Timing Model = 1.5
80% long, 20% cash
Global allocation of long positions
MSCI EAFE Index 20%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 50%
Top U.S. Sectors
U.S. Telecommunications 3.5
U.S. Health Care 3.5
U.S. Semiconductor 2.5
Composite Internet 2.5
U.S. Biotechnology 2.5
Precious Metals 2.5
U.S. Leisure Goods 2.5
U.S. Pharmaceuticals 2.0
U.S. Consumer Services 2.0
Top Intl. ETFs
MSCI Malaysia Index Fund 1
MSCI Brazil Index Fund 1
FTSE China (HK Listed) Index Fund 1
S&P Latin America 40 Index Fund 1
FTSE/Xinhua China 25 Index Fund 1
MSCI South Korea Index Fund 1
MSCI All Country Asia ex Japan Index Fund 1
MSCI Taiwan Index Fund 1
Strategy 3
Money Market 33%
U.S. Long Bonds 33%
Precious Metals 33%
Strategy 4
U.S. Long Bonds 25%
U.S. Large Caps 25%
Precious Metals 25%
U.S. Small Caps 25%
Sentiment will increasing become a non factor and the SPX and Value Line Composite Index's ability to rise or stay above its 75 dma will be increasingly important. Sector rotation has muddied the waters a bit recently. I'll be curious to see if Semis and Internet can hold onto their recent hot steaks. I'm also curious if the intermediate term OS condition of Healthcare means the sector will have a another run. Right now, sector diversification is makes a lot of sense.
Sunday, March 29, 2009
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1 comments:
In the second week of this rally, I committed....and totally agreed...I was going to spread the bets. xbi/health and fxi were already long term holdings.
So I added w/ world etf as the comparison....gets good volume these days too.
http://stockcharts.com/charts/performance/perf.html?IYZ,EPP,EWC,
ILF,KRE,IWP,SLV,ACWI,xlk,gdx
If I was to choose the usual one or two to committ to highest strength it was seen in EPP and EEm. But, for me moral of the story...when unsure about focused strength is to go real broad...ACWI...not a bad bet just to keep it simple.
Tom, as i embark on another sophisticated run at Wealth Lab code programing for a simple systematic intermediate etf term program it would do by spirit good to do some reality testing here. Meanwhile, the code still looks overwhelming and the optimization feature does not return until the JUne release version. Sometimes, I think that just looking a few groups at stockcharts on their performance charts and then doing two stock relative comparisons is just better. Numbers are cool, but pictures are rich. Jasper
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