Dear all,
Pls check out this link if you are interested in the momentum factor as described by AQR.
To conclude, my suggestion is to stick with cryptos (spot Bitcoin ETF/ open an account at Coinbase ) or use crypto-related stocks if you use momentum heavily.
The performance of my FAANG model is not comparable at similiar level with the momentum factor and even less for S&P 500 according to the table/research that was posted in an earlier thread.
Regards
James