Archive for April, 2011
TAA Model for May, 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 the new 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 | 5 Comments
Seasonality Map for May, 2011
This is a monthly feature at the MarketSci Blog. Below is a map of potentially strong/weak days for the US stock market in May based on historical seasonality patterns. Read more after the image. Scorecard: since launching in April 2010, the monthly seasonality map has called the closing direction of the S&P 500 correct 51% of the time with [...]
Filed under: Monthly Seasonality Map | 1 Comment
May on Par
The end of April is nigh. This is a quick look at how the U.S. market has performed historically in May. First the (misleading) numbers… From this 30,000 foot view, the average May return has fallen far short of the average month (+0.06% versus +0.76%) over the last 80+ years. But averages can be misleading because [...]
Filed under: Time-based | 2 Comments
