MomOffSeason · Other · Heston and Sadka (2008)

Off season long-term reversal

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1927Q2 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
6.55%
95% interval 2.15% to 10.92%
Next year
2026Q4–2027Q3
6.54%
95% interval 2.08% to 10.95%
Next five years
2026Q4–2031Q3
6.49%
95% interval 1.84% to 11.06%

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

+11,269% since 1927Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1927Q2–2024Q4 7.03% 22.15% 0.32 3.14
2020Q1–2024Q4 15.55% 26.02% 0.60 1.34
2024Q1–2024Q4 −0.55% 19.16% −0.03 −0.03

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.30 0.10 – 0.50 <0.01
2026Q4–2027Q3 0.29 0.09 – 0.49 <0.01
2026Q4–2031Q3 0.28 0.07 – 0.47 <0.01
Category
Other
Form
Continuous
Data
Price
Sorted on
Low minus high
Names per leg
174 long / 174 short median · 69 at the 10th pctile
Original sample
1965–2002