DeployQuantMomentum
The empirical tendency of assets that have recently performed well to keep performing well over intermediate horizons (weeks to months). Time-series momentum compares an asset with its own past — for example, buying when the trailing 3-month return is strongly positive. It is one of the most robust documented return patterns, and also one that suffers sharply in V-shaped reversals.
See it in action: 3-Month Momentum Switch →
Backtested on 59 ETFs over 5.7 years with real engine results and a buy-and-hold comparison on every page.
Related terms
Trend FollowingA strategy family that buys assets in established uptrends and steps a…Mean ReversionThe tendency of a price stretched far from its recent average to snap …
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.