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

Thoughts From The Divide: Hold On Tight

BY JON WEBB

“It’s obvious that there’s going to be stress and losses”. The comment is from Janet Yellen’s comments this week and comes from the discussion of the ongoing CRE dumpster fire. Stress and losses aside, the Treasury Secretary was unruffled, following up with the comment, “I hope and believe that this will not end up being a systemic risk to the banking system.” Yellen did admit that size matters. While “The exposure of the largest banks is quite low,… there may be smaller banks that are stressed by these developments” Read more →

Will the S&P 500’s Losing Streak Extend to Five Days?

BY TEMATICA

Nvidia's guidance offers something for the bulls and the bears, but here's our take Read more →

Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy January 2023 Update

BY BRIAN SANBORN

Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update. Read more →

Back to all posts →