The aim of this study include cross-sectional predict stock returns by two momentum strategies " the timing of 52-week high price " (RR) and momentum "the highest price 52 weeks" (GH) is. To test the predictive power of the information strategy the 143 companies listed on Tehran Stock Exchange during the years 2002 to 2013 were used. To test the hypotheses of the regression data have been mixed. The results suggest that "the highest price 52‌ week schedule" and "the highest price 52 weeks" are able to predict future stock returns. The findings show that future stock returns is the function of the measures taken momentum.The aim of this study include cross-sectional predict stock returns by two momentum strategies " the timing of 52-week high price " (RR) and momentum "the highest price 52 weeks" (GH) is. To test the predictive power of the information strategy the 143 companies listed on Tehran Stock Exchange during the years 2002 to 2013 were used. To test the hypotheses of the regression data have been mixed. The results suggest that "the highest price 52‌ week schedule" and "the highest price 52 weeks" are able to predict future stock returns. The findings show that future stock returns is the function of the measures taken momentum.