<p>This study provides a comprehensive overview of momentum strategies, with an emphasis on integrating both technical and fundamental analysis. It reviews major forms of momentum strategies, including time-series momentum and cross-sectional momentum, and synthesizes empirical evidence on their performance across a wide range of financial markets. The sources of the momentum effect, encompassing both efficient and behavioral explanations, are also discussed. Overall, the literature indicates that momentum strategies remain a widely adopted and economically significant for many market participants. This study concludes by highlighting potential directions for future research on momentum and its underlying mechanisms.</p>