Facebook Twitter Gplus YouTube E-mail RSS
magnify
Home Featured Back to Full Exposure
formats

Back to Full Exposure

Over the past week, all of my core market health indicators rose. Most notably, are my measures of market quality. This category of indicators went negative just two weeks ago, then flipped back to positive this week. Normally, the core indicators don’t whipsaw because they are attempting to catch intermediate term trends. In fact, there were only a handful of times in the last 16 years where a category went negative for only two weeks. This is the first occurrence of a category whipsawing without any of the other categories already in negative territory. With measures of market quality now positive the core portfolio allocations are as follows:

Long / Cash portfolio: 100% long

Long / Short Hedged portfolio: 100% long high beta stocks

Volatility Hedged Portfolio: 100% long (since 11/11/2016)

170113MarketHealth

 

 
Tags: ,
 Share on Facebook Share on Twitter Share on Reddit Share on LinkedIn
No Comments  comments 
Add Comment Register

Leave a Reply

Your email address will not be published. Required fields are marked *

HTML tags are not allowed.