Archive for October, 2011
TAA Model for November, 2011
This is a 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 healthy share of [...]
Filed under: Tactical Asset Allocation | 5 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 November 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 | 2 Comments
Gold and November
Since gold is a hot play at the moment (and one near and dear my wallet) I’m going to report monthly on any calendar seasonality bias that might exist for the upcoming month. This is a look at how gold has performed historically in November. First, the (misleading) numbers… From this 30,000 foot view, gold has been [...]
Filed under: Time-based | Leave a Comment
Changing the Lineup
A quick for-profit message… This has been a rough month for our aggressive long/short YK strategy. Worse though is the fact that it comes after an extended period of uninspiring performance. I think that YK will have more days in the sun, but I don’t feel comfortable directing new subscribers and managed accounts to the [...]
Filed under: Random Stuff | 2 Comments
November a Bit Bullish
The end of October is nigh. This is a quick look at how the U.S. market has performed historically in November. First, the numbers… From this 30,000 foot view, November has performed in line with the average month over the last 81 years. But averages can be misleading because they say nothing about how consistent [...]
Filed under: Time-based | 3 Comments
