5min chapter

The Option Alpha Podcast cover image

227: What 20-Years of Moving Average Data Teaches Us About Stock Reversals & Momentum

The Option Alpha Podcast

CHAPTER

The Pervasiveness of Stretchiness and Momentum Reversals

We were trying to again see how stretchy like how far do things get stretched above or below these moving averages. After it started getting really stretched in either direction what was the performance of that ticker symbol ETF stock whatever 30 days following that observation and that right there is what I think is the coolest part about the research that we did. We didn't break them out that's just too much data to break out so we just want to get like the synopsis of does this generally like is the pervasiveness of stretchiness and momentum or reversalsHow does that work across all these? So i'll go through it row by row through it moving average moving average because i think it will be

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