carhart_momentum

Carhart (1997) J. of Finance — 12-month minus 1-month skip momentum, Fama-French 4-factor UMD component

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

Win Rate

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0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Carhart (1997) J. of Finance — 12-month minus 1-month skip momentum, Fama-French 4-factor UMD component

Supported Markets

Universal

State Transition History

No state changes recorded yet