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S&P 500 shows modest strength one day before Labor Day but recent data undermines the pattern, with noise dominating any signal (1950-2024; daily returns; 75 observations).

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 September 2026.

How should investors think about strategies featured as attractive by researchers and investment advisors? In his August 2026 paper entitled "Test Everything, Publish Both Results:

Below is a weekly summary of our research findings for 8/24/26 through 8/28/26. These summaries give you a quick snapshot of our content the past ...

A subscriber requested measurement of a "premium" associated with U.S. stocks relative to those of other developed markets by looking at the difference in returns ...

How might an investor construct a portfolio of very risky assets? To investigate, we revisit ideas first considered six years ago: First, diversify with monthly ...

Is the proprietary Goldman Sachs Panic Index, conventionally interpreted as good (bad) for future stock market returns when very high (very low), useful for market ...

Is the proprietary Bank of America Bull & Bear Indicator, conventionally interpreted as good (bad) for future stock market returns when very low (very high),

Does economic growth logically and reliably anchor asset class returns? In his July 2026 paper entitled "A General, Scientific Unified Theory of Economic Growth, Asset ...