MomSeason06YrPlus · Other · Heston and Sadka (2008)

Return seasonality years 6 to 10

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1932Q1 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
3.68%
95% interval 0.51% to 7.17%
Next year
2026Q4–2027Q3
3.74%
95% interval 0.43% to 7.35%
Next five years
2026Q4–2031Q3
3.97%
95% interval 0.04% to 8.06%

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

+27,624% since 1932Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1932Q1–2024Q4 7.05% 13.86% 0.51 4.90
2020Q1–2024Q4 4.39% 14.92% 0.29 0.66
2024Q1–2024Q4 −4.96% 8.63% −0.57 −0.57

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.27 0.04 – 0.52 0.01
2026Q4–2027Q3 0.25 0.03 – 0.49 0.01
2026Q4–2031Q3 0.20 <0.01 – 0.43 0.02
Category
Other
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
137 long / 136 short median · 64 at the 10th pctile
Original sample
1965–2002