Momentum#137tier 1live in productionNew

residual momentum

cadence: Dailydata: lowlong onlyshort onlylong short
paper
2011
Source
Blitz, D., Huij, J., Martens, M. (2011). "Residual Momentum." Journal of Empirical Finance, 18(3), 506-521.
Read the paper →

What it checks

Remove market beta; leftover idiosyncratic momentum is cleaner.

Mechanism

Strip out SPY-beta (60d rolling regression) and rank by trailing 10-12mo residual return sum. Cleaner than raw momentum.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

residual_t = stock_ret - beta*spy_ret; long top tercile / short bottom of 10-12m residual sum; hold 30/60d

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • spy_prices

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
Sharpe 1.79 vs raw-mom 1.05
Paper Sharpe
1.79
Paper window
1930-2009 global

Blitz-Huij-Martens 2011: Sharpe 1.79 vs raw-momentum 1.05.

Example tickers where this is likely to fire

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

Explore residual momentum on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more