Momentum Strategy and Trading Calendar Updates

August 31, 2015 • Posted in Calendar Effects, Fundamental Valuation, Momentum Investing

We have updated the the monthly asset class ETF momentum winners and associated performance data at Momentum Strategy.

We have updated the Trading Calendar to incorporate data for AugustĀ 2015.

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Current Momentum Winners

ETF Momentum Signal
for September 2015 (Final)

Winner ETF

Second Place ETF

Third Place ETF

Gross Compound Annual Growth Rates
(Since August 2006)
Top 1 ETF Top 2 ETFs
12.4% 12.9%
Top 3 ETFs SPY
13.0% 6.9%
Strategy Overview
Current Value Allocations

ETF Value Signal
for September 2015 (Final)

Cash

IEF

LQD

SPY

The asset with the highest allocation is the holding of the Best Value strategy.
Gross Compound Annual Growth Rates
(Since September 2002)
Best Value Weighted 60-40
12.2% 9.6% 7.6%
Strategy Overview
Recent Research
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