Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for July 2025 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for July 2025 (Final)
1st ETF 2nd ETF 3rd ETF
Filter Research

Investing Research Articles

43 Research Articles

Momentum-boosted Practical Approach to MPT

Is there a practical way to apply momentum investing in a Modern Portfolio Theory (MPT) framework? In his June 2014 paper entitled “Momentum, Markowitz, and Smart Beta”, Wouter Keller constructs a long-only, unleveraged Modern Asset Allocation (MAA) model in three steps Make MPT tactical by using short historical intervals to predict future asset returns (rate of return, or absolute momentum), return volatilities… Keep Reading

Weekly Summary of Research Findings: 6/1/20 – 6/5/20

Below is a weekly summary of our research findings for 6/1/20 through 6/5/20. 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.

Weekly Summary of Research Findings: 10/26/20 – 10/30/20

Below is a weekly summary of our research findings for 10/26/20 through 10/30/20. 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.

Weekly Summary of Research Findings: 8/16/21 – 8/20/21

Below is a weekly summary of our research findings for 8/16/21 through 8/20/21. 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.

Weekly Summary of Research Findings: 11/14/22 – 11/18/22

Below is a weekly summary of our research findings for 11/14/22 through 11/18/22. 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.

Weekly Summary of Research Findings: 11/20/23 – 11/24/23

Below is a weekly summary of our research findings for 11/20/23 through 11/24/23. 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.

Weekly Summary of Research Findings: 6/10/24 – 6/14/24

Below is a weekly summary of our research findings for 6/10/24 through 6/14/24. 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.

Weekly Summary of Research Findings: 12/9/24 – 12/13/24

Below is a weekly summary of our research findings for 12/9/24 through 12/13/24. 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.

The Importance of Animal Spirits?

…investor emotions drive market volatility, but there is an asymmetry to fear and greed.

SMA Signal Effectiveness Across Stock ETFs

Simple moving averages (SMA) are perhaps the most widely used and simplest market regime indicators. For example, many investors estimate that a stock index, exchange-traded fund (ETF) or individual stock priced above (below) its 200-day SMA is in a good (bad) regime. Do SMA signals/signal combinations usefully and consistently distinguish good and bad regimes across… Keep Reading