{"id":"W2362382287","doi":"","title":"Will Momentum Strategy or Contrarian Strategy Generate Good Performance? An Empirical Research with Open-end Funds","year":2011,"lang":"en","type":"article","venue":"Cai-mao yanjiu","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Contrarian; Sharpe ratio; Momentum (technical analysis); Trading strategy; Economics; Quarter (Canadian coin); Index (typography); Index fund; Econometrics; Panel data; Financial economics; Business; Monetary economics; Institutional investor; Finance; Open-end fund; Computer science; Portfolio","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00163637,0.0004388407,0.000753272,0.0003796181,0.0006152597,0.0008863586,0.001142433,0.0002816142,0.005264972],"category_scores_gemma":[0.00004240955,0.0003648479,0.00007804241,0.0007437459,0.0004855412,0.003500113,0.0002228394,0.0005992982,0.0003925157],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001914022,"about_ca_system_score_gemma":0.0004747999,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001538105,"about_ca_topic_score_gemma":0.0007366881,"domain_scores_codex":[0.9965736,0.0001236408,0.0008787769,0.001058653,0.0001755025,0.001189796],"domain_scores_gemma":[0.9981399,0.00005517761,0.0003111851,0.0008765812,0.0001896301,0.0004275069],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001482047,0.001162752,0.05498318,0.0001211969,0.0002080379,0.0001749448,0.001728376,0.0001464023,0.00009930685,0.9287052,0.006778379,0.00441022],"study_design_scores_gemma":[0.009332157,0.02316725,0.5542337,0.000206876,0.00006685036,0.0001193859,0.004724223,0.01107322,0.001548363,0.1323507,0.2596983,0.003478964],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6370712,0.0004866892,0.0001158568,0.0002105893,0.0002720257,0.0006563326,0.0001549835,0.00006123409,0.3609711],"genre_scores_gemma":[0.9860119,0.0005385658,0.000486565,0.0003285183,0.000293103,0.0001682248,0.00008218625,0.00008218271,0.01200874],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7963544,"threshold_uncertainty_score":0.9998804,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3088981398724647,"score_gpt":0.3372730590754527,"score_spread":0.02837491920298807,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}