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Weekly Futures Momentum Modelsee more…

  1. Momentum Models Slip as Equities and FX Weigh on Aggregate Returns

    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 0.4% over the past week, with equity models down 0.8% WoW, FX models down 0.4% WoW, and rates models flat. Momentum models are down in aggregate over a […]

  2. Momentum Models Eke Out Tiny Gain as Equities Outperform Rates and FX

    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 up 0.1% over the past week, with equity models up 1.2% WoW, rates down 0.1% WoW, and FX down 0.3% WoW. Momentum models are down in aggregate over a […]

  3. Momentum Models Flat for Second Week as Equities Outperform Rates and FX

    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 flat over the past week, with equity models up 0.5% WoW, rates flat WoW and FX down 0.2% WoW. All momentum models are down over a three-month timeframe, with […]

  1. Momentum Models Flat as Equities Underperform Rates and FX

    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 flat over the past week, with equity models down 0.1% WoW, rates up 0.2% WoW and FX unchanged WoW. FX momentum models are the best performing over a three-month […]

  2. Momentum Models Slip as All Strategies’ Returns Flat to Slightly Lower

    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 0.1% over the past week, with equity models down 0.1% WoW, rates down 0.4% WoW, and FX unchanged WoW. FX momentum models are the best-performing over a three-month […]

  3. Momentum Models Eke Out Small Gain as Equities Outperform FX and Rates

    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 up 0.2% over the past week, with equity models outperforming FX and rates. Stocks were +0.5% WoW, FX was +0.1% WoW, and fixed income was -0.1% WoW. FX momentum […]

Momentum Models Slip as FX and Rates Underperform Equities

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 0.4% over the past week, with FX and rates underperforming equities. Stocks were +0.9% WoW, FX was -0.2% WoW and fixed income was -1.5% WoW. FX momentum models […]

Momentum Models Track Sideways as Equities Underperform FX and Rates

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 flat over the past week, with equity underperformance the big drag on the aggregate result. Stocks were -1.2% WoW, FX was +0.1% WoW and fixed income was +0.5% WoW. […]

  1. Momentum Models Slip as Equity Models Underperform FX and Rates

    Richard Jones

    Summary Momentum models were down 0.1% over the past week, with equity underperformance the big drag on the aggregate result. Equities were -0.6% WoW, FX was +0.1% WoW and fixed income was flat. FX momentum models are the best-performing over a three-month timeframe (+1.0%). Market Implications Momentum models flipped from bullish EUR/USD to bearish – we […]

  2. Momentum Models Slip as Fixed Income and FX Underperform Equities

    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 0.1% over the past week, with a positive performance in equities unable to offset negative FX and fixed income returns. Equities were +0.9% WoW, FX was -0.4% WoW […]

  3. Momentum Models Flat as Equities Outperform Fixed Income and FX

    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 flat over the past week, with a positive performance in equities outweighing flat FX returns and negative fixed income returns. Equities were +0.9% WoW, FX was flat WoW and […]

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 […]

Momentum Models Gain as Equities and Fixed Income Outpace FX

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 up 0.2% over the past week, with positive performances in fixed income and equites countering negative FX returns. Equities and bonds were both up 0.5% WoW, while FX returns […]

  1. Momentum Models Gain as FX and Fixed Income Outperform Equities

    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 up 0.1% over the past week, with positive performances in fixed income and FX countering negative equity returns. Equities were down 1.9% WoW, while bonds were up 0.6%, and […]

  2. Momentum Models Gain as USD Bullishness and Fixed Income Bearishness Intensify

    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 up 0.4% over the past week, with positive performances in fixed income and FX outweighing negative equity returns. Equities were down 0.7% WoW, while bonds were up 1%, and […]

  3. Momentum Models Still Very Bullish USD/JPY

    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 0.1% over the past week, with negative equity returns weighing on aggregate performance. Equities were down 0.9% WoW, while bonds were up 0.3% WoW, and FX returns flat. […]

Momentum Models Still Very Bullish USD/JPY

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 up 0.4% over the past week, with positive equity returns leading the way. Equities were up 1.0% WoW, with FX returns up 0.5%, while bonds were the laggards, -0.3% […]

Momentum Models Ratchet Up USD/JPY Bullishness

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 up 0.5% over the past week, with outsized positive equity returns leading the way. Equities were up 2.1% WoW, with FX returns up 0.4%, while bonds were the laggards, […]

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