The Fallacy of the Efficient Market Hypothesis

Once again, the Efficient Market hypothesis (EMH) is wrong. The efficient markets hypothesis (EMH), which argues that markets are efficient, and cannot be outperformed because the market contains all the information available. Well, that is not the case when it comes to Scientifically Predictable investing.

The Scientifically Predictable investing model, which is based on the scientific paper: “Money Anxiety Theory - a Predictor of Equity’s Performance, produced an alpha of 4.27% over the market (S&P 500) in the first half of this year (See graph above). The SPX index, which consists of the S&P 500, produced a return of 16.48% in the first six months of this year, while the SPI, which consists of the average return of the top five ETFs selected by the Scientifically Predictable investing model, produced a return of 20.75% during the time period.

The Scientifically Predictable investing program is designed for low risk and low-cost investors, who are seeking long-term returns with high confidence. The Scientifically Predictable investing projection is amazingly simple to implement at the institution. Scientifically Predictable is exempt from advisory registration because it is a published scientific projection. Banking institutions have full discretion over the marketing, distribution, and pricing of the Scientifically Predictable investing program to their customers.????