Summary Momentum models slipped -0.2% over the past week. Rates (+0.4) were the only positive performer with FX (-0.3%) and equities (-0.9%) underperforming. Momentum models underperformed across all three asset classes over a three-month timeframe (equities: -5.3%, FX: -1.7%, and rates: -1.0%). Market Implications Momentum models are heavily bullish Gilts – we are long 10Y […]
Ben Ford is a journalist who writes for Macro Hive and The University of Texas at San Antonio. His articles primarily focus on momentum models, equity markets, and macroeconomic trends. His work has also been featured in Scroll Media.