Models, Trading Calendar and Momentum Strategy Updates
We have updated the S&P 500 Market Models summary as follows:
- Extended Market Models regressions/rolled projections by one month based on data available through September 2014.
- Updated Market Models backtest charts and the market valuation metrics map based on data available through September 2014.
We have updated the Trading Calendar to incorporate data for September 2014.
We have updated the the monthly asset class momentum winners and associated performance data at Momentum Strategy.