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Investment Strategies / Mechanical Investing
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Author: Baltassar   😊 😞
Number: of 5500 
Subject: Intra-Month Momentum Cycle
Date: 05/10/26 1:03 PM
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No. of Recommendations: 11
I thought members of this board might be interested in this paper, which argues that, from 1980 to 2025, almost all momentum returns accrued during six trading days, ending four days before month end.

https://papers.ssrn.com/sol3/papers.cfm?abstract_i...


Baltassar
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Author: Lockbox   😊 😞
Number: of 5500 
Subject: Re: Intra-Month Momentum Cycle
Date: 05/13/26 8:36 PM
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No. of Recommendations: 2
Very interesting paper that flies in the face of the Superiors 6 strategy that recommended investing the last 4 days plus first 2 days of the next month. Am I missing something?
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