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Investment Strategies / Mechanical Investing
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Author: Taz2   😊 😞
Number: of 5386 
Subject: Dash for Trash
Date: 03/19/26 12:17 PM
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There's an article in this week's Economist summarizing an investment paper by Adam Parker of Trivariate Research which posits:

a) when Brent Crude oil prices rise by more than 35% within 3 months,
b) lower quintile S&P500 stocks perform significantly better than the overall S&P500 over the following 6 months. He defines the lowest quintile quality-wise as companies in discretionary goods, financial services, and health care.

It would be interesting to backtest this, given the current investing climant. I've started working on a P123 screen.


Taz
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