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Core Portfolios Reducing Exposure

Over the past week, my core market health indicators bounced around a bit. Most notably is that my core measures of the economy fell below zero. This results in a change in the core portfolio allocations as follows:

Long / Cash portfolio: 60% long and 40% cash

Long / Short portfolio: 80% long high beta stocks and 20% short the S&P 500 Index (or an ETF like SH)

The Volatility hedged portfolio is not impacted by the core indicators so it is still 100% long (since 7/1/16)


One other notable thing this week is my core measures of risk are still close to signaling a very bullish condition for the market. They aren’t being impacted by the small dip that started a couple of weeks ago which is a positive sign, but they haven’t moved into the “very bullish” territory yet either. This is the thing I’m watching most closely for signs of a strong rally into the end of the year.

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