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Is there a material and reliable market capitalization (size) effect among U.S. stocks around the turn-of-the-year (TOTY)? To check, we track cumulative returns from 20 trading days before through 20 trading days after the end...
“Asking Claude to Compete (in Limited Fashion) with SACEMs” asks Claude to form a strategy using the asset universe of the Simple Asset Class ETF Momentum Strategy (SACEMS), while considering both simplicity and avoidance of...
We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined...
Can Claude as a leading representative of large language models, easily beat the Simple Asset Class ETF Momentum Strategy (SACEMS)? To investigate, we pose the following prompt to Claude: Please take the month-end dividend-adjusted prices...
A subscriber suggested that the Simple Asset Class ETF Value Strategy (SACEVS) and the Simple Asset Class ETF Momentum Strategy (SACEMS) may each exhibit return momentum at the strategy level, such that an investor considering...
Are the “Simple Asset Class ETF Value Strategy” (SACEVS) and the “Simple Asset Class ETF Momentum Strategy” (SACEMS) mutually diversifying. To check, based on feedback from subscribers about combinations of interest, we look at three equal-weighted (50-50) combinations...
Do artificial intelligence (AI) platforms based on large language models offer a quick way to identify potentially exploitable calendar-based return patterns in financial series? As a simple exploration, we pose to Grok the following prompt:...
Conventional wisdom holds that a steep yield curve (wide U.S. Treasuries term spread) is good for stocks, while a flat/inverted curve is bad. Is this wisdom correct and exploitable? To investigate, we consider in-sample tests...
Do exchange-traded funds (ETF) that seek to mimic holdings of top-ranked hedge funds, firm insiders or other investing gurus offer attractive performance? To investigate, we consider nine ETFs, five live and four dead, in order...
Do target retirement date funds, offering glidepaths that shift asset allocations away from equities and toward bonds as target dates approach, safely generate attractive returns? To investigate, we consider seven such mutual funds offered by...
Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to generate contrarian investment ideas? As a simple exploration, we pose to each of Grok, ChatGPT, Claude,...
“Using AI Panel to Screen Investment Strategies” reports AI Panel responses to the following prompt: Please concisely describe and quantify the one most promising tactical asset class allocation/tilt strategy for an individual U.S. investor with typical...
Some stock market experts cite the year (1, 2, 3 or 4) of the U.S. presidential term cycle as a useful indicator of U.S. stock market returns. Game theory suggests that presidents deliver bad news...
Does the ICE BofAML MOVE Index, the implied volatility of U.S. Treasuries as derived from options on U.S. Treasuries with maturities 2, 5, 10 and 30 years, usefully predict U.S. stock market and U.S. Treasury...
How do exchange-traded-funds (ETF) focused on supplying renewable energy perform? To investigate, we consider nine of the largest renewable energy ETFs, all currently available, as follows: iShares Global Clean Energy (ICLN) Invesco Solar (TAN) First...
The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for September 2026. The actual total (core) inflation rate is higher than (a little higher than) forecasted.
Can artificial intelligence (AI) models help compose world class financial research?In his September 2026 paper entitled “AI and Scholarship in Financial Economics”, Campbell Harvey details the 45-minute process of drafting a submission to the April...
Can the evolving set of artificial intelligence (AI) platforms based on large language models (LLM) plausibly assess how widespread investor use of AIs to screen investment strategies will affect markets? As a simple exploration, we...
Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to identify attractive investment strategies? As a simple exploration, we pose to each of Grok, ChatGPT, Claude,...
Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to assess the credibility of an investment strategy/model? As a simple exploration, we pose to each of...
Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to validate research conclusions? As a simple exploration, we pose to each of Grok, ChatGPT, Claude, Perplexity...
Can artificial intelligence (AI) platforms based on large language models rapidly analyze interactions among economic growth, inflation and asset class returns? To investigate, we pose to Claude the following prompt: Please construct charts with U.S....
Can investors use leveraged exchange-traded funds (ETF) to construct attractive versions of simple 60%/40% (60/40) and 40%/60% (40/60) stocks-bonds portfolios? In their March 2020 presentation package entitled “Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios...
Is the conventional investment advice to allocate 60%-80% to stocks and 20%-40% to bonds in a personal long-term portfolio sensible? In his September 2026 paper entitled “Don’t Fix Your Fixed Income Allocation”, Douglas Lucas examines...
Does the evolving set of artificial intelligence (AI) platforms based on large language models have sensible forecasts for the path of Federal Reserve target federal funds rate? As a simple exploration, we pose to each...