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Investment Strategies / Mechanical Investing
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Author: Baltassar   😊 😞
Number: of 5498 
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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