Archive for November, 2011
TAA Model for December, 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 | Leave a Comment
One bit of follow up (inspired by Ed Mamula) to my previous post December Super Duper Bullish. That post showed that December has historically been bullish for the stock market. Ed asked whether this bullish seasonality was affected by the market’s performance in the preceding 11 months, Jan – Nov (which would make sense given “tax loss selling” [...]
Filed under: Time-based | 6 Comments
December Super Duper Bullish
The end of November is nigh. This is a quick look at how the U.S. market has performed historically in December. First, the numbers… December has significantly outpaced the average month over the last 80+ years across all metrics, particularly the one I think matters most: average return / std. dev. of returns. From this 30,000 [...]
Filed under: Time-based | 5 Comments
