{"id":"W3201541131","doi":"10.1108/rbf-05-2021-0085","title":"Quarterly seasonality and momentum strategy implementation","year":2021,"lang":"en","type":"article","venue":"Review of Behavioral Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Seasonality; Momentum (technical analysis); Economics; Econometrics; Quarter (Canadian coin); Trend following; Financial economics; Statistics; Geography; Mathematics","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":[],"consensus_categories":[],"category_scores_codex":[0.0002996802,0.0001261304,0.0004506637,0.00002211646,0.00004952783,0.00002966175,0.00008239113,0.00003952594,0.0004821986],"category_scores_gemma":[0.000007716837,0.000142184,0.00009559062,0.0001956457,0.00005939667,0.0002767456,0.00002315152,0.00006921422,0.00002407384],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000312073,"about_ca_system_score_gemma":0.00005179482,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001574958,"about_ca_topic_score_gemma":0.00002867264,"domain_scores_codex":[0.9988111,0.00002366829,0.0006383345,0.000302908,0.00004548753,0.000178528],"domain_scores_gemma":[0.999305,0.000009052083,0.0003586,0.000230569,0.00006254928,0.00003420813],"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":[0.000006036596,0.0002245956,0.038405,0.003371818,0.00001532344,0.00001505054,0.0001584659,3.201929e-7,0.0001693346,0.8823013,0.00261554,0.07271726],"study_design_scores_gemma":[0.00112797,0.0009531925,0.7693645,0.003311931,0.0000767753,0.00002513999,0.0006021977,0.00003616299,0.0007554889,0.06492968,0.1579908,0.0008260898],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7675475,0.2276871,0.00005883092,0.000533491,0.0001423807,0.0002583494,0.0002763935,0.00001224505,0.003483779],"genre_scores_gemma":[0.8870926,0.1118084,0.0004326566,0.0002149496,0.00002640878,0.00004052022,0.00007300908,0.00001068902,0.0003006821],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8173715,"threshold_uncertainty_score":0.5798094,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05436917058021333,"score_gpt":0.3174386455748166,"score_spread":0.2630694749946033,"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."}}