MomSeason · Other · Heston and Sadka (2008)

Return seasonality years 2 to 5

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1928Q1 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
−0.56%
95% interval −4.65% to 4.84%
Next year
2026Q4–2027Q3
−0.35%
95% interval −4.58% to 5.12%
Next five years
2026Q4–2031Q3
0.55%
95% interval −4.28% to 6.21%

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

+30,544% since 1928Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1928Q1–2024Q4 7.17% 15.54% 0.46 4.54
2020Q1–2024Q4 −6.72% 29.29% −0.23 −0.51
2024Q1–2024Q4 −5.24% 12.89% −0.41 −0.41

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 −0.04 −0.31 – 0.31 0.63
2026Q4–2027Q3 −0.02 −0.27 – 0.31 0.59
2026Q4–2031Q3 0.03 −0.18 – 0.31 0.44
Category
Other
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
165 long / 164.5 short median · 68 at the 10th pctile
Original sample
1965–2002