
Momentum Models Flip Bullish 5Y and 10Y USTs and Ramp Up EUR/USD Longs
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 +0.8% WoW, FX models +0.3% WoW and rates models down -0.4% WoW. Momentum models are up +0.1% in aggregate […]