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.
SACEMS rankings this month are so close that post-close ETF price adjustments could affect them. If so, we will revise the winners to reflect the adjustments for consistency with backtest data.
We have updated the Trading Calendar to incorporate data for November 2024.