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Weekly Futures Momentum Modelsee more…

  1. Momentum Models Increase Bearish UST Exposures and Flip Long 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 equity models up +1.2% WoW, FX models up +0.1% WoW, and rates models up +0.3% WoW. Momentum models are up +0.8% in […]

  2. Momentum Models Cut Bearish Rates Exposure, Reduce USD Longs and Increase Equity 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 down -0.4% over the past week, with equity models up +0.3% WoW, FX models down -0.3% WoW, and rates models down -0.9%. Momentum models are up +0.4% in aggregate […]

  3. Momentum Models Remain Bearish Bonds, Trim USD Longs and Pare Equity 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 steady over the past week, with equity models up +0.3% WoW, FX models down -0.1% WoW, and rates models down -0.2%. Momentum models are up +1.3% in aggregate over […]

  1. Momentum Models Remain Very Bearish Bonds and Bullish USD and 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 equity models up -1.8% WoW, FX models down -0.3% WoW, and rates models down -0.4%. Momentum models are up +1.7% in aggregate […]

  2. Momentum Models Are Very Bearish Bonds and Long USD

    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 -0.2% over the past week, with FX and rates models both down -0.1% WoW, and equity models down -0.6% WoW. Momentum models are up +1.2% in aggregate over […]

  3. Momentum Models Gain Led by Strong FX Performance

    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 FX models up +0.7% WoW, rates models up +0.1% WoW, and equity models flat WoW. Momentum models are up +0.1% in aggregate […]

Momentum Models Remain Bullish USD and Global 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 +0.2% over the past week, with equity models up 1.1% WoW, and FX models and rates models flat WoW. Momentum models are down -0.1% in aggregate over a […]

Momentum Models Trim USD/JPY Longs, Remain Very Bearish EUR/USD and US Fixed Income

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 -0.5% over the past week, with rates models down -1.1% WoW, FX models down -0.5% and equity models up +0.3% WoW. Momentum models are down -0.6% over a […]

  1. Momentum Models Remain Very Bullish USD and Very Bearish Global Fixed Income

    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 rates models gaining +0.1% WoW, FX models down -0.1% and equity models down -0.5% WoW. Momentum models are flat in aggregate over […]

  2. Momentum Models Post Solid Gain as FX Leads, Equities Lag

    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 +0.7% over the past week, with FX models gaining +1.4% WoW, rates models up 0.3% and equity models down -0.5% WoW. Momentum models are up in aggregate over […]

  3. Momentum Models Gain With Equity Leading

    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 equity models gaining +1.0% WoW, and FX and rates models both up +0.3% WoW. Momentum models are down in aggregate over a […]

Weekly Investment View: Trading Around the US Election

Macro Hive

This Week Global Macro – Bilal discusses market messaging into the US election. US Macro – Dominique highlights key pieces we have published on the US election. US Rates – Antonio thinks the US elections are neck and neck, and Harris’ chances have been underestimated by markets (why he closed his US rates short last […]

Momentum Returns Consolidate With Rates Outperforming

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 -0.8% WoW, FX models down -0.1% WoW and rates models up +0.8% WoW. Momentum models are down in aggregate over […]

  1. Momentum Models Turn Very Bearish US Fixed Income, 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 -0.5% over the past week, with equity models down -1.5% WoW, FX models down -0.1% WoW and rates models down -0.3% WoW. Momentum models are down in aggregate […]

  2. Momentum Models Eke Out Modest Gain on Equity Outperformance

    Richard Jones

    Summary Momentum models were up +0.1% over the past week, with equity models up 0.6% WoW, FX models down -0.1% WoW and rates models down -0.1% WoW. Momentum models are down in aggregate over three months, with rates models the best performing (-0.7%). Market Implications Momentum models have pared GBP/USD bullishness. Ben argues GBP has […]

  3. Momentum Flips Bearish US Fixed Income, Remains Bullish Global 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 equity models up 0.6% WoW, FX models down -0.7% WoW and rates models down -0.6% WoW. Momentum models are down over a […]

Momentum Returns Sluggish as All Strategies 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 -0.4% over the past week, with equity models down -0.3% WoW, FX models down -0.6% WoW and rates models down -0.1% WoW. Momentum models are down over a […]

Momentum Returns Track Sideways as Rates Underperform FX and 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 flat the past week, with equity models up 0.3% WoW, FX models up 0.2% WoW and rates models down -0.5% WoW. Momentum models are down over a three-month time […]

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