@techreport{canli2026killeqmommargin,
  author      = {Canli, Arhan},
  title       = {Equity Momentum (with Margin Costs): a killed candidate},
  institution = {Canli Capital},
  type        = {Open quantitative research report},
  year        = {2026},
  url         = {https://canlicapital.com/research/kill-eq-mom-margin}
}