Momentum Models Slip as Fixed Income and FX Underperform
Richard Jones
When evaluating the performance of our momentum models we are considering the average performance across the one-, three-, and 12-month momentum models. Summary Momentum models were down 0.3% over the past week, with negative performances in fixed income and FX outweighing positive equity returns. Bonds were -0.7% WoW and FX -0.2% WoW, versus a +0.2 […]