“Current High” Boost for SACEMS?
August 24, 2018 - Momentum Investing, Strategic Allocation
A subscriber asked whether applying a filter that restricts monthly asset selections of the “Simple Asset Class ETF Momentum Strategy” (SACEMS) to those currently at an intermediate-term high improves performance. This strategy each month reforms a portfolio of winners from the following universe based on total return over a specified lookback interval: PowerShares DB Commodity Index… Keep Reading