{"id":"W4394682875","doi":"10.1016/j.frl.2024.105374","title":"Frog in the Pan and the market-state effect on momentum","year":2024,"lang":"en","type":"article","venue":"Finance research letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Momentum (technical analysis); Economics; State (computer science); Keynesian economics; Physics; Financial economics; Mathematics; Algorithm","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":[0.001681351,0.0001331177,0.0004245273,0.0007149088,0.0004418904,0.002352184,0.0002874112,0.0006913212,0.01352064],"category_scores_gemma":[0.01785474,0.0001524797,0.0002997821,0.0007098182,0.001306289,0.002983035,0.001487504,0.0009259476,0.000330727],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004920491,"about_ca_system_score_gemma":0.0003476987,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001272795,"about_ca_topic_score_gemma":0.001049972,"domain_scores_codex":[0.9994779,0.0001631297,0.00004908324,0.0000887205,0.0001104216,0.000110743],"domain_scores_gemma":[0.9776463,0.01280622,0.006068271,0.001088119,0.0006255765,0.001765567],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.003346557,0.001033793,0.8464901,0.0001364977,0.0002178018,0.0008943252,0.001716874,0.005448339,0.007412531,0.06749686,0.001262533,0.06454364],"study_design_scores_gemma":[0.00007551885,0.0008796867,0.946798,0.00003771694,0.00009277521,0.0003116845,0.001430416,0.01045305,0.001109152,0.03702372,0.001754257,0.0000341356],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9887875,0.00008820831,0.001261009,0.0002890485,0.000009024401,0.00001046415,0.0000837018,0.00001932387,0.009451754],"genre_scores_gemma":[0.9994513,0.00003131714,0.00015994,0.00002244477,0.000006398887,0.000003110644,0.00002490613,0.000003215207,0.0002974088],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01352064,"threshold_uncertainty_score":0.04523098,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03570379270160753,"score_gpt":0.2756600542626194,"score_spread":0.2399562615610118,"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."}}