Last week my eye fell on a tweet by Corey Hofstein of Newfound Research. Behind the link I found a thorough piece of research on the evolution of momentum in financial markets. He even threw in a Relative Rotation Graph (maybe that's why I liked the article so much :)
It's a pretty long article but well worth your time on this Saturday (morning for me) while you're having your Latte! You may need a venti, but it's the weekend so that's allowed!
Enjoy the article here.