Factor Momentum: Value, Value, Value!

And my best guess, this will stay...

I stay long small cap value momentum with a 36% short position on the Russel 2000.

Here is the why:

So, everybody is bearish now.

Yep, it’s not a stellar market, but it’s not super terrible too.

Some weeks ago, on a day like these short systems would have spiked much more! They barely moved yesterday —>

Small cap value momentum (here against the Russell 200…