Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy November 2022 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 November, the sector model overweighted Value areas Energy and Materials, as well as defensive sectors Consumer Staples and Health Care . Inverse rate sensitive areas such as Communication Services, Utilities, Consumer Discretionary, and Real Estate all entered the month below benchmark allocation. Industrials was the one sector with rising rate sensitivity to enter the month significantly below benchmark weighting.

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

Full strategy commentary: NDRSASDH202211041

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

Other posts

Thoughts From The Divide: Breaking up is hard to do

BY JON WEBB
Friday is a Non-Farm Payroll day, and the early indications have pointed to a softer report. Private sector hiring, as reported by ADP, rose by just 37,000 in May, the lowest in more than two years. The weekly claims data added to the impression of softness in employment, hitting a seven-month high. While 247,000 claims are hardly a collapse, it might indicate less “fat” in the labour market, meaning that the Labour market doesn't have the momentum it had in '22. Read more →

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

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

C8 Weekly Bulletin: The asset class ‘du jour’ – corporate bonds!

BY JON WEBB
The latest Financial Times opinion piece 'The Long View' flags investor interest in an exciting new asset class – not crypto, not AI-driven stocks… but newly higher-yielding corporate bonds! January data on ETF inflows certainly underlined the revived US investor appetite for fixed income with overall inflows running slightly of those into equities. Amid this constructive backdrop, USD and EUR corporate bond markets begin 2023 on a robust note.  Read more →
Back to all posts →