SA #2: QMOM – A Close Look At The Methodology

QMOM: A Close Look At The Methodology
November 20, 2022


  • Momentum is one of the best-researched systematic investing strategies and produced significant outperformance in the past.
  • Over the last 5 years, the QMOM ETF outperformed the academic benchmark from Kenneth French and several other momentum ETFs.
  • The QMOM ETF achieved this by a differentiated momentum-investment process, which I will analyze in this article.
  • The QMOM ETF delivered momentum exposure and helps to add momentum to basically all portfolios.
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