Below is a weekly summary of our research findings for 2/22/21 through 2/26/21. 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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- Diversifying across Growth/Inflation States of the Economy
Evidence suggests that adding a defensive economic factor overlay to a classis stocks/bonds portfolio improves overall performance. - Ascendance of Automated ETF Allocation Models
Increasing use of automated ETF portfolio models may drive performance of certain asset classes. - Update of a Lumber/Gold Risk-on/Risk-off Strategy
Evidence suggests that a strategy that switches between U.S. stocks and U.S. government bonds based on recent relative performance of lumber and gold ETFs is reasonably attractive. - Money Supply (M2) and the Stock Market
Evidence from simple tests offer little support for belief that change in M2 money stock reliably and materially predicts short-term or intermediate-term stock market behavior. - Money Supply (M1) and the Stock Market
Evidence from simple tests offers some support a belief that extreme quarterly changes in M1 money stock predict relatively good stock market returns.
