Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy February 2021 Update

Based on the February model update, the Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy remains 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 has an overweight on Information Technology and underweight for Consumer Staples. 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.
BY BRIAN SANBORN

Full strategy commentary: NDRSASDH202102031

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

Other posts

Thoughts From The Divide: Identifying Ducks

BY JON WEBB
While we may have missed getting out our Thoughts From The Divide year-in-review piece before the new year (mea maxima culpa), we did manage to spend some time going through our “best of” and “greatest hits” in anticipation of the changing of the calendar. As usual, there were some repeated themes and tropes, but at the highest level, what struck us was that last year seemed very much governed by the timeless question from the underrated philosopher of science, Whitney Houston: “How will I know?” (closely followed by her observation that “crack is whack”) Read more →

MI2: Forecasting A Seismic Move in Markets and the Global Economy

BY JON WEBB
At the start of the year, we watched with growing concern as U.S. markets soared to extremes, seemingly indifferent to economic and geopolitical realities.  The rally wasn’t driven by fundamentals but by an endless stream of hyperbolic adjectives and increasingly outlandish claims of quick fortunes to be made. Read more →

Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy September 2024 Update

BY BRIAN SANBORN
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update. Read more →
Back to all posts →