Below is a weekly summary of our research findings for 2/25/19 through 3/1/19. 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.
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- Warren Buffett on Investing
Warren Buffett’s focus is to buy deep value in a few companies he understands well, and then hold until the value is no longer there. If there is nothing to buy, he sits on cash. The approach appears to work, but outperformance is fading. - Simple Term Structure ETF/Mutual Fund Momentum Strategy
Evidence from simple tests offers little support for belief that a term structure momentum strategy usefully exploits interest rate trend. In general, shorter lookback intervals are better than longer ones. - Add Position Stop-loss to SACEMS?
Evidence from tests on available data does not support belief that a simple position stop-loss rule would improve SACEMS performance. - Add Position Stop-gain to SACEMS?
Evidence from tests on available data generally supports belief that a simple position stop-gain rule with threshold around 10% improves SACEMS performance (at the cost of some additional trades). - Commercial and Industrial Credit as a Stock Market Driver
Evidence from simple tests indicates that net change in commercial and industrial credit standards as measured by the Federal Reserve Board’s quarterly survey of senior loan officers may have some use as a predictor of U.S. stock market returns over the next one to three quarters.
