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

Tariff Turmoil, OPEC+ Output Hike & Fed Meeting Ahead

BY TEMATICA
The market expects no move from the Fed but what about the White House? Read more →

C8 Currency Compass – October 2024

BY JON WEBB
A strong start from Currency Compass last month, where we called for a 50bp Fed rate cut camp but noting our currency models point to EURUSD and GBPUSD weakness, so any bounce is a good opportunity to add EUR and GBP hedges.  Indeed it was, with EURUSD hitting 1.12 and GBPUSD 1.34 before falling back.  Stronger US data, in particular the employment report, helped cement this view, the chart below illustrates  how recent US data has pushed up the Atlanta Fed Q3 GDPNow forecast from 2% to above 3%. Read more →

USD Pivot Lower in 2024 – MI2 for C8

BY JON WEBB
MI2 currently has a bias for cyclical USD weakness as we progress into 2024, but this weakness could easily morph into an environment of secular USD decline. The early signs of USD weakness are falling into place, and with the current complacent consensus of stable FX relationships within the G4, the risk is building for a decisive break from the prevailing regime. Below, we segment our analysis to line up our skittles for a consensus-busting weak USD impulse. Read more →
Back to all posts →