Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for May 2022 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for May 2022 (Final)
1st ETF 2nd ETF 3rd ETF

Miscellaneous

These blog entries do not fit any of the categories thus far defined.

2015 Charles H. Dow Award Competition

The deadline for submission of papers for the 2015 Charles H. Dow Award, presented by the Market Technicians Association (MTA), is January 5, 2015. MTA established this award in 1994 to recognize outstanding research in technical analysis. The Award carries a prize of $5,000 and the opportunity to present the winning paper at the April 2015 MTA Gala Awards Dinner in New York City.

Competition for the award is open to all practitioners and academics. Per the Guidelines for Submissions, the MTA judging panel evaluates each submission based on its enhancement of the understanding of market action and the concepts of technical analysis, and its thoroughness.

CXOadvisory.com has no affiliation with MTA or the Charles H. Dow Award.

“What Works Best?” Update

An update to the “What Works Best?” page makes the discussion more expansive (to address strategic asset allocation), shifts emphasis and adds references.

Investing Demons Update

An updated Investing Demons now includes relevant research summary statements from the past year. This section provides a broad perspective on the content of CXOadvisory.com.

Strategies for Exploiting Index Rebalancing?

A reader suggested: “With the annual Russell rebalancing coming later this month, maybe you could post some profitable trading strategies.” A search of the Social Science Research Network (SSRN) for “index rebalancing” and “index reconstitution” and “Russell rebalancing” and “Russell reconstitution” locates the following research (in reverse posting chronology): Keep Reading

How About Spinoffs?

A reader asked: “Have you done a review on spinoffs?” Keep Reading

Master Limited Partnerships?

A reader asked: “Could you shed some light on Master Limited Partnerships and their risk?”


There is not much formal research on Master Limited Partnerships (MLP). A Social Science Research Network search locates two papers that may interest you: Keep Reading

Working Papers vs. Journal Articles?

A reader commented and asked: “The problem with SSRN is that most papers published there are working papers, placed there to receive comments. Before any of these papers appear in a journal, they undergo peer review, one of the most important processes in scientific research. Experienced researchers in the field thereby filter out all the mistakes, wrong methods, incorrect conclusions, etc. How do you know that the working papers are not dramatically adjusted before publication in a peer-reviewed journal?” Keep Reading

Other Similar Web Sites?

A reader asked: “Do you have any other similar web sites or know of any similar sites?” Keep Reading

How Do You Keep Up with New Research?

A reader asked: “How do you keep up with what research is being released? Do you have any suggestions for sifting through all the work to find things solely related to stock selection, market sentiment, etc…the things that you seem to be looking for? For me, you are a shortcut to finding what is relevant. I’m wondering if you have any ‘shortcuts’?” Keep Reading

Recent Speculations on Prediction Markets

Some eminent economists and political scientists believe that prediction-information-decision markets offer significant benefits to society through efficient extraction and consolidation of the knowledge of individuals. They may also offer some insights into the workings of traditional financial markets that have evolved from trading. They could represent a natural progression from increasingly abstract financial derivatives. The summaries below outline potential benefits and shortcomings of prediction markets. Key points are that prediction markets: Keep Reading

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