Below is a weekly summary of our research findings for 4/20/20 through 4/24/20. 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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- DJIA-Gold Ratio as a Stock Market Indicator
Evidence from the past 49 years offers little support for belief that the ratio of DJIA to gold price reliably predicts stock market returns and no support for belief that the ratio predicts gold returns. - Online, Real-time Test of AI Stock Picking?
Limited available evidence does not support belief that an AI-based equity fund can beat the market. - Testing Zweig’s Combined Super Model
Evidence indicates that Martin Zweig’s Combined Super Model applied to a diversified U.S. equity fund may offer modest improvement in risk-adjusted, but not raw, performance. - Shorting VXX with Crash Protection
Evidence from simple tests on available data suggests that long-term Fixed Reset shorting of VXX with or without simple crash protection based on weekly or monthly data may be attractive. - Robo-advising Primer
The body of information about robo-advisors indicates that they mostly apply conventional portfolio construction methods that are beneficial to unsophisticated investors.
