Here's a statement of the obvious: The opinions expressed here are those of the participants, not those of the Mutual Fund Observer. We cannot vouch for the accuracy or appropriateness of any of it, though we do encourage civility and good humor.
FYI: As my co-author Andrew Berkin and I present in our book, “Your Complete Guide to Factor-Based Investing,” there is a large body of academic research demonstrating that, similar to some better-known factors like size and value, time-series momentum historically has recorded above-average excess returns.
