SACEVS Modifications
July 6, 2015 - Bonds, Equity Premium, Strategic Allocation
We have made three changes to the “Simple Asset Class ETF Value Strategy” (SACEVS) based on results of robustness tests and subscriber comments: To employ fresher data, we decrease the SACEVS S&P 500 Index level and bond/bill yield measurement interval from quarterly to monthly. S&P 500 Index operating earnings updates are still quarterly. To employ fresher data, we… Keep Reading