Triple Momentum Allocator: Top-ranked stocks by region

Research evidence excerpt

Triple Momentum Allocator: Top-ranked stocks by region

Notice to Readers:

The various indicators and screens identified in this report are intended to be indicative

metrics only and may not be used for reference purposes or as a measure of

performance for any financial instrument or contract, or otherwise relied upon by third

parties for any other purpose, without the prior written consent of BofA Global Research.

These indicators/ screens were not created to act as a benchmark.

The screens in this report are not a recommended list either individually or as a group of

stocks. Investors should consider the fundamentals of the companies and their own

individual circumstances/objectives before making any investment decisions.

Triple Momentum (and its global, regional and sector versions) is intended to be an

indicative metric only and may not be used for reference purposes or as a measure of

Triple Momentum was not created to act as a benchmark.

Some of the analysis as described in this report is back-tested and does not represent

the actual performance of any account or fund. Back-tested performance depicts the

hypothetical back-tested performance of a particular strategy over the time period

indicated. In future periods, market and economic conditions will differ and the same

strategy will not necessarily produce the same results. No representation is being made

that any actual portfolio is likely to have achieved returns similar to those shown herein.

In fact, there are frequently sharp differences between back-tested returns and the

actual results realized in the actual management of a portfolio. Back-tested

performance results are created by applying an investment strategy or methodology to