Below is a weekly summary of our research findings for 10/19/20 through 10/23/20. 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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- GDX Instead of GLD in SACEMS?
Evidence does not support belief that GDX is a better choice than GLD as a proxy for gold in SACEMS. - Portfolio Reformation Schedule and Equity Factor Returns
Evidence indicates that robustness testing of factor-based strategies should include assessment of rebalance timing luck. - Any Seasonality for Gold or Gold Miners?
Evidence from simple tests supports some belief that gold and gold mining stocks tend to have strong and weak months of the year, but sample periods are not long and returns exhibit considerable variability. - Breaking Asset Ranking Systems into Pairs
Evidence indicates that more precise isolation of asset sensitivity to signals via pairs analysis improves hedge strategy performance. - Sector Breadth as Market Return Indicator
Evidence indicates that strong equity sector breadth predicts higher-than-average next-month stock market returns, but such breadth appears difficult to exploit due to rarity.
