Archive for May, 2011
TAA Model for June, 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 | 14 Comments
Seasonality Map for June, 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 June 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 50% of the time with [...]
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June on Par
The end of May is nigh. This is a quick look at how the U.S. market has performed historically in June. First the numbers… From this 30,000 foot view, June has performed inline with the average calendar month in terms of average return, return relative to standard deviation, and % winning months. But averages can be [...]
Filed under: Time-based | Leave a Comment
