Trend
Residual Momentum
A momentum variant that strips out common factor exposure so the ranking focuses on stock-specific trend persistence.
Trend
Momentum
A classic intermediate-horizon trend signal that ranks stocks by trailing performance while skipping the most recent month.
Trend
12-1 Momentum
Definition phase
Definition
Momentum ranks stocks by their cumulative return over the prior twelve months while excluding the most recent month. In practice, the signal asks which names have shown the strongest intermediate-term continuation once the most reversal-prone short horizon is set aside.
The core idea is that trends can persist because information diffuses gradually, investors update slowly, and trend-following behavior reinforces price leadership over time.
Inside the finance research stack, the representative implementation sorts the Russell 1000 cross-section into quintiles and compares the strongest prior winners against the weakest prior names in a market-neutral spread.
Related Signals
Nearby ideas in the library.
Trend
Price Momentum + Volume
A composite signal that combines trailing momentum with turnover, favoring low-volume winners over high-volume losers.
Trend
Price Crossover
A moving-average gap signal that measures whether price is trading above or below a slower baseline.