Below is a weekly summary of our research findings for 4/22/19 through 4/26/19. 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.
Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.
- Simple Asset Class ETF Momentum Strategy (SACEMS) Update
Evidence from available data suggests that SACEMS with some diversification may be attractive compared to various benchmarks, but the added value of momentum may be dissipating or concentrated in unusual market conditions. - Comparing Ivy 5 Allocation Strategy Variations
Evidence from the available sample period suggests that the best Ivy 5 portfolio variation implemented via ETFs generates modest CAGRs, and performance depends sensitively on rigor and costs of making position adjustments. - Expert Estimates of 2019 Country Equity Risk Premiums and Risk-free Rates
Average local returns to equity (ERP plus risk-free rate) for 2019 based on responses to an international survey of professors, analysts and company managers range from 6.8% to 36.3% across 69 countries. - Creating and Maintaining Antifragile Portfolios
Avoiding the full impact of market crashes involves the difficult task of anticipating market regimes by: (1) monitoring market responses to advances and declines, and (2) maintaining a portfolio with commensurately greater upside than downside sensitivity to the market. - Trailing Stop-loss Effectiveness for Stocks
Evidence indicates that trailing stop rules work better than conventional stop-loss rules, and in some ways better than buy-and-hold, on a gross basis for individual U.S. stocks.
