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Core Risk Improves

Over the past week most of my core measures of market health improved. Most notably is that my measures of risk went positive.


This changes the portfolio allocations as follows:

Long / Cash portfolio: 20% long and 80% cash

Long / Short Hedged portfolio: 60% long high beta stocks and 40% short the S&P 500 Index (or the ETF SH)

Volatility Hedged portfolio: 100% long (from 10/9/15)

Another thing of note this week is that the Bullish Percent Index (BPSPX) is back above 60%. This reduces the risk of a steep or waterfall type decline. Here’s a post that explains the risk associated with poor breadth in the market.


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