Post #3884 by musselmant on the Mechanical Investing board

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In a study from 2000-2020 of-European momentum lags of 1, 3, 6 and 7 months are even above 5 suggesting very high predictability power for future returns of Euro stocks with 1 and 2 not as good and up to 12 months still good

https://www.sciencedirect.com/science/article/pii/...

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