Cross-asset#355tier 2experimental liveNew

sector momentum orthogonal

cadence: Dailydata: lowlong onlyshort only
paper
1999
Source
Grinblatt, M. & Moskowitz, T. J. (1999). "Do Industries Explain Momentum?" Journal of Finance 54(4), 1559-1599.
Read the paper →

What it checks

If a stock has beaten the market by a lot over the past 6 months, it tends to keep winning; if it's been losing badly, it tends to keep losing — long the leaders, short the laggards.

Mechanism

Industry/sector momentum after orthogonalizing to market return — long top-quintile sector relative-strength, short bottom-quintile. Captures slow-diffusion industry-level news the cross-section can't.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

6m return minus SPY 6m return (smoothed 21d), self-ranked vs 252d. Rank >= 0.8 -> LONG; rank <= 0.2 -> SHORT. T+1 entry; hold 21/63/126 trading days.

Data dependencies

  • daily_prices

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

Expected edge

Paper alpha
~0.7-1.0%/month long-short
Paper window
21/63/126 trading days

Grinblatt-Moskowitz 1999; ~0.7-1.0% per month long-short.

Related families

Explore sector momentum orthogonal 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