Post #4237 by Mark19 on the Mechanical Investing board

Shrewd'm.com

A merry & shrewd investing community

Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! ¤

Search MI

Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! ¤

Search MI

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (17)

Prev | Next

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 1

I did my own research, and it looks like 3 month momentum is subject to mean reversion, while 6 and 12 month momentum is more stable. So therefore, 6 an 12 month look back periods are best, with a possible final sort of 2* 26 + 52.

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (17)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.