In this final part of the series we'll look at some commonly asked questions about the strategy.

In the previous parts we've looked at how we put together a market-beating systematic strategy with simple rules, and used a market regime filter to improve the risk-adjusted return. In this part we'll look at how you can actually implement this strategy in your portfolio.

The Basic "Beat the Market" strategy works quite well, but there are some enhancements we can add to improve the risk-adjusted return, i.e. make the ride smoother.

In this part we'll go through the process of building up our "Beat the Market" strategy, which I believe is a far superior one to the alternative of just "Buying and Holding the Index" by owning the SPDR S&P 500 ETF Trust (SPY).

Momentum in finance has been described as the "premier anomaly". In regular person speak, that means the PhDs (and Nobel Prize winners) haven't figured out why it still makes money despite the market being "efficient". It's an annoying reality that conflicts with elegant theory.

I know, I know. Trying to beat the market is a fool's errand. Most mutual funds underperform the index. Timing the market is the devil's work. Just hear me out for a minute.