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Jimychanga's avatar

Interesting data. I just read Factor Investing For Dummies and they also emphasize long holding periods and diversifying factors. The data set back to 1870 mentioned here is more impressive though!

Zane's avatar

I thought the ‘Dogs of the Dow’ strategy had a good track record. Intuitively it makes sense. Is the holding period of one year too short? Or is the strategy itself a myth?