Below is a weekly summary of our research findings for 8/17/20 through 8/21/20. 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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- Monthly Returns During Presidential and Congressional Election Years
Evidence from simple tests supports some belief that elections affect typical U.S. stock market seasonality. - Consumer Sentiment and Stock Market Returns
Evidence from simple tests offers no support for a belief that monthly changes in the University of Michigan Consumer Sentiment Index predict stock market returns at horizons of one to six months. - GMO Forecast Accuracy Test
Evidence from two simple tests does not support belief in accuracy of GMO’s long-range asset class return forecasts. - Forcing SACEMS to Agree with SACEVS
Evidence from available data offers little support for belief that forcing SACEMS to agree with SACEVS on TLT allocations improves model performance. - The BGSV Portfolio
Very limited evidence suggests a possible way to exploit a collection of very risky but diversified assets via a cash skim.
