Market Timing With Value And Momentum

Market Timing With Value And Momentum by Jack Vogel, Ph.D., Alpha Architect

[klarman]

Yesterday we wrote a post showing a potential way to time the market using valuation-based signals. In the past we have also examined how to use momentum-based signals (moving average rules and time-series momentum) to time the market.

A natural question is what happens when we combine the valuation-based signals with the momentum-based signals?

Here at Alpha Architect, we are big believers in Value...

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