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The Importance of Keeping It Simple
I know in past conversations with you, you have stressed the importance of keeping it simple on purpose. A lot of firms that do implement momentum tend to use multiple signals. So instead of just using 12 minus one total return, they might use a measure of short, medium and long term momentum. I wouldn't vehemently disagree that adding in other price momentum variable s would be no hurt or help. And i think that's the thing, i don't know if it would hurt. I don'tknow if it would help.