{"id":"W3125568145","doi":"10.1017/s0022109010000542","title":"Market Dynamics and Momentum Profits","year":2010,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":143,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Lethbridge","funders":"","keywords":"Overconfidence effect; Momentum (technical analysis); Economics; Financial economics; State (computer science); Monetary economics; Mathematics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000821211,0.0001759122,0.0003000008,0.0009408299,0.0003798107,0.002633474,0.0002329377,0.0006134029,0.007764844],"category_scores_gemma":[0.01185523,0.0001509829,0.0001911537,0.0006799083,0.0009225084,0.002465441,0.000744941,0.0008300937,0.0003573913],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006829925,"about_ca_system_score_gemma":0.0002950662,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001111316,"about_ca_topic_score_gemma":0.0007570938,"domain_scores_codex":[0.9997219,0.00005352462,0.00002025754,0.00005545446,0.00007697408,0.00007186559],"domain_scores_gemma":[0.9902223,0.004677043,0.003586836,0.0003285242,0.000416142,0.0007691061],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001055386,0.0007062714,0.7205645,0.0001691692,0.0002278584,0.001407412,0.001453605,0.02573134,0.007459801,0.1670531,0.003135263,0.07103631],"study_design_scores_gemma":[0.00009105287,0.0004107472,0.6792221,0.00005871218,0.00007788803,0.000777777,0.001247404,0.05776117,0.002388018,0.2534305,0.004463257,0.00007134517],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9839335,0.0002918219,0.001719273,0.0004879795,0.00001442597,0.00001227883,0.0001073658,0.0000284208,0.01340496],"genre_scores_gemma":[0.9994524,0.00005119347,0.00007783422,0.000009765582,0.000009627045,0.000001794216,0.00002065009,0.000001889645,0.0003747085],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007764844,"threshold_uncertainty_score":0.025976,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02000037480023529,"score_gpt":0.2397834796312123,"score_spread":0.219783104830977,"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."}}