.
Trend
Residual Momentum
A momentum variant that strips out common factor exposure so the ranking focuses on stock-specific trend persistence.
Trend
Price Momentum + Volume
A composite signal that combines trailing momentum with turnover, favoring low-volume winners over high-volume losers.