A momentum strategy as you mentioned requires frequent rebalancing with trading in and out of positions. Trying to do momentum as a retail investor unless you got your act squared away on like your execution frictional costs is silly, right? We never did momentum until we got the ETF rap because at least theETF rap I get rid of the problem. Unfortunately, if you like it, go buy a product, go invest in someone else who's kind of doing this professionally. They're just in a better advantage position than you are.

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