Archive for December, 2010
TAA Model for January, 2011
This is a new monthly feature at the MarketSci Blog. Our Tactical Asset Allocation (TAA) model selects up to four assets from a diversified basket of asset classes on the final trading day of each month. Below is our allocation for today’s close. Click to read more about the TAA model. I eat my own cooking, so I’ve devoted a [...]
Filed under: Tactical Asset Allocation | 22 Comments
Another year is almost in the books. It’s been five years since I birthed MarketSci and over two years since I started this blog, and I still live in a perpetual state of being fascinated, frustrated, and enamored with these markets (and that’s a good thing). I made three big changes to my portfolio this year: [...]
Filed under: Random Stuff | 4 Comments
This is a monthly feature at the MarketSci Blog. Below is a map of potentially strong/weak days for the US stock market in January based on historical seasonality patterns. Read more after the image. Scorecard: since launching in April, the monthly seasonality map has called the closing direction of the S&P 500 correct 50% of the time with winning [...]
Filed under: Monthly Seasonality Map | 3 Comments
The end of December is nigh. Here’s a quick look at how the U.S. market has performed historically in January. First the (misleading) numbers… From this 30,000 foot view, January has solidly outperformed the average month, with almost twice the average and median return (at less volatility). But averages can be misleading because they say [...]
Filed under: Time-based | 6 Comments
I don’t want to go into Christmas on a sour note, so HAPPY HOLIDAYS folks! I’m eternally indebted to you all for your thoughts and time. Having said that, random rant for the day… I know I don’t make many friends whenever I get on this soap box, but it irks me that financial bloggers don’t [...]
Filed under: Random Stuff | 9 Comments
