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Dr. Yu developed a stock investment system with monthly rate of return up to 1%
Dr. Hsin-Yi Yu, the Associate Professor of Department of Finance of National University of Kaohsiung has been developing a stock investment system for over 10 years. The relevant research results were also published in the international A-level journal called "Journal of Financial Markets."

Dr. Hsin-Yi Yu finds that the acceleration and deceleration patterns of historical prices are predictive of future expected returns in momentum investing in the U.S. equity market from 1962 to 2014. Winners with accelerated historical price increases deliver higher future expected returns and losers with accelerated historical price decreases perform more poorly in the future. Hence, the profit from buying past accelerated winners and shorting past accelerated losers is significantly higher than the momentum profit by 51.47%. Such profit cannot be subsumed by certain characteristics that have been considered to explain momentum. Possible explanations for the results include extrapolative bias and overreaction.
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