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 0.5% over the past week, with outsized positive equity returns leading the way. Equities were up 2.1% WoW, with FX returns up 0.4%, while bonds were the laggards, […]
Bilal Hafeez, Ben Ford
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 moved sideways over the past week. A positive rates (+0.3% WoW) outing battled poor equity (-0.4% WoW) and FX (-0.1% WoW) performances. Equity momentum models remain the best-performing model over […]
Ben Ford
Summary Momentum models declined -0.3% over the past week. Poor rates (-1.0% WoW) and FX (-0.2% WoW) outweighed a positive equity (+0.7% WoW) outing. Equity momentum models remain the best-performing model over a three-month timeframe (+6.9%). Market Implications Momentum models are bearish EUR/USD and bullish GBP/USD – we have closed our long USD trades. They […]
Ben Ford
Summary Momentum models gained +0.3% over the past week. Equities fared best (+1.6% WoW), while rates (+0.0%) and FX (-0.1% WoW) underperformed. Equity momentum models remain the best-performing model over a three-month timeframe (+7.0%). Market Implications Momentum models are bullish EUR/USD – we are short – and bullish EUR/CHF – we are long. They are […]
Ben Ford
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 moved sideways over the past week. Equities fared best (+0.3% WoW), then rates (+0.1%). FX (-0.2% WoW) underperformed. Equity momentum models remain the best-performing model over a three-month timeframe (+5.5%). […]
Ben Ford
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 added to last week’s gains, up +0.4% WoW. Equities fared best (+1.2% WoW), then rates (+0.3% WoW) and FX (+0.1% WoW). Equity momentum models are the only positively performing model […]
Ben Ford
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 reversed last week’s losses, up +0.2% WoW. Equities fared best (+0.4% WoW), then rates (+0.2% WoW). Equity momentum models are the only positively performing model over a three-month timeframe (+4.8%). […]
Ben Ford, Bilal Hafeez
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 reversed last week’s gains as they declined -0.2% over the past week. Rates fared worst (-0.4% WoW), while equities followed (-0.2% WoW). Equity momentum models are the only positively performing […]
Ben Ford, Bilal Hafeez
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 inched +0.2% higher over the past week as equities outshone mixed outings in rates and FX. Equity momentum models are the only positively performing model over a three-month timeframe (+4.0%). […]
Bilal Hafeez, Ben Ford
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 inched -0.1% lower over the past week, with a poor outing for FX outweighing positive performances for equities and rates. Equity momentum models are the only positively performing model over […]
Ben Ford, Bilal Hafeez
Summary Momentum models inched +0.1% higher over the past week, with equities offsetting a poor outing in FX and rates. Equity momentum models are the only positively performing model over a three-month timeframe (+3.7%). Rates (-1.1%) and FX models (-0.1%) have struggled. Market Implications Momentum models are signalling US 5s10s steepening, a trade Mustafa has […]
Ben Ford, Bilal Hafeez
Summary Momentum models declined 0.5% over the past week as the recent rate and equity bid reversed. FX models also underperformed. Equity momentum models are the only positive performing model over a three-month timeframe (+1.4%). Rates (-1.2%) and FX models (-0.8%) have struggled. Market Implications Momentum models remain bullish on bonds. Our PCA model sees […]
Ben Ford, Bilal Hafeez
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 edged higher over the past week as gains in equity momentum models (+0.8% WoW) were hampered by FX. Equity momentum models are the best-performing models over a three-month timeframe (+1.2%). […]
Ben Ford
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 flat over the past week as gains in equity momentum models (+0.2% WoW) were offset by rates. Rates momentum models are the best-performing models over a three-month timeframe (+1.4%). […]
Ben Ford
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 flat over the past week as gains in equity momentum models (+0.2% WoW) were offset by rates. Rates momentum models are the best-performing models over a three-month timeframe (+1.4%). […]
Ben Ford, Bilal Hafeez
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 flat over the past week as gains in equity momentum models (+0.6% WoW) were offset by FX and rates. Rates momentum models are the best-performing models over a three-month […]
Ben Ford
Summary Momentum models (-0.3% WoW) added to last week’s losses, although equity momentum models provided a bright spot (+0.3%). Meanwhile, FX (-0.7%) led declines. Rates momentum models are the best-performing models over a three-month timeframe (+0.8%). FX (-0.5%) and equity (-0.9%) struggled. Market Implications Momentum models remain bullish on Gilts, in line with Henry’s view […]
Ben Ford, 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 (-0.5% WoW) added to last week’s losses, with rates (-1.2% WoW) leading. FX momentum models (-0.1% WoW) registered smaller losses. Rates momentum models are the best-performing models over a three-month […]
Bilal Hafeez, Ben Ford
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 (-0.4% WoW) reversed last week’s gains, with rates (-0.8% WoW) FX momentum models (-0.2% WoW) registered smaller losses. Rates momentum models are the best-performing models over a three-month timeframe (+3.0%). […]
Macro Hive is the community platform for the thinking investor…
Already have an account?…
Spring sale - Prime Membership only £3 for 3 months! Get trade ideas and macro insights now
Your subscription has been successfully canceled.
Discount Applied - Your subscription has now updated with Coupon and from next payment Discount will be applied.