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

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

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

Full strategy commentary: NDRDAS202202021

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BY ROBERT MINIKIN
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USDJPY: Update and Strategy Observation

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As USDJPY probes back towards the lows of its “liftshaft” experience in early August, longer dated implied volatility is on the rise and skew favours puts over calls even more than before. Read more →
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