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Tag: IJR

Commentary, Methodology

5/3/21 Where We At?

May 3, 2021 Josef Friedman

The chart shows tCC for the major indexes covering 7 months or 147 trade days. Note the IJR portfolio of small caps beats out IWM for first place by 5 natural log basis points or whatever they are called. .46 equates to a 59% return, while .21 = 23%. The Signal column shows what happened… Continue reading 5/3/21 Where We At?

Tagged FAS, IJR, IWM, LABU, XLE, XMELeave a comment
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