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How to check if a portfolio has momentum bias

I am wondering what methodology exists to check if a fund/portfolio is having momentum bias or chasing the past performance, assuming you have their full returns and full portfolio holdings for past 12 months(weights and stock names for each month)

I can think of two methods: 1) Run regression of the returns against momentum factor, such as Fama French momentum factor. The problem is that it is a statistical analysis and may not give the complete answer.

2) Look at the holdings for each month. For each stock, see the weight change from the previous month. If the weight increased, let’s say, more than 1%, check the stock’s previous prices. If the stock had a price increase in the previous month, quarter, or year and the fund increased the weight of the stock the following month, it may mean that they’re following momentum strategy.

Are there papers/sources I can read about this?

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portfolio has momentum bias if it goes up day after day and then at some point goes down day after day. tanks!

Regress a decent history of the portfolio returns on the appropriate momentum factor from Ken French’s library. If it’s significant, you have momentum exposure.