...it may be that trading frictions materially degrade the outcomes presented for these two investing strategies. It would be difficult for most individual investors to establish economical positions (very large with respect to transaction fees)...
...evidence suggests that past six-month fund return is a stronger indicator of mutual fund momentum than either nearness of fund net asset value to its one-year high or a more abstract sensitivity of fund returns...
...investors should adopt a stance of considerable skepticism about stock-picking research.
Independent collection and analysis of this data is not presently practical for CXOadvisory.com.
There is not enough information to tell whether the claims about investment results...represent a reasonable expectation for a subscriber.
Proprietary information is not subject to "fair use" for review as is publicly available but copyrighted information.
...evidence from simple tests does not support a belief that adding a downside risk factor materially enhances the performance of a momentum-driven tactical asset class allocation strategy.
...evidence from mutual funds suggests that momentum (contrarian) investors/traders can enhance returns by focusing on stocks with high (low) beta.
CXOadvisory.com generally focuses on U.S. equities for this kind of analysis.
...we are putting Jon Markman on a watch list but not establishing a formal review at this time.
As suggested by a reader, we evaluate here the stock market commentary of Bob Hoye via “Pivotal Events” commentary at SafeHaven. Bob Hoye is Editor & Chief Investment Strategist of Institutional Advisors, which states that:...
...evidence from simple tests using an imperfect metric indicates that Robert Drach's approach to timing the broad U.S. stock market depresses rather than enhances portfolio returns. The aggregate performance of his "Basic Timing" Model Portfolio...
The evaluation of Jim Puplava’s stock market forecasts is based on his archive of regular written market commentaries, covering roughly early 2002 through early 2005, at which point he discontinued publishing them.
We evaluate here the market commentary of Jim Puplava at Financial Sense Online for February 2002 (the earliest available) through October 2005, at which point he stopped posting regular written commentaries archive. Jim Puplava is...
...statistical testing of their specific methods or conclusions is more appropriate than subjective grading of market commentaries (which they apparently do not issue anyway).
...the QQQQ Crash Trade Trigger has not worked very well since James Altucher began writing about it in 2003, perhaps due to data mining bias in the pre-publication analysis.
The information at Dohmen Capital Research appears to be mostly promotional copy and opinion rather than research.
The Value Line Select ETF (VLSE) Index “is an equal-dollar weighted index comprised of between 30 and 100 U.S. traded ETFs ranked #1 by Value Line Publishing, Inc… The Value Line ETF Ranking System seeks...
...evidence from hedge fund due diligence reports indicates a substantial level of misrepresentation by fund managers and confirms return chasing by investors. Key indicators of fund manager truthfulness are uses of external asset pricing and...
...there is not enough information on VectorVest's public web site to do any detailed evaluation.
...Asian stock markets do to some degree follow the U.S. market, including its sharp drops. However, U.S. market plunges are rare and clustered, the Asian market responses to these plunges are noisy, and overnight/weekend gaps...
...evidence indicates that aggregate earnings alone are not a useful predictor of overall stock market behavior, but firm-level (highly segmented industry) earnings are useful for predicting returns of individual stocks (highly segmented industries).
There is not enough information publicly available on the web to test his claims.
There is not enough information on the Financial Picks web site to evaluate the claims of accuracy or returns there.
...evidence suggests that covered call writers who can achieve relatively low trading frictions can maximize returns by focusing on small, high-volatility, illiquid past winners. For small players, achieving low trading frictions is problematic.