Over the past week my core market health indicators bounced around a bit, but none of them moved to enough change any of the core portfolio allocations. They’re all still 100% long.
One thing of note is that Thursday’s strong rally cleared the components of my market risk indicator that were negative. Today only one component is bouncing around near the zero line. Since all four must be below zero to create a signal the Volatility Hedge continues to be 100% long. Have a good weekend everyone.