

Halftime Update
As of June 30th, Volatility’s positive spread ranks among the top four years going back to 2000. 2009 led all years with a 95% spread, ...

Brian
Jul 20, 2023


Banking Boondoggle
It was an interesting week in bank stocks, to put it mildly. When equity markets opened on Monday, traders were reacting to the news that...

Brian
Mar 17, 2023


Big Momentum in Little Capitalization
Here, we will shed light on Momentum. Specifically, Medium-term momentum (MTM) within the Russell 2000. The current standard deviation of...

Brian
Jul 28, 2022


Historical Value
Since the beginning of 2000, there have been 1,173 weeks up to and including last week. Last week’s return to Value was below ...

Brian
Jun 30, 2022