Over the last week, I saw broad based strength in my core market health indicator categories. My measures of market quality moved back into positive territory. This means that all of the portfolio allocations are now 100% long.
Market Risk Warning
Volatility Hedged PortfolioLong 50% Volatility Hedge 50%
Long / Short Hedge PortfolioLong 50% Volatility Hedge 50%
Long / Cash PortfolioCash 100%