Momentum strategy
Momentum + Low Volatility
Rank stocks on trailing price momentum, then keep only the low-volatility half — capturing the momentum premium while dodging the sharp, violent crashes that erode it.
~6–12 month formation/hold, rebalanced monthly or quarterlyIntermediate–Advanced
Factor blend — grounded in Barroso & Santa-Clara, “Momentum has its Moments” (2015), and Daniel & Moskowitz, “Momentum Crashes” (2016)