Do Momentum and Mean-Reversion Strategies Beat the Market?

Research Question

Can momentum and mean-reversion strategies consistently outperform a simple buy-and-hold approach to the market?

Research Overview

This project examines whether momentum and mean-reversion strategies can outperform a simple buy-and-hold approach. Using historical S&P 500 stock returns from 2000 to 2024, we compared the strategies based on performance, risk, and statistical significance. Although both strategies produced higher historical returns, the results show that strong returns alone do not necessarily prove that a strategy consistently outperforms the market.

RESEARCH PRESENTATION

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FULL RESEARCH PROJECT

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