Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for December 2024 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for December 2024 (Final)
1st ETF 2nd ETF 3rd ETF

Weekly Summary of Research Findings: 2/8/21 – 2/12/21

| | Posted in: Miscellaneous

Below is a weekly summary of our research findings for 2/8/21 through 2/12/21. 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.


  • Disposable Personal Income and the Stock Market
    Evidence from simple tests does not support belief that U.S. Disposable Personal Income is a useful indicator of future U.S. stock market performance.
  • Personal Saving Rate and the Stock Market
    Evidence from several simple tests supports some belief that a relatively strong (weak) change in the U.S. Personal Saving Rate is better (worse) for the U.S. stock market.
  • Simple Sector ETF Momentum Strategy Update/Extension
    Evidence from simple tests on available data offers little support for belief that a relative momentum strategy applied to U.S. stock sector ETFs, in the absence of a separate market timing rule, is attractive.
  • Only One Way to Win?
    June 2018 through August 2020 represents an exceptional challenge to quantitative investing, but also an episode from which quantitative investment strategies can be expected to recover.
  • Testing the 3-ETF Strategy
    Investors with low short-term and long-term risk tolerance may find 3-ETF a reasonably attractive approach (sacrificing return for low monthly volatility and shallow drawdowns).
Login
Daily Email Updates
Filter Research
  • Research Categories (select one or more)