SACEVS with Quarterly Allocation Updates
November 24, 2021 - Bonds, Calendar Effects, Equity Premium, Strategic Allocation
Do quarterly allocation updates for the Best Value and Weighted versions of the “Simple Asset Class ETF Value Strategy” (SACEVS) work as well as monthly updates? These strategies allocate funds to the following asset class exchange-traded funds (ETF) according to valuations of term, credit and equity risk premiums, or to cash if no premiums are undervalued: 3-month Treasury bills (Cash)… Keep Reading