The Dynamic Allocation Strategy equity weighting remains above benchmark.

Two-thirds of the top-level indicators favor equities over fixed income.

U.S. Large-Caps, U.S. Value, and U.S. Small-Caps received the highest allocations. Click the link below to read more about the strategy’s positioning.

Full strategy commentary: NDRDAS202409041

Other posts

C8 Hedge – Currency Compass – Election Special – November 2024

BY JON WEBB
The strong USD bias worked well for our FX models last month, with our dynamic hedge adding over 1% outperformance for EURUSD and GBPUSD, and over 3% for USDJPY.  We note, however, that our models have now moved to neutral for the USD against the EUR and GBP, though still look for higher USDJPY.  Reducing FX risk may well be sensible given the closeness of the US Presidential election, and doubts about the accuracy of polls. Though, as we note overleaf, late momentum now marginally favours Harris. Read more →

C8 Weekly Bulletin – “Hope” is not an investment strategy

BY ROBERT MINIKIN
Given so much investor focus on macro-drivers, we are pleased that IVI Capital, the global macro hedge fund, have provided us with a new update on their market outlook. The IVI Capital Global Macro Index is a daily, futures-only strategy and C8 Studio shows the index up 24.0% so far this year.  Read more →

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 →
Back to all posts →