The last one of our short listed-bond ETF trade for the summer is triggered by the close of May 12th, 2014. Go long BND – Vanguard Total Bond Market (BND) – at or near 81.65, the close on May 12th The favorable period for this trade will end sometime in Oct-Nov. We will send alerts when our proprietary algorithm…
Back on April 25th, we made a case for our “Sell in May” seasonal strategy. Based upon our proprietary entry-exit signal algorithm, the exit signals for broader market ETFs were generated in the week before that post. Since then we were on a lookout for the compendium set of trades using bond ETFs. The closing price…
In 2012, Ben Jacobsen, Professor of Finance, Massey University of New Zealand and Cherry Yi Zhang, Professor at Nottingham University Business School, China, published a paper, Are Monthly Seasonals Reals?, analyzing 300 years of UK stock market data. Their conclusion was that a good case could be made for monthly seasonal anomalies in the stock market returns. The professors analyzed…