Below is a weekly summary of our research findings for 7/22/19 through 7/26/19. 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.
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- SACEMS Applied to Mutual Funds
Applying the SACEMS methodology to a small universe of mutual funds mostly supports belief in its usefulness and choices of portfolio size and lookback interval for the ETF version. - Combining RSI Range and RSI Momentum for Stocks
Evidence suggests that stock traders may be able to boost performance by combining RSI Bull Range and RSI Bull Momentum indicators with lookback intervals of 75 to 125 trading days. - Stock Market Valuation Ratio Trends
Current S&P 500 earnings forecasts indicate 12-month trailing earnings-price ratios rising from near to above generational “normal” over the next year. - Using SVXY to Capture the Volatility Risk Premium
Evidence from simple tests on available data suggests that holding SVXY with a monthly skim of gains may be attractive, but an unlucky start may confound. - SACEMS vs. Luck
Evidence from contests with random asset class proxy picks indicates that SACEMS portfolios extract useful information from past returns.
