[[Start here]] → [[Sources]] → Andreas Clenow --- Andreas Clenow's excellent "Stocks on the Move"[^1] describes a straightforward momentum strategy for the S&P 500. It incorporates a volatility adjusted momentum rank, and volatility weights the positions sizes. He also uses a market regime trend filter, to edge in and out of stocks. The following notes relate to the ideas in the book: - [[smooth trends beat volatile trends]] - [[sell stocks when the market trend turns bearish]] [^1]: [Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies: Clenow, Andreas F](https://www.amazon.co.uk/Stocks-Move-Beating-Momentum-Strategies/dp/1511466146)