My market risk indicator is warning again this week. That means a mid term volatility hedge on all the portfolios or going to cash. Below are the current portfolio allocations.
Long / Cash portfolio: 100% cash
Long / Short Hedged portfolio: 50% long and 50% hedged with mid term volatility (an ETF/ETN like VXZ)
Volatility Hedged portfolio: 50% long and 50% hedged with mid term volatility.
My core market risk indicators are also dropping fairly quickly.