NDR Dynamic Allocation Strategy June 2022 Update

Dynamic Allocation Strategy, indicators, weightings update

BY BRIAN SANBORN

The Dynamic Allocation Strategy’s equity allocation is near 70%.

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

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

Full strategy commentary: NDRDAS202206021

Other posts

C8 Weekly; China Liberalisation Coincides with C8 China Futures Access Launch

BY ROBERT MINIKIN

Over the month since our C8 Weekly Bulletin highlighted early signs of an opening up of the Chinese economy, the liberalisation steps have gathered new momentum. Against this backdrop, the timing may be propitious for Cirdan Capital's launch today of the C8 China Futures Access certificate. 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 →

USDJPY: Update and Strategy Observation

BY JON WEBB

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 →

Back to all posts →