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We provide the details and analysis of a strategy that trades calendar anomalies with three popular ETFs. Access to the full article requires a Premium Articles subscription or an All in One subscription.

Three ETFs that track performance in a particular market have reached extreme levels. Access to the full article requires a Premium Articles subscription or an All in One subscription.

After the publicity this “edge” has received recently, data show it is disappearing. Access to the full article requires a Premium Articles subscription or an All in One subscription.

Does short-term momentum in equities work? We answer this question for both long-only and long-short portfolios of large-cap stocks. Access to the full article requires a Premium Articles subscription or an All in One subscription.

In this article, we include backtesting results of a long-short strategy for factor ETFs. In the test period, the strategy had a low drawdown and a respectable Sharpe ratio.  Access to the full article requires a Premium Articles subscription or an All in ...

We provide an update on the performance of strategy based on the relative performance of gold and lumber for investing in stocks and bonds. We also include analysis that shows this strategy was probably data-mined and this increases the uncertainty ...

Below are the stocks in the S&P 500, NASDAQ-100, and NASDAQ Next Generation 100 Indexes with year-to-date losses of more than 50%.  Access to the full article requires a Premium Articles subscription or an All in One subscription.

The S&P 500 and the NASDAQ-100 will complete a 7-week losing streak this Friday, May 20, 2022, except if a large relief rally occurs. Below is what we know about these long weekly losing streaks. Access to the full article ...

We look at the backtest results of a momentum strategy and the impact of dividend adjustments on performance. Access to the full article requires a Premium Articles subscription or an All in One subscription.

This article includes an update on asset, sector, and factor ETFs as of the close of the market on Thursday, May 12, 2022. A clarification about the value factor outperformance is included. Access to the full article requires a Premium ...