The Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy entered this month fully invested. The NDR Catastrophic Stop model is based on the combination of two proprietary composites: 1) the Internal Composite (technical and price-related indicators) and 2) the External Composite (fundamental, economic, interest rate, and behavioral/sentiment indicators). Each composite is one-half of the overall score.

This month’s allocation to U.S. equities is overweight Energy, Health Care, Materials, Consumer Discretionary, and Utilities. The model is underweight Information Technology and Communication Services. The sector allocations are determined using NDR’s Sector Model, where each sector has sector-specific, weight-of-the-evidence composites of fundamental, economic, technical, and behavioral indicators to determine the sector’s probability of outperforming the S&P 500.

Click the link below to read more about the strategy’s positioning.

Full strategy commentary: NDRSASDH202204051

Visit the Day Hagan research page for access to additional commentary and webcasts.

Other posts

NDR Dynamic Allocation Strategy May 2023 Update

BY BRIAN SANBORN
Dynamic Allocation Strategy, indicators, weightings update Read more →

NDR Fixed Income Allocation Strategy August 2023 Update

BY BRIAN SANBORN
The NDR Fixed Income Allocation Strategy, Positioning Update Read more →

C8 Weekly Bulletin – Adding Uncorrelated Returns

BY JON WEBB
With equity and bond markets having moved in tandem for the past few years, this week's Bulletin focuses on the potential to add uncorrelated returns to an equity/bond portfolio.   Read more →
Back to all posts →