Below is a weekly summary of our research findings for 4/6/26 through 4/10/26. 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 March 2026. The actual total (core) inflation rate is much higher than (about the same as) forecasted.

...data from the past 41 years indicate little or no contemporaneous relationship between the equity market and the residential real estate market. There may be a weak, inverse, multi-year relationship between home appreciation and stock...

“Using the Money Anxiety Index for ETF Selection” examines whether the proprietary Money Anxiety Index (MAI) can select long and short portfolios of ETFs that beat the S&P 500 Index (ignoring dividends). Test outputs are...

Have retirement target date funds (TDF) from the principal offerors exhibited asset allocation wisdom over the past 20 years? In his February 2026 paper entitled “The Asset Allocation Wisdom of Wall Street”, Harry Mamaysky classifies...

In response to “Bitcoin Trend Predicts U.S. Stock Market Return?”, a subscriber suggested that bitcoin (BTC) price trend/return may be more strongly predictive of NASDAQ 100 Index (NDX) returns than of S&P 500 Index returns....

Does Michael Farr, CEO and founder of Farr, Miller & Washington, offer good stock picks via his annual CNBC articles identifying the best 10 stocks for the next year? To investigate, we take his picks...

Below is a weekly summary of our research findings for 3/30/26 through 4/2/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

What are the different ways of estimating the equity risk premium, and which one is best? In his March 2026 paper entitled “Equity Risk Premiums (ERP): Determinants, Estimation, and Implications – The 2026 Edition”, Aswath...

In response to “Shorting VXX with Crash Protection”, which investigates shorting iPath S&P 500 VIX Short-Term Futures (VXX) to capture the equity volatility risk premium, a subscriber asked about instead using a long position in...

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 April 2026. SACEMS rankings are unlikely to change by the close. SACEVS...

Subscribers asked whether substituting Invesco QQQ Trust (QQQ) for SPDR S&P 500 (SPY) in the Simple Asset Class ETF Value Strategy (SACEVS) and the Simple Asset Class ETF Momentum Strategy (SACEMS) improves outcomes. To investigate,...

Does the seasonal shift marked by the Easter holiday, with the U.S. stock market closed on the preceding Good Friday, produce anomalous returns? To investigate, we analyze the historical behavior of the S&P 500 Index...

We are making two changes to CXOadvisory.com methodology: The Social Science Research Network (SSRN) is our principal source of research relevant to individual investors. We monitor relevant parts of SSRN to discover such research. However,...

Below is a weekly summary of our research findings for 3/23/26 through 3/27/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

What is the interplay among exchange-traded fund (ETF) proxies for the U.S. dollar, gold and crude oil? Do changes in the value of the dollar lead or lag those in hard assets? To investigate, we...

“Simple Term Structure ETF/Mutual Fund Momentum Strategy” tests a simple relative momentum strategy on the term structure of U.S. Treasuries using exchange-traded fund (ETF) and mutual fund proxies. Here, we update and extend that analysis...

Should users of artificial intelligence (AI), as implemented via Large Language Models (LLM) with latitude to operate independently, expect good treatment? In their February 2026 paper entitled “Agents of Chaos”, a large research team reports...

A subscriber suggested adding a simple moving average (SMA) timing rule to “Top 5 or Top 10 NASDAQ 100 Momentum Stocks?” in order to suppress relatively deep maximum drawdowns (MaxDD). To investigate, we consider SMAs...

A buffer exchange-traded fund (ETF) is designed to limit losses while capping gains over a specific period, usually one year, generally by combining a position in put and call options on a stock index with...

Below is a weekly summary of our research findings for 3/16/26 through 3/20/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

A subscriber asked about an assertion that bitcoin (BTC) price trend/return predicts return of the S&P 500 Index (SP500). To investigate, we relate BTC returns to SP500 returns at daily, weekly and monthly frequencies. We...

A subscriber asked whether more granularity in international equity choices for the “Simple Asset Class ETF Momentum Strategy” (SACEMS) would improve performance. To investigate, we augment/replace international developed and emerging equity market exchange-traded funds (ETF) such that...

Do exchange-traded funds (ETF) designed to make private equity accessible to individual investors beat the market? To investigate, we consider four ETFs, as follows: Invesco Global Listed Private Equity ETF (PSP) – invests in 40...