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CXO Advisory - Stock Market Research and Investing Strategie ..
Does adding a position stop-loss rule improve the performance of the "Simple Asset Class ETF Momentum Strategy" (SACEMS) by avoiding some downside volatility? SACEMS each ...
There is a new "Strategy Tools" visualization feature under the "Strategies" drop-down menu in the navigation bar at the top of each page. These tools let users explore historical performances of the Simple Asset Class ETF Momentum Strategy (SACEMS)
Is there a way to amplify the MAX overpricing anomaly (measured as the average of the five highest daily returns for a stock over the past month), which is driven by the desire of some investors for a lottery-like payoff? In their January 2026 paper ...
How do exchange-traded-funds (ETF) focused on space technology/exploration, an arguably hot theme, perform? To investigate, we consider three such ETFs, all currently available, as follows: State Street SPDR S&P Kensho Final Frontiers ETF (ROKT)
Below is a weekly summary of our research findings for 2/2/26 through 2/6/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive these ...
Should investors who believe that the U.S. dollar (USD) is doomed by deficits/debt consider a momentum strategy holding the USD hedge that most recently performed best? To investigate, we test a simple momentum strategy (Winner) that each month holds ...
Are some years of the decade better than others for equity markets? To investigate, we look at average annual returns by year of the decade (xxx0 through xxx9) for the U.S. stock market. Using annual levels of Shiller's S&P Composite Index for 1871 ...
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 over the prior 10 years. This approach ignores stocks added to or deleted ...
Do optimists dominate the pricing of stocks for firms with unusual/difficult to interpret fundamentals, thereby overpricing them? In his December 2025 paper entitled "Hard to Process: Atypical Firms and the Cross-Section of Expected Stock Returns",