Momentum strategy
Residual Momentum
Strip market, size, and value exposure out of a stock's return before ranking it on momentum — so you're buying genuine stock-specific strength, not a disguised factor bet.
~12-month formation, hold ~1–12 months, rebalanced monthly or quarterlyAdvanced
David Blitz, Joop Huij & Martin Martens — “Residual Momentum,” Journal of Empirical Finance (2011)