Momentum strategy
Time-Series Trend-Following
Go long assets whose price is trending up and stand aside or short those trending down — trade each market against its own history, sized by volatility so no single bet dominates.
Signals evaluated monthly; individual trends can run weeks to well over a yearAdvanced
Managed-futures / CTA industry practice; academically formalized by Tobias Moskowitz, Yao Hua Ooi & Lasse Heje Pedersen — “Time Series Momentum” (Journal of Financial Economics, 2012), and popularized further by AQR