The following table provides a definition of the words and symbols we use in the book.
| Word/Symbol | Description |
| DIY | Do-It-Yourself |
| ROBUST | 50 percent TMOM; 50 percent MA |
| TMOM | Time series momentum |
| MA | Simple moving average |
| S&P 500 | Standard & Poor's 500 Total Return Index, the free-float, market-capitalization-weighted index including the effects of dividend reinvestment |
| CAGR | Compound annual growth rate. |
| Standard Deviation | Sample standard deviation (annualized by square root of 12) |
| Downside Deviation | Sample standard deviation of all negative observations (annualized by square root of 12) |
| Sharpe Ratio | Monthly return minus risk-free rate divided by standard deviation (annualized by square root of 12) |
| Sortino Ratio (MAR=5%) | Monthly return minus minimum acceptable return (MAR/12) divided by downside deviation (annualized by square root of 12) |
| Worst Drawdown | Worst peak-to-trough performance |
| Worst Month Return | Worst monthly performance |
| Best Month Return | Best monthly performance |
| Profitable Months | Proportion of monthly performances that have a positive return |