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An investment advisor in an RBC Dominion Securities Inc branch office, was considering whether or not to implement a price momentum strategy for his clients. Trend and Cycle, Dominion Securities'' technical research department, had recently circulated a copy of a study which described a simple price momentum model and referred to its ''startling results'' based on back-testing the strategy over a fifteen-year period. The Trend and Cycle group had long promoted the importance of price momentum and relative strength to potential clients. The investment advisor needed to determine whether the proposed model was ''too good to be true'' or, if it did look promising, how he would go about implementing such a strategy for his clients. There is a simplified Chinese version available ''9A96BC31''.