MomSeason11YrPlus · Other · Heston and Sadka (2008)

Return seasonality years 11 to 15

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1937Q1 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
5.38%
95% interval 0.48% to 8.95%
Next year
2026Q4–2027Q3
5.44%
95% interval 0.58% to 8.96%
Next five years
2026Q4–2031Q3
5.65%
95% interval 0.96% to 9.01%

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

+34,611% since 1937Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1937Q1–2024Q4 7.40% 11.94% 0.62 5.81
2020Q1–2024Q4 −8.18% 16.83% −0.49 −1.09
2024Q1–2024Q4 5.48% 15.91% 0.34 0.34

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.45 0.04 – 0.75 0.01
2026Q4–2027Q3 0.45 0.05 – 0.75 0.01
2026Q4–2031Q3 0.45 0.06 – 0.75 0.01
Category
Other
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
108 long / 108 short median · 59 at the 10th pctile
Original sample
1965–2002