[amibroker] Columbine's analysis and conclusion of January effect

["Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx>]

Hello all,
 
In the Columbine Alpha.pdf, they put a lot of weight on the January effect to the point that they do not recommend momentum trading in January off of December's momentum values.
 
Is the January effect so pronounced that strong momentum stocks in Dec will do poorly in Jan?
 
I am very interested in any comments on the subject.
 
Regards,
Gary
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