CXO Advisory https://www.cxoadvisory.com/ Wed, 30 Nov 2022 21:33:34 +0000 en-US hourly 1 132826201 Long-term Tests of Simple X% Rules [PREMIUM] https://www.cxoadvisory.com/technical-trading/long-term-tests-of-simple-x-rules/ Mon, 05 Dec 2022 11:00:50 +0000 http://www.cxoadvisory.com/?p=27008 A subscriber requested an update of April 2015 long-term tests of simple versions of the strategy described by Jason Kelly in The 3% Signal: The Investing Technique that Will Change Your Life. We start with a general strategy targeting an X% quarterly increase in a stock fund, as follows: Initiate X% rules with either 80%-20%... Keep... Keep Reading

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Weekly Summary of Research Findings: 11/28/22 – 12/2/22 [PREMIUM] https://www.cxoadvisory.com/miscellaneous/weekly-summary-of-research-findings-214/ Fri, 02 Dec 2022 17:00:02 +0000 https://www.cxoadvisory.com/?p=43650 Below is a weekly summary of our research findings for 11/28/22 through 12/2/22. 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. Test... Keep... Keep Reading

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Stock Market Performance Perspectives [PREMIUM] https://www.cxoadvisory.com/equity-premium/stock-market-performance-perspectives/ Fri, 02 Dec 2022 11:00:31 +0000 https://www.cxoadvisory.com/?p=28940 How different are stock market performance metrics for: Capital gains only, capital gains plus dividends accrued as cash (spent or saved), and capital gains plus dividends reinvested in the stock market? Nominal versus real returns? Simple return-to-risk calculations versus Sharpe ratio? Using quarterly S&P 500 Index levels and dividends, quarterly U.S. Consumer Price Index... Keep Reading

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Shorting Costs Kill Stock Return Anomalies? [PREMIUM] https://www.cxoadvisory.com/short-selling/shorting-costs-kill-stock-return-anomalies/ Thu, 01 Dec 2022 11:00:56 +0000 https://www.cxoadvisory.com/?p=43644 Do stock borrowing fees (shorting costs) inherent in long-short strategies constructed to exploit stock return anomalies kill those anomalies? In their September 2022 paper entitled “Anomalies and Their Short-Sale Costs”, Dmitriy Muravyev, Neil Pearson and Joshua Pollet investigate effects of shorting costs on gross profits generated by published stock return anomalies. Since shorting costs are...... Keep Reading

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SACEMS, SACEVS and Trading Calendar Updates https://www.cxoadvisory.com/calendar-effects/sacems-sacevs-and-trading-calendar-updates/ Wed, 30 Nov 2022 21:33:34 +0000 https://www.cxoadvisory.com/?p=43682 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. We have updated the Trading Calendar to incorporate data for November 2022.

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Preliminary SACEMS and SACEVS Allocation Updates https://www.cxoadvisory.com/momentum-investing/preliminary-momentum-strategy-and-value-strategy-updates/ Wed, 30 Nov 2022 15:42:30 +0000 https://www.cxoadvisory.com/?p=43681 The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for December 2022. The top three SACEMS allocations could change by the close. SACEVS allocations probably will not change. Recall “SACEMS with Three Copies of Cash”.

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Ranking SACEMS Assets with Unadjusted Returns [PREMIUM] https://www.cxoadvisory.com/strategic-allocation/ranking-sacems-assets-with-unadjusted-returns/ Wed, 30 Nov 2022 11:00:58 +0000 https://www.cxoadvisory.com/?p=43641 A subscriber, wondering if past returns unadjusted by dividends (capital gains/losses only) more accurately reflect relative momentum than dividend-adjusted returns, asked about performance of the Simple Asset Class ETF Momentum Strategy (SACEMS) with assets ranked by unadjusted returns. To investigate, we compare performance statistics for SACEMS Top 1, equal-weighted (EW) Top 2 and EW Top...... Keep Reading

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Reliable U.S. Equity Market Oscillations? [PREMIUM] https://www.cxoadvisory.com/calendar-effects/reliable-u-s-equity-market-oscillations/ Tue, 29 Nov 2022 11:00:59 +0000 https://www.cxoadvisory.com/?p=43635 Do annual stock market swing returns swing around their average like a pendulum? In the November update of his 2022 paper entitled “Periodic Structure of Equity Market Annual Returns and Their Predictability”, Daniel Pinelis investigates whether annual returns of the S&P 500 Index and the NASDAQ Composite Index exhibit reliable periodicity. Specifically, he models an...... Keep Reading

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Test of Some Motley Fool Public Stock Picks [PREMIUM] https://www.cxoadvisory.com/investing-expertise/test-of-some-motley-fool-public-stock-picks/ Mon, 28 Nov 2022 11:33:31 +0000 https://www.cxoadvisory.com/?p=43638 A reader asked: “I am wondering how come you have not rated Motley Fool guys. Any insight?” To augment the test of Motley Fool public stock picks in “‘Buy These Stocks for 2019’ Forward Test”, we look at two more lists of stock picks: “10 Top Stocks That Will Make You Richer in 2021” with...... Keep Reading

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Weekly Summary of Research Findings: 11/21/22 – 11/25/22 [PREMIUM] https://www.cxoadvisory.com/miscellaneous/weekly-summary-of-research-findings-213/ Fri, 25 Nov 2022 17:00:11 +0000 https://www.cxoadvisory.com/?p=43634 Below is a weekly summary of our research findings for 11/21/22 through 11/25/22. 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. Using... Keep... Keep Reading

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