Market Strength Goes Positive


My core measures of market strength have gone positive. That changes the core portfolio allocations as follows:

Volatility Hedged portfolio: 100% Long (Since 5/7/2018)

Long / Short Hedged portfolio: 80% long high beta stocks and 20% short the S&P 500 Index (or use an ETF like SH)

Long / Cash portfolio: 60% long and 40% cash.

 

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