Below is a weekly summary of our research findings for 4/27/20 through 5/1/20. 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.
Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.
- 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. - SPY-TLT Allocation Momentum?
A SPY-TLT allocation momentum strategy may be attractive to investors achieving very low trading frictions and willing to track positions daily and adjust them frequently. - Add Position Stop-loss to SACEMS?
Evidence from tests on available data does not support belief that a simple position stop-loss rule improves 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%-15% improves SACEMS performance (at the cost of some additional trades). - Value Investing Still on Death Row?
Widely used stock value strategies have not worked well in most markets over the past decade, but the overall body of evidence for value investing does not justify throwing in the towel on value investing.
