Timing Model = -1.0
30% long, 70% cash
10 day moving average: 9% long, 91% cash
Global allocation of long positions
MSCI EAFE Index 30%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 40%
Top U.S. Sectors
U.S. Oil & Gas 5.5
U.S. Health Care 5.5
Precious Metals 4.5
U.S. Oil Equipment, Services & Distribution 4.0
U.S. Basic Materials 4.0
U.S. Utilities 4.0
Top Intl. ETFs
MSCI Brazil Index Fund 3
MSCI Malaysia Index Fund 3
MSCI Hong Kong Index Fund 2
S&P Latin America 40 Index Fund 2
MSCI Emerging Markets Index Fund 2
Strategy 3
Emerging Markets 20.0%
Money Market 20.0%
Industrial Materials 20.0%
Agriculture 20.0%
Precious Metals 20.0%
EAFE 0.0%
U.S. Large Cap 0.0%
U.S. Small Cap 0.0%
U.S. Long Bonds 0.0%
U.S. REITs 0.0%
Given the state of the sentiment indicators I follow, I believe we are very close to some sort of bottom (short or intermediate term). My model has just ticked up to -1.0 and is very close to gaining more points via the sentiment components.
2 comments:
$cpc...has continued to be a single indicator worth predicting risk-reward...but, sure would like to have a means to back test w/hard data. Remain interested in knowing your sentiment indicators, scorings,etc.
jasper
good luck to all in this very tough mkt.
Hopefully I'll have more time to resume posting on my models over the coming weeks. I just got back in town yesterday.
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