CustomerMomentum · Lead lag · Cohen and Frazzini (2008)

Customer momentum

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1977Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
7.41%
95% interval 0.93% to 13.96%
Next year
2026Q4–2027Q3
7.38%
95% interval 0.81% to 13.99%
Next five years
2026Q4–2031Q3
7.29%
95% interval 0.37% to 14.08%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

+1,591% since 1977Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1977Q3–2024Q4 8.65% 24.33% 0.36 2.45
2020Q1–2024Q4 14.52% 18.12% 0.80 1.79
2024Q1–2024Q4 21.86% 21.75% 1.01 1.01

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.30 0.04 – 0.57 0.01
2026Q4–2027Q3 0.30 0.03 – 0.57 0.01
2026Q4–2031Q3 0.28 0.01 – 0.56 0.02
Category
Lead lag
Form
Continuous
Data
Other
Sorted on
High minus low
Names per leg
56 long / 55 short median · 14 at the 10th pctile
Original sample
1980–2004