All of my core market health indicators bounced around this week without much change. However, my core measures of risk moved enough to go positive. This changes the core portfolio allocations as follows:
Long / Cash portfolio: 40% long and 60% cash
Long / Short hedged portfolio: 70% long high beta stocks and 30% short the S&P 500 Index (or use SH)
Volatility hedged portfolio: 100% long (since 3/4/16)
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The Complete List Of Wilshire 5000 Stocks
Future Market Returns = Dividend Yield + Earnings Growth +/- Change In P/E Ratio
USD/JPY Making A Bullish N Pattern Through Chuvashov Fork
Ebay Rises As Morgan Stanley Double Upgrades On Payments Shakeup
The Pension Crisis Gets A Catchy Name: “Silver Tsunami”
