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Considerable research investigates investor disagreement, measured with very different observable metrics (proxies), as an asset return predictor. Is this research coherent? In their June 2026 ...

Can large language models (LLM) simulate market-scale, real-time business sentiment from the Chief Financial Officer (CFO) perspective? In their June 2026 paper entitled "CFOs Meet ...

Is the evolving set of artificial intelligence (AI) platforms based on large language models interesting as a recommender of investment managers/advisors? Are they monolithic, or ...

Below is a weekly summary of our research findings for 6/29/26 through 7/2/26. These summaries give you a quick snapshot of our content the past ...

What does a passive U.S. equity investor keep after paying federal taxes? In the May 2026 version of his paper entitled "Uncle Sam's Cut: A ...

The conventional Cyclically Adjusted Price-Earnings ratio (CAPE), or P/E10, divides current real S&P 500 Index level by average annual aggregate real index earnings as reported ...

We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy ...

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for July 2026.

Are stock market dips reliable indications of valuation distortions that reliably revert, thereby offering buying opportunities? In his May 2026 paper entitled "Buy the Dip?

Do U.S. industry portfolios perform predictably after similar U.S. equity market returns? In his May 2026 paper entitled "Industry Rotation Using Market-State Similarity", Valeriy Zakamulin ...