NDR Dynamic Allocation Strategy August 2021 Update

Dynamic Allocation Strategy, indicators, weightings update

BY BRIAN SANBORN

The Dynamic Allocation Strategy’s equity allocation remains above 80%.

Five of the six top-level indicators in the model (relative strength, participation, leading economic indicators, shipping rates, and central banks) favor equities over fixed income.

U.S. Large-Caps, U.S. Growth, and U.S. Value received the largest weightings. Click the link below to read more about the strategy’s positioning.

Full strategy commentary: NDRDAS202108031

Other posts

C8 Currency Compass – USD Correction II – February 2025

BY JON WEBB

Our FX systems started the year with ashort USD bias (against the general consensus for a stronger USD). For the first three weeks this bias worked well as fears of blanket US tariffs did not materialize, however, in the final week of January, tariffs were announced on Mexico, Canada and China leading to some renewed USD strength. Nevertheless, so far, the measures that have been taken (with some already suspended for now) have not been as bad as feared. Looking forward to this month, we note the signals are more mixed for the USD though our hedge ratios remain negative USD for the largest currencies: EUR, GBP and JPY. Read more →

Trump: How You Like Me Know?

BY TEMATICA

ISM March Services PMI, March Employment Report and Powell on Deck Read more →

C8 Weekly Bulletin: Trend Following

BY ROBERT MINIKIN

Central banks have had to act aggressively to contain inflation expectations - leading to an unwinding of excess global liquidity and divergent responses across asset classes. A return to "normal" financial markets, with less policy support for asset prices and higher market volatility. In this context, there is also new investor interest in trend-following strategies that exploit diverging market dynamics. C8 Studio contains both high quality trend-following indices and innovative combination technology. Read more →

Back to all posts →