Citation
Authors: Cenk Ufuk Yildiran
Publication: SSRN working paper (2026), SSRN abstract 7636019.
Type: SSRN working paper
Research overview
This working paper documents sequential research into breakout, momentum and short-term reversal strategies in U.S. mid-cap equities. The public SSRN record is the source for the full manuscript; a separate research note on this site reconciles the earlier Legacy breakout/pullback portfolio with its independently reproduced notebook counterpart.