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 Value-Momentum Strategy.
Very unusually, the different between SACEMS ranks 2 and 3 is within the range of post-close ETF adjustments. If these adjustments change the ranks, we will make the changes to SACEMS for consistency with historical backtest.
We have updated the Trading Calendar to incorporate data for August 2024.
