SACEMS with SMA Filter
December 21, 2022 - Momentum Investing, Strategic Allocation, Technical Trading
In response to a prior analysis (updated here), a subscriber asked whether adding a simple moving average (SMA) filter to “Simple Asset Class ETF Momentum Strategy” (SACEMS) assets, either before or after ranking them based on past returns, improves strategy performance. SACEMS each month picks winners from among the a set of eight asset class… Keep Reading