---
title: Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
url: https://www.ml-quant.com/papers/ssrn/4824172/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4824172
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4824172
featured: 2024-05-15
citations: 2
topic: Portfolio & Allocation
---


# Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

The study investigates the success of an intraday momentum strategy on SPY, an ETF tracking the SP500, which resulted in a 1985 total return from 2007 to 2024.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4824172
- Identifier: SSRN 4824172
- Released: 2024-05-10
- First featured: Quant Letter No. 49 (2024-05-15): https://www.ml-quant.com/issues/2024-05-15/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Portfolio & Allocation

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