The Dynamic Allocation Strategy’s equity allocation dropped to below 60%.

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

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

Full strategy commentary: NDRDAS202112021

Other posts

C8 Weekly Bulletin: AI Investing with Brain

BY JON WEBB
The C8 Weekly Bulletin returns after an Easter break with the announcement that Brain, an AI-driven research provider, has now joined the C8 platform. Brain has developed NODES; an integrated Artificial Intelligence Engine that combines Artificial Intelligence algorithms with proprietary Natural Language Processing techniques to process a large volume of external information. Read more →

C8 Weekly Bulletin: Return to Income

BY ROBERT MINIKIN
Whilst the New Year's recovery in stock markets has grabbed much of the headlines, we also note that last year's fixed income sell-off has created opportunities in income products.  This week we illustrate this using C8 Studio, with income-generating indices from Vettafi. Read more →

C8 Bulletin: MI2 Joins C8 Studio

BY JON WEBB
The C8 Bulletin is back after a summer break, and we are delighted to announce that Macro Intelligence 2 Partners have added their Macro Alpha index to C8 Studio.  The Macro Alpha strategy is deeply rooted in MI2's macroeconomic insights. These directional strategies encompass a broad range of asset classes. The strategy aims to optimize risk-adjusted returns by dynamically-adjusting portfolios based on changing macroeconomic conditions. Taking three of our Global Macro contributers (including MI2), combining using our proprietary Tactical Asset Allocation, would have produced a 24% annual gain with 11% volatility and, notably, a 40% negative correlation to the S&P over the past two years. Read more →
Back to all posts →