Alternative Momentum Metrics for SACEMS?
June 29, 2018 - Momentum Investing, Strategic Allocation
A subscriber asked whether some different momentum metric might improve performance of the “Simple Asset Class ETF Momentum Strategy” (SACEMS), which each month reforms a portfolio of winners from the following universe based on total return over a specified lookback interval: PowerShares DB Commodity Index Tracking (DBC) iShares MSCI Emerging Markets Index (EEM) iShares MSCI EAFE… Keep Reading