Archive for December, 2011
TAA Model for January, 2012
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 | 6 Comments
Monthly Seasonality Map
I’ve had quite a few readers ask about the monthly seasonality map. I want to retool the Map, but I’ve been busy the last month or so on other projects. The large vs small cap map has been performing exceptionally well, but that’s not the one most folks are using. Most readers are interested in [...]
Filed under: Monthly Seasonality Map | 1 Comment
January Bullishness on the Wane?
The end of December is nigh. Here’s a quick look at how the U.S. market has performed historically in January. First the (misleading) numbers… From this 30,000 foot view, January has solidly outperformed the average month, with almost twice the average and median return (at less volatility). But averages can be misleading because they say [...]
Filed under: Time-based | 4 Comments
