The following are some examples of momentum strategies:

• Moving average crossover: This momentum strategy principle revolves around calculating the moving average for a price of an asset and detecting when the price moves from one side of a moving average to the other. This means that when the current price intersects the moving average, there is a change in the momentum. However, this can lead to too many momentum changes. To limit this effect, we can use the dual moving average crossover.

• Dual moving average crossover: Because we want to limit the number of switches, we introduce an additional moving average. There will be a short-term moving average and a long-term moving average. With this implementation, the momentum shifts in the direction of the short-term moving average. When the short-term moving average crosses the long-term moving average and its value exceeds that of the long-term moving average, the momentum will be upward and this can lead to the adoption of a long position. If the movement is in the opposite direction, this can lead to take a short position instead.

• Turtle trading: Unlike the two other implementations, this momentum strategy doesn't use any moving average but relies on having a number of specific days, which are high and low.