
Momentum Models Increase Equity Bullishness and US Rates Bearishness
Bilal Hafeez and Ben Ford
Momentum models delivered a fourth consecutive week of positive returns, led by equities (+0.9% WoW).
Bilal Hafeez and Ben Ford
Momentum models delivered a fourth consecutive week of positive returns, led by equities (+0.9% WoW).
Bilal Hafeez and Ben Ford
Momentum models delivered a third consecutive week of positive returns, led by equities (+0.8% WoW).
Bilal Hafeez and Ben Ford
Momentum models delivered a second consecutive week of positive returns, led by equities (+0.8% WoW).
Bilal Hafeez and Ben Ford
Momentum models returns proved positive over the past week led by a positive outing in equities (+0.9% WoW). However, performance is poor over a three-month horizon. The models we track have lost 1.4%, on average. Equity momentum models (-4.2%) have fared worst.
Bilal Hafeez and Ben Ford
Momentum models returns were poor over the past week, on average, despite a positive outing in rates (+0.3% WoW).
Bilal Hafeez and Ben Ford
Momentum model returns were mixed over the past week: oddly positive for equities (+0.4% WoW), flat for FX, and negative for rates (-0.2% WoW).
Bilal Hafeez and Ben Ford
Positive momentum model returns were short-lived, with negative performance across 19 of 22 of the models we track.
Bilal Hafeez and Ben Ford
Momentum models delivered a second consecutive week of positive returns, with strong performance in rates and equities leading those in FX.
Bilal Hafeez and Ben Ford
Momentum models delivered their first positive week of returns in three weeks, with a strong performance in FX outweighing negative returns in equities.
Bilal Hafeez and Ben Ford
Momentum models produced another week of flat returns (0.0% WoW), with large positive returns being offset by other underperforming models.
Bilal Hafeez and Ben Ford
Momentum models (-0.5% WoW) are yet to recover, performing worst in equities (-1.0%), then FX (-0.6%) and rates (-0.1%). They have struggled through 2023.
Bilal Hafeez and Ben Ford
Momentum models (-0.5% WoW) are yet to recover, performing worst in equities (-1.0%), then FX (-0.6%) and rates (-0.1%). They have struggled through 2023.
Bilal Hafeez and Ben Ford
Momentum models (-2.2% WoW) felt the full brunt of the SVB fallout, performing worst in equities (-4.0%), then rates (-3.3%) and FX (-0.7%).
Bilal Hafeez and Ben Ford
Momentum models add to last week’s fortunes (+0.5% WoW), performing best in FX (+0.9%) and equities (+0.7%).
Bilal Hafeez and Ben Ford
Momentum models add to last week’s fortunes (+0.3% WoW), performing best in rates (+0.8%). A similarly sized return was seen over the past three months, on average (+0.3%).
Bilal Hafeez and Ben Ford
Momentum models add to last week’s fortunes, performing best in rates (+0.8% WoW) and rates (-0.9% WoW).
Bilal Hafeez and Ben Ford
Momentum models reversed last week’s small losses, performing best in equities (+0.5% WoW) and rates (+0.7% WoW).
Bilal Hafeez and Ben Ford
Equity momentum model performance was buoyant (+0.8% WoW) compared to rates (-0.3% WoW) and FX (-0.4%) models.
Bilal Hafeez and Ben Ford
Momentum models (+0.3% WoW) snapped out of their losing streak, proving most fruitful for FX (+0.4% WoW).
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