NDR Dynamic Allocation Strategy September 2021 Update

Dynamic Allocation Strategy, indicators, weightings update
BY BRIAN SANBORN

The Dynamic Allocation Strategy’s equity allocation remains above 80%.

All six top-level indicators in the model (relative strength, participation, leading economic indicators, shipping rates, economic sentiment, 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: NDRDAS202109021

Other posts

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 →

Day Hagan/NDR Smart Sector® with Catastrophic Stop Strategy October 2022 Update

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

Putin Renews Geopolitical Tension, Walmart Earnings

BY TEMATICA
The S&P 500 Outlook - Bank of America vs. Goldman Sachs Read more →
Back to all posts →