Scanning For Extreme Momentum Burst Pull Backs

Short term momentum extremes over a month period tend to mean revert. A recent example of this is CUBA which went parabolic with gains in excess of 100% over a 4 day period. Another example from last September/October is LAKE which gained nearly 400% over month.
CUBA

LAKE

One approach to these types of extreme moves is to devise tactics for shorting, particularly […]