This was an interesting article (https://dualmomentum.net/2020/07/27/seasonality-factor/), does anyone know if this season’s effect applies globally or only in the United States?
Better Returns From Seasonal Investing In The S&P 500 (1950-2018)
https://imarketsignals.com/2018/better-returns-seasonal-investing-1950-2018/
Thanks. Yes, I read it. It was excellent, but the study did not show that these are worldwide tendencies; instead, it showed that this is happening in the US. I was wondering whether anyone had came across a study that demonstrated that this seasonal trend occurs globally.
I was altso curious about one aspect of your study here: (https://imarketsignals.com/2018/im-seasonal-etf-switching-strategy/) given that you just chose only one ETF, how volatile is this strategy?