AMERICAFIRST

Research Library

FOR INVESTMENT PROFESSIONAL USE ONLY

Third Party Whitepapers

Sell in May & Walk Away

• Seasonal, Size and Value Anomalies

• Sell in May and Go Away Effect...

• Sell in May Goes the Other Way

• Buy Equities in Winter and Sell in May...

• Sell in May and Go Away in the Equity...

• Are Monthly Seasonals Real...

• The Optimism Cycle Sell in May

• The Halloween Effect in US Sectors

Share Buyback

• Share Buybacks & Abnormal Returns

• Volatility and the Buyback Anomaly

• Examining Share Buybacks

• NASDAQ Share Buyback White Paper

• Dividends, Share Repurchases, and the Substitution Hypothesis

• Contrarian Investment, New Share Issues and Repurchases

Equal-Weighting

• Why Does an Equal-Weighted Portfolio...

• Demystifying Equal Weighting

• 10 Years Later Where in the World is Equal Weighting

• Portfolio Returns Metric Equal Weights...

• Cap-Weighted Portfolios are Sub-Optimal Portfolios

• Beyond Cap-Weight: The Search for Efficient Beta

AmericaFirst Research: Investment Models

​

For 2019, many AmericaFirst mutual funds have added Risk On / Risk Off overlays in an attempt to improve downside beta and downside capture ratio.

• The AmericaFirst Large Cap Share Buyback Model

• The AmericaFirst Risk On / Risk Off - Seasonal Model (coming soon)

• The AmericaFirst Risk On / Risk Off - Income Model (coming soon)

• The AmericaFirst Risk On / Risk Off - Defensive Model (coming soon)

• The AmericaFirst Risk On / Risk Off - Tactical Model (coming soon)

*Please note our models can change as new data becomes available.

AmericaFirst Research: Charts & Tables

• Seasonal Returns per S&P 500 Sector

• S&P 500 Share Buybacks versus S&P 500 Index

• S&P 500 Index versus S&P 500 stocks equally-weighted

• Global Index ETF Seasonal Returns

• Performance: S&P 500 Risk On / Risk Off Technical Indicators