The golden cross as a return filter

For the 50/200-day crossover on log prices, use (4.1) to compute $w_0$, $w_{48}$, $w_{49}$, $w_{100}$, $w_{198}$ and $\sum_iw_i$. At which lag is the weight largest? A stock rose 10% in the last 5 days after a flat year. Which matters more to the crossover signal: those 5 days, or a 10% rise spread evenly over days 40–60 ago? Answer with the weights.