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Weekly Futures Momentum Modelsee more…

  1. Momentum Models Turn Net-Bullish on EUR and GBP

    Bilal Hafeez and Ben Ford

    Momentum models delivered a third consecutive week of positive returns, led by equities (+0.8% WoW).

  2. Momentum Models Flip Short on GBP and NZD

    Bilal Hafeez and Ben Ford

    Momentum models delivered a second consecutive week of positive returns, led by equities (+0.8% WoW).

  3. Momentum Models Flip Net-Bearish on EUR/USD

    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.

  1. Momentum Models Pared EUR/USD and GBP/USD Bullishness

    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).

  2. Momentum Models Bearish S&P 500, Bullish EUR/USD

    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).

  3. Momentum Model Returns Slump

    Bilal Hafeez and Ben Ford

    Positive momentum model returns were short-lived, with negative performance across 19 of 22 of the models we track.

Momentum Continues Positive Performance

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.

Momentum Models Return Net-Bearish on US Rates

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.

  1. Momentum Models Increase US Rates Bullishness and EUR/CHF Bearishness

    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.

  2. Momentum Models Tread Water Amid the Banking Crisis

    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.

  3. Momentum Models Pare USD Bullishness

    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.

Momentum Models Fall 2.2% During Market Turmoil

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%).

Momentum Models Remain Bullish USD Ahead of NFP

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%).

  1. Momentum Models Signal US Equity Underperformance

    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%).

  2. Momentum Models Bearish S&P 500, JGBs and $-Bloc

    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).

  3. Bias for European Equities and Higher Yields

    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).

Momentum Models Turn Bearish US Rates

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.

Momentum Remains Bearish USD, Bullish EUR

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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