Archive for June, 2011
TAA Model for July, 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 | 4 Comments
Seasonality Map for July, 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 July 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 49% of the time with [...]
Filed under: Monthly Seasonality Map | 1 Comment
July on Par
The end of June is nigh. This is a quick look at how the U.S. market has performed historically in July. First the (misleading) numbers… From this 30,000 foot view, July has trounced the average calendar month with nearly twice the monthly return. But averages can be misleading because they say nothing about how consistent an observation has [...]
Filed under: Time-based | 1 Comment
