Below is a weekly summary of our research findings for 6/10/19 through 6/14/19. 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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- Are U.S. Equity Momentum ETFs Working?
Limited available evidence on attractiveness of momentum-oriented U.S. stock and sector ETFs is mostly negative. - Tax-efficient Retirement Withdrawals
Results indicate that consumption of retirement portfolios/income in a tax-efficient manner almost always improves outcomes across a wide variety of individual circumstances compared to widely offered advice. - U.S. Corporate Bond Index Return Model
Evidence indicates that investors may be able to construct a portfolio of bond index futures, equity index futures, equity index options and options on bond index futures that significantly outperforms associated bond indexes. - Chicago Fed NFCI as U.S. Stock Market Predictor
Evidence from simple tests suggests that weekly change in NFCI may be a useful indicator of future U.S. stock market returns, principally by helping to avoid some or most of stock market crashes. - Exploiting Chicago Fed NFCI Predictive Power
Evidence from simple strategy tests confirms that weekly changes in the NFCI may be a useful for U.S. stock market timing.
