Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy May 2023 Update

Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
BY BRIAN SANBORN

The Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy entered this month recommending a fully invested allocation. 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.

Entering May, the sector model is overweight defensive sectors such as Health Care, Utilities, and
Energy. Information Technology dropped to marketweight. All other sectors are underweighted with significant drops in allocation to Real Estate and Financials.

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

Full strategy commentary: NDRSASDH202305021

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

Other posts

NDR Fixed Income Allocation Strategy July 2023 Update

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

MI2 Partners Thoughts From The Divide: Deciding on “Someone”

BY JON WEBB
A little less than two years ago, we noted, with some surprise, that Huw Pill had bucked the usual central bank modus operandi of avoiding unfortunate truths and had instead gone the direct route, telling the UK “we’re all worse off, and we all have to take our share”. Speaking about inflation, the BoE’s Chief Economist clarified that, “If the cost of what you’re buying has gone up compared to what you’re selling, you’re going to be worse off… 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 →