Below is a weekly summary of our research findings for 9/28/26 through 10/2/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

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...

Can artificial intelligence usefully estimate intrinsic firm value without cues from market prices? In his September 2026 paper entitled “Valu(AI)tion: Machine Value and Market Prices”, Marc Schmitt builds a machine analyst that each year forecasts...

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...

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for October 2026. SACEMS rankings could change by the close. SACEVS allocations are...

Are managed futures, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider six managed futures ETFs, five live and one dead: WisdomTree Managed Futures Strategy (WTMF) – seeks positive total returns in rising...

Are hedge fund-oriented strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider 10 ETFs, five live and five dead (in order of inception dates): NYLI Hedge Multi-Strategy Tracker ETF (QAI) – seeks...

Can large language models (LLM) rapidly replicate findings of financial market research? In his August 2026 paper entitled “Does Empirical Finance Replicate?”,  Dmitriy Muravyev tasks an autonomous LLM pipeline with reproducing the main result of...

Below is a weekly summary of our research findings for 9/21/26 through 9/25/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

Are equity multifactor strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider eight multifactor ETFs, all currently available: iShares Edge MSCI Multifactor USA (LRGF) – holds large and mid-cap U.S. stocks with...

Do sophisticated retail investors make money with their news-driven stock trades? In his September 2026 paper entitled “Heterogeneous Retail Investors and their Trading Behavior”, Andrew Glover employs trade size to categorize retail traders as either...

Does the evolving set of artificial intelligence (AI) platforms based on large language models have sensible views on the most important financial market trends for individual investors? As a simple exploration, we pose to each...

Are preferred stock strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider seven of the largest preferred stock ETFs, all currently available, in order of longest to shortest available histories: Invesco Financial...

A subscriber asked about current evidence that high-dividend stocks outperform the market. To investigate, we compare performances of 10  exchange-traded funds (ETFs) holding high-dividend stocks to that of SPDR S&P 500 (SPY) as a proxy for...

Below is a weekly summary of our research findings for 9/14/26 through 9/18/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

Does the evolving set of artificial intelligence (AI) platforms based on large language models generate sound equity diversification allocations? Are they monolithic, or diverse? As a simple exploration, we pose to each of Grok, ChatGPT,...

Does bitcoin (BTC) return exhibit any exploitable leading or lagging roles with respect to gold (SPDR Gold Shares – GLD) return, change in the all-items consumer price index (CPI) or change in the effective federal...

Does the U.S. stock market have a predictable pattern of returns around ends of calendar quarters? Do funds deploy cash to bid stocks up at quarter ends to boost portfolio values in quarterly reports (with...

How do returns of different asset classes recently interact with inflation as measured by monthly change in the not seasonally adjusted, all-items consumer price index (CPI) from the U.S. Bureau of Labor Statistics? To investigate,...

Having iteratively compared the Simple Asset Class ETF Momentum Strategy (SACEMS) with a fixed lookback interval to SACEMS with a VIX-based variable lookback interval over several years, we are dropping the former and adopting the...

Below is a weekly summary of our research findings for 9/8/26 through 9/11/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for August 2026. The actual total (core) inflation rate is a little higher than (slightly lower than) forecasted.

One concern about simple momentum strategies is data snooping bias impounded in selection of a lookback interval to measure asset momentum. To circumvent this concern, we consider the following argument: The CBOE Volatility Index (VIX)...

A subscriber suggested adding a simple 1-month or 3-month momentum filter to the BGSV portfolio, which each month rebalances to equal weight the following three very risky assets: Grayscale Bitcoin Trust ETF (GBTC), an indirect...

Is the evolving set of artificial intelligence (AI) platforms based on large language models interesting with regard to identifying U.S. election investment implications? Are they monolithic, or diverse? As a simple exploration, we pose to...