Skip Month Momentum (Momentum)
Jegadeesh–Titman 12-1 momentum: long while the trailing 252-bar return, measured up to 21 bars ago to skip the short-term reversal, is positive; exits when it turns negative.
Jegadeesh–Titman 12-1 momentum: long while the trailing 252-bar return, measured up to 21 bars ago to skip the short-term reversal, is positive; exits when it turns negative.