MomSeasonShort · Other · Heston and Sadka (2008)

Return seasonality last year

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1927Q1 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
5.42%
95% interval −1.32% to 12.30%
Next year
2026Q4–2027Q3
5.56%
95% interval −1.21% to 12.32%
Next five years
2026Q4–2031Q3
6.14%
95% interval −0.72% to 12.51%

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

+434,571% since 1927Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1927Q1–2024Q4 10.67% 19.77% 0.54 5.34
2020Q1–2024Q4 −5.14% 19.62% −0.26 −0.59
2024Q1–2024Q4 −2.78% 14.74% −0.19 −0.19

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.27 −0.07 – 0.62 0.07
2026Q4–2027Q3 0.28 −0.06 – 0.62 0.06
2026Q4–2031Q3 0.28 −0.03 – 0.62 0.04
Category
Other
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
175 long / 175 short median · 70 at the 10th pctile
Original sample
1965–2002