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Tilt Toward the Night to Enhance Small Cap Performance

While increased volatility is inherent to small caps, advisors can enhance small-cap performance by capturing the night effect. The overnight trading session has delivered much of U.S. large and small cap equities’ return with much lower volatility than the day session over the past 20 years. This phenomenon is referred to as the night effect, [...] The post Tilt Toward the Night to Enhance Small Cap Performance appeared first on ETF Trends .
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