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

Getting Started with CXO

CXO Advisory is your home for objective investing research to help aid in your trading decisions and methodologies.

What is CXO Advisory?

CXO Advisory presents financial markets models, research summaries, analyses and reviews designed for objective, unique and concise value to serious investors, financial advisors and money managers — a modicum of actionable conclusions filtered from a very noisy environment. The default approach is to challenge any and all conventional market wisdom with analytical skepticism.

Explore Our Research

Follow Our Trading Stategies

Our Momentum Strategy tracks the performance of three versions of the Simple Asset Class ETF Momentum Strategy, which seeks strategic diversification across asset classes via ETFs plus a monthly tactical edge from intermediate-term momentum per the stream of research itemized in What Works Best?

Our Value Strategy tracks the performance of the Simple Asset Class ETF Value Strategy, a partial value complement to the Momentum Strategy that seeks diversification across a smaller set of asset class ETFs plus a monthly tactical edge from potential undervaluation of three risk premiums.

Current Momentum Allocations

ETF Momentum Signal for December 2024 (Final)

Winner ETF

Second Place ETF

Third Place ETF

Gross Compound Annual Growth Rates
(Since August 2006)
Top 1 ETF Top 2 ETFs
% %
Top 3 ETFs SPY
% %
Strategy Overview
Read more about our
Momentum Strategy
Current Value Allocations

ETF Value Signal for December 2024 (Final)

Cash

TLT

LQD

SPY

The asset with the highest allocation is the holding of the Best Value strategy.
Gross Compound Annual Growth Rates
(Since September 2002)
Best Value Weighted 60-40
% % %
Strategy Overview
Read more about our
Value Strategy

Read Our Book

Why do investment strategies that test well on historical data flame out when put to actual use? Are there steps investors can take to improve the odds that strategies they develop will perform as tested? This book draws upon reviews of hundreds of academic and practitioner studies that seek to predict asset prices and exploit the predictions.

CXO eBook

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