TrendFactor · Momentum · Han, Zhou, Zhu (2016)

Trend Factor

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1926Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
4.60%
95% interval −1.77% to 13.16%
Next year
2026Q4–2027Q3
4.92%
95% interval −1.62% to 13.55%
Next five years
2026Q4–2031Q3
6.38%
95% interval −0.88% to 15.19%

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

+3,176,903,678% since 1926Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q3–2024Q4 20.10% 21.64% 0.93 9.22
2020Q1–2024Q4 −6.75% 20.94% −0.32 −0.72
2024Q1–2024Q4 −0.12% 15.61% −0.01 −0.01

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.21 −0.08 – 0.61 0.10
2026Q4–2027Q3 0.22 −0.07 – 0.60 0.08
2026Q4–2031Q3 0.22 −0.03 – 0.59 0.05
Category
Momentum
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
211 long / 210.5 short median · 59 at the 10th pctile
Original sample
1930–2014