Below is a weekly summary of our research findings for 11/11/19 through 11/15/19. 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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- Trading U.S. Stocks on Core Earnings
Evidence suggests that Core Earnings (GAAP earnings plus net non-operating expenses) has some advantages over GAAP and conventional operating earnings in predicting U.S. stock returns. - “Buy These Stocks for 2019” Forward Test
Evidence from a short test of media stock recommendations suggests that they are often high-beta, outperforming when the market rises and likely underperforming when the market falls. - Overview and Mitigation of Financial Biases
Financial advisors and investors can mitigate psychological biases that lead to suboptimal investment decisions via deliberate, systematic, careful and open-minded planning and execution. - Using RSI(2) to Trade Leveraged ETFs
Evidence from simple tests indicates that RSI(2) signals applied to SSO produce a high win rate, but occasionally suffer large losses and are not attractive as a standalone strategy over the long run. - Including Basis to Qualify Multi-class Intrinsic Momentum
Evidence indicates that adding a basis qualifier to an intrinsic momentum strategy applied to futures improves risk-adjusted performance, with improvement concentrating during the first half of U.S. economic contractions.
