Below is a weekly summary of our research findings for 6/22/20 through 6/26/20. 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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- Are Equity Index Covered Call ETFs Working?
Available evidence on attractiveness of equity index covered call ETFs as either substitutes for or diversifiers of associated indexes is generally adverse. - Stock Market Behavior Around Mid-year and 4th of July
Best guess for the U.S. stock market is modest positive bias around the mid-year point through the 4th of July holiday. - SACEMS Portfolio-Asset Exclusion Testing
Evidence from simple tests mostly suggests simplifying the asset universe when using the SACEMS Top 1 portfolio and perhaps excluding VNQ when using the SACEMS EW Top 2 and EW Top 3 portfolios. - SACEMS Portfolio-Asset Addition Testing
Evidence from simple tests suggests there is little to be gained by small expansion of the base set of assets for SACEMS. - Mitigating Impact of Price Turning Points on Trend Following
Evidence indicates that modifying effective lookback interval for intrinsic (time series) momentum when slow and fast signals disagree may enhance strategy performance.
