009: Gary Antonacci discusses the different types of momentum and how they can be used in a strategy to make profit and protect during a market downturn.
Better System Trader
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How Long Is Your Look Back Period?
The return from this type of model is in excess of 17 % per year. Academic research has shown that a anywhere from three to 12 months works very well as a lookback period. There's a trade off there. You'll be more sensitive by using shorter look back periods. And if you can stand aside when other people are losing money, and then get back in not too long after the trend starts asserting itself, you're picking it up at higher level than other people are.
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