We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined Value-Momentum Strategy. We have updated the Trading Calendar to incorporate data for October 2026.
Recent Investing Research
Miscellaneous
Weekly Summary of Research Findings: 10/26/26 – 10/30/26
Below is a weekly summary of our research findings for 10/26/26 through 10/30/26. 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.
Fundamental Valuation, Momentum Investing, Strategic Allocation
Preliminary SACEMS and SACEVS Allocation Updates
The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for November 2026. SACEMS rankings could change by the close. SACEVS allocations are unlikely to change by the close.
Investing Expertise, Strategic Allocation
Asking Claude to Compete (in Limited Fashion) with SACEMs
Can Claude as a leading representative of large language models, easily beat the Simple Asset Class ETF Momentum Strategy (SACEMS)? To investigate, we pose the following prompt to Claude: Please take the month-end dividend-adjusted prices in the attached Excel file [the SACEMS universe] and construct the best strategy you can find that: Holds one or more of… Keep Reading
Momentum Investing, Strategic Allocation
SACEVS and SACEMS Strategy Momentum?
A subscriber suggested that the Simple Asset Class ETF Value Strategy (SACEVS) and the Simple Asset Class ETF Momentum Strategy (SACEMS) may each exhibit return momentum at the strategy level, such that an investor considering both as in Combined Value-Momentum Strategy may want to pick the one with a stronger recent return. To investigate, we… Keep Reading
Bonds, Equity Premium, Momentum Investing, Strategic Allocation
SACEVS-SACEMS for Value-Momentum Diversification
Are the “Simple Asset Class ETF Value Strategy” (SACEVS) and the “Simple Asset Class ETF Momentum Strategy” (SACEMS) mutually diversifying. To check, based on feedback from subscribers about combinations of interest, we look at three equal-weighted (50-50) combinations of the two strategies, rebalanced monthly: 50-50 Best Value – EW Top 2: SACEVS Best Value paired with SACEMS Equally… Keep Reading
Calendar Effects, Investing Expertise
Using AI to Discover Calendar-based Return Anomalies
Do artificial intelligence (AI) platforms based on large language models offer a quick way to identify potentially exploitable calendar-based return patterns in financial series? As a simple exploration, we pose to Grok the following prompt: Can you find any daily, weekly or monthly price return patterns in the attached Excel file containing daily open, high,… Keep Reading
Economic Indicators
Yield Curve as a Stock Market Indicator
Conventional wisdom holds that a steep yield curve (wide U.S. Treasuries term spread) is good for stocks, while a flat/inverted curve is bad. Is this wisdom correct and exploitable? To investigate, we consider in-sample tests of the relationships between several yield curve metrics and future U.S. stock market returns and two out-of-sample signal-based tests. Using… Keep Reading
Miscellaneous
Weekly Summary of Research Findings: 10/19/26 – 10/23/26
Below is a weekly summary of our research findings for 10/19/26 through 10/23/26. 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.
Buybacks-Secondaries, Investing Expertise
Do ETFs Following Gurus/Insiders Work?
Do exchange-traded funds (ETF) that seek to mimic holdings of top-ranked hedge funds, firm insiders or other investing gurus offer attractive performance? To investigate, we consider nine ETFs, five live and four dead, in order of introduction: Invesco Insider Sentiment (NFO) – focuses on stocks attracting interest of insiders such as company executives, fund managers… Keep Reading
Bonds, Equity Premium, Strategic Allocation
Are Target Retirement Date Funds Attractive?
Do target retirement date funds, offering glidepaths that shift asset allocations away from equities and toward bonds as target dates approach, safely generate attractive returns? To investigate, we consider seven such mutual funds offered by Vanguard, as follows: Vanguard Target Retirement 2020 Fund (VTWNX) Vanguard Target Retirement 2025 Fund (VTTVX) Vanguard Target Retirement 2030 Fund… Keep Reading
Investing Expertise, Strategic Allocation
Using AI Panel to Generate Contrarian Ideas
Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to generate contrarian investment ideas? As a simple exploration, we pose to each of Grok, ChatGPT, Claude, Perplexity and Gemini the following prompt: Please very concisely identify the three most promising under-the-radar, contrarian investment opportunities exploitable by… Keep Reading
Strategic Allocation
Testing AI Panel Strategy Selections
“Using AI Panel to Screen Investment Strategies” reports AI Panel responses to the following prompt: Please concisely describe and quantify the one most promising tactical asset class allocation/tilt strategy for an individual U.S. investor with typical risk aversion who is accumulating wealth for retirement in a tax-deferred account. Focus on exceptional simplicity, high liquidity, high net… Keep Reading