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Weekly Futures Momentum Modelsee more…

  1. 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 […]

  2. 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 […]

  3. 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 […]

  1. 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 […]

  2. 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 […]

  3. 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 […]

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% […]

  1. 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, […]

  2. Momentum Models Scale Back USD/JPY Bullishness

    Bilal Hafeez, Ben Ford

    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 moved sideways over the past week. A positive rates (+0.3% WoW) outing battled poor equity (-0.4% WoW) and FX (-0.1% WoW) performances. Equity momentum models remain the best-performing model over […]

  3. Momentum Models Turn Bearish JGBs Following BoJ Talk

    Ben Ford

    Summary Momentum models declined -0.3% over the past week. Poor rates (-1.0% WoW) and FX (-0.2% WoW) outweighed a positive equity (+0.7% WoW) outing. Equity momentum models remain the best-performing model over a three-month timeframe (+6.9%). Market Implications Momentum models are bearish EUR/USD and bullish GBP/USD – we have closed our long USD trades. They […]

Momentum Models Turn Bullish on EUR/USD and GBP/USD

Ben Ford

Summary Momentum models gained +0.3% over the past week. Equities fared best (+1.6% WoW), while rates (+0.0%) and FX (-0.1% WoW) underperformed. Equity momentum models remain the best-performing model over a three-month timeframe (+7.0%). Market Implications Momentum models are bullish EUR/USD – we are short – and bullish EUR/CHF – we are long. They are […]

Momentum Model UST Bearishness Increases

Ben Ford

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 moved sideways over the past week. Equities fared best (+0.3% WoW), then rates (+0.1%). FX (-0.2% WoW) underperformed. Equity momentum models remain the best-performing model over a three-month timeframe (+5.5%). […]

  1. Momentum Models Turn Heavily Bullish USD/JPY

    Ben Ford

    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 added to last week’s gains, up +0.4% WoW. Equities fared best (+1.2% WoW), then rates (+0.3% WoW) and FX (+0.1% WoW). Equity momentum models are the only positively performing model […]

  2. Momentum Models Add to EUR/USD Bearishness

    Ben Ford

    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 reversed last week’s losses, up +0.2% WoW. Equities fared best (+0.4% WoW), then rates (+0.2% WoW). Equity momentum models are the only positively performing model over a three-month timeframe (+4.8%). […]

  3. Momentum Models Turn Heavily Bullish GBP/USD – We Disagree

    Ben Ford, Bilal Hafeez

    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 reversed last week’s gains as they declined -0.2% over the past week. Rates fared worst (-0.4% WoW), while equities followed (-0.2% WoW). Equity momentum models are the only positively performing […]

Momentum Models Pare USD/JPY Bullishness

Ben Ford, Bilal Hafeez

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 inched +0.2% higher over the past week as equities outshone mixed outings in rates and FX. Equity momentum models are the only positively performing model over a three-month timeframe (+4.0%). […]

Momentum Models Return to Bearish US Rates and Bullish USD

Bilal Hafeez, Ben Ford

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 inched -0.1% lower over the past week, with a poor outing for FX outweighing positive performances for equities and rates. Equity momentum models are the only positively performing model over […]

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