Momentum Strategy, Value Strategy and Trading Calendar Updates

May 29, 2015 • Posted in Calendar Effects, Fundamental Valuation, Momentum Investing

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

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

 

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Current Momentum Winners

ETF Momentum Signal
for June 2015 (Final)

Winner ETF

Second Place ETF

Third Place ETF

Gross Compound Annual Growth Rates
(Since August 2006)
Top 1 ETF Top 2 ETFs
14.3% 14.6%
Top 3 ETFs SPY
14.4% 7.8%
Strategy Overview
Current Value Allocations

ETF Value Signal
for 2nd Quarter 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
13.7% 9.6% 8.6%
Strategy Overview
Recent Research
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