Flirting with Models

Research Library of Newfound Research

Tag: timing luck

Industry Group Momentum & Timing Risk

Empirically, industry groups exhibit an exploitable momentum factor. How much of it is due to timing luck?

How did your timing luck get in my strategic allocation?

We evaluate how timing luck – the probability of when events occur within a month – can affect the results of a strategic asset allocation process.

Timing Misfortune Strikes Again: 2013 Ivy10 Portfolio Performance

Timing luck often has a much greater influence on strategies than meets the eye. A simple test can be used to attribute good, or bad, performance to timing
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