Research method
Momentum strategy
Momentum strategy is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Mechanical trading system6 readings
Often reviewed together
Exponential smoothing6 readings
Often reviewed together
Trend filter6 readings
Often reviewed together
Rank rotation8 readings
Often reviewed together
Price-indicator divergence10 readings
Often reviewed together
Moving average11 readings
Often reviewed together
Relative Strength Index13 readings
Often reviewed together
Rate of Change16 readings
Read in the archive24 of 113 readings
1984Half-cycle differencing for momentum signals1985Constructing excess and momentum difference-curve oscillators1987Relative strength evaluation under competing optimization criteria1988A two-rule classroom book of cheapness and new highs1988Weekly MACD as a two-clock momentum confirmation stack1989Equal-weight zero-cross from smoothed spreads1989Momentum overlays that speed moving-average oscillators1989Smoothed three-day futures filter for index option bounces1989Testing relative-strength-index reversal rules against trend continuation1989Cycle-length windows for momentum, Relative Strength Index, and stochastic construction1989Demand oscillator construction with a momentum overlay1989Close-minus-average oscillator for channel extremes1991Filtered rally magnitude as a bull-regime breakout1991Volume-scaled rate of change as a momentum construction1991Three-component trend model with rate-of-change filters1991Three-indicator market overview from tape, sentiment and rates1992Constructing a double-smoothed true strength index1992Constructing true strength from double-smoothed momentum1992Currency rank rotation and intermarket timing1992Walk-forward evaluation of weekly price-change patterns1992TRIX lookback and momentum derivative parameters1993Constructing double-smoothed range and momentum oscillators1993When momentum structure and breadth break together1993Building a bounded momentum oscillator with RSI smoothing
This registry entry describes a research method. It is not investment advice and does not make a performance claim.