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 […]