Objective research to aid investing decisions
Value Allocations for Sep 2018 (Final)
Cash TLT LQD SPY
Momentum Allocations for Sep 2018 (Final)
1st ETF 2nd ETF 3rd ETF
CXO Advisory

Weekly Summary of Research Findings: 2/26/18 – 3/2/18

March 2, 2018 • Posted in Weekly Summary

Below is a weekly summary of our research findings for 2/26/18 through 3/2/18. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.

Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.


  • Shorting VXX with Crash Protection
    Evidence from simple tests on available data suggests that long-term Fixed Reset shorting of VXX with or without simple crash protection based on monthly data (Prior Month Positive Rule) may be attractive.
  • Using SVXY to Capture the Volatility Risk Premium
    Evidence from simple tests on available data suggests that holding SVXY with a monthly skim of gains may be an attractive strategy, subject to a reasonably lucky start.
  • The BGSV Portfolio
    Very limited evidence suggests a possible way to exploit a collection of very risky but diversified assets.
  • Timing Bitcoin with SMAs
    Evidence indicates that SMAs are effective timing tools, on a gross basis, for hard-to-value assets such as Bitcoin.
  • Online, Real-time Test of AI Stock Picking?
    Very limited available evidence offers little support belief that, at present, an AI-based equity fund can beat the market.
Why not subscribe to our premium content?
It costs less than a single trading commission. Learn more here.
Daily Email Updates
Login
Research Categories
Recent Research
Popular Posts
Popular Subscriber-Only Posts