Lookback windows that keep rankings honest

Ranking tables invite false precision. Change the lookback and the order reshuffles. In relative strength comparison training we treat that sensitivity as a feature to understand, not a bug to hide.

Match the window to the decision

• Position traders reacting to weeks of leadership often live in 6–13 week windows
• Investors reviewing SMSF tilts may prefer 26 weeks so noise settles
• Mixing both without labelling them produces arguments that are really calendar disputes

Write the window at the top of every ranking sheet. When two people disagree about order, check whether they disagree about time.

Stability checks

Once a month, recompute the same peer set at a shorter and a longer window. Names that stay near the top across both deserve more attention than names that appear only in the short window after a single gap move.

What we avoid

We avoid claiming an optimal universal lookback. Markets and mandates differ. The craft is consistency: same window, same benchmark family, same peer set, noted clearly enough that next month’s you can audit this month’s you.

The Relative Strength Intensive builds this into session three, with worksheets you keep after the cohort ends.