Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)
Last Update: 2013-04-04
Full Report in .pdf for Thursday, Apr. 04 2013: Apr. 04, 2013
Monthly Reviews: Feb. 11, 2013 - Mar. 08, 2013, Jan. 14, 2013 - Feb. 08, 2013, Dec. 10, 2012 - Jan. 11, 2013, Nov. 05 - Dec. 07, 2012, Oct. 08 - Nov. 02, 2012 , Aug. 04 - Oct. 05, 2012, July 07 - Aug. 03, 2012 , June 04 - July 06, 2012, May 05 - June 01, 2012 , Apr. 06 - May 04, 2012, Mar. 06 - Apr. 05, 2012, Jan. 20 - Mar. 03, 2012
April 2013: Apr. 03, 2013, Apr. 02, 2013, Apr. 01, 2013
March 2013: March 28, 2013, March 26, 2013, March 25 2013, March 22, 2013, March 21, 2013, March 19, 2013, March 18, 2013, March 14, 2013, [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined]
February 2013: [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined]
January 2013: [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], [Download id not defined], Jan. 23, 2013, Jan. 22, 2013, Jan. 18, 2013, Jan. 17, 2013, Jan. 16, 2013, Jan. 15, 2013, Jan. 14, 2013, Jan. 10, 2013, Jan. 09, 2013, Jan. 07, 2013, Jan. 04, 2013, Jan. 03, 2013, Jan. 02, 2013
December 2012: Dec. 30, 2012, Dec. 28, 2012, Dec. 27, 2012, Dec. 24, 2012, Dec. 21, 2012, Dec. 20, 2012, Dec. 19, 2012, Dec. 18, 2012, Dec. 17, 2012, Dec. 14, 2012, Dec. 13, 2012, Dec. 12, 2012, Dec. 11, 2012, Dec. 10, 2012, Dec. 07, 2012, Dec. 06, 2012, Dec. 05, 2012, Dec. 04, 2012, Dec. 03, 2012
November 2012: Nov. 30, 2012, Nov. 29, 2012, Nov. 28, 2012, Nov. 27, 2012, Nov. 26, 2012, Nov. 23, 2012, Nov. 21, 2012, Nov. 20, 2012, Nov. 19, 2012, Nov. 16, 2012, Nov. 15, 2012, Nov. 14, 2012, Nov. 13, 2012, Nov. 12, 2012, Nov. 09, 2012, Nov. 08, 2012, Nov. 07, 2012, Nov. 06, 2012, Nov. 05, 2012, Nov. 02, 2012, Nov. 01, 2012
October 2012: Nov. 02, 2012, Nov. 01, 2012, Oct. 29, 2012, Oct. 26, 2012, Oct. 25, 2012, Oct. 24, 2012, Oct. 23, 2012, Oct. 22, 2012, Oct. 19, 2012, Oct. 18, 2012, Oct. 17, 2012, Oct. 16, 2012, Oct. 15, 2012, Oct. 12, 2012, Oct. 11, 2012, Oct. 10, 2012, Oct. 09, 2012, Oct. 08, 2012, Oct. 05, 2012, Oct. 04, 2012, Oct. 03, 2012, Oct. 02, 2012, Sep. 29, 2012
September 2012: Sep. 28, 2012, Sep. 27, 2012, Sep. 26, 2012, Sep. 25, 2012, Sep. 23, 2012, Sep. 21, 2012, Sep. 20, 2012, Sep. 19, 2012, Sep. 18, 2012, Sep. 15, 2012, Sep. 14, 2012, Sep. 13, 2012, Sep. 12, 2012, Sep. 11, 2012, Sep. 10, 2012, Sep. 07, 2012, Sep. 06, 2012, Sep. 05, 2012, Sep. 03, 2012
August 2012: Aug. 03, 2012, Aug. 02, 2012, Aug. 01, 2012
July 2012: Aug. 01, 2012, July 31, 2012, July 28, 2012, July 27, 2012, July 26, 2012, July 25, 2012, July 24, 2012, July 21, 2012, July 20, 2012, July 19, 2012, July 18, 2012, July 17, 2012, July 14, 2012, July 13, 2012, July 12, 2012, July 11, 2012, July 10, 2012, July 07,2012, July 06, 2012, July 05, 2012, July 03, 2012
June 2012: June 21, 2012, June 20, 2012, June 19, 2012, June 16, 2012, June 15, 2012, June 14, 2012, June 13, 2012, June 12, 2012, June 09, 2012, June 08, 2012, June 07, 2012, June 06, 2012, June 05, 2012, June 04, 2012, Jun. 01, 2012
May 2012: May 31, 2012, May 30, 2012, May 26, 2012, May 25, 2012, May 24, 2012, May 23, 2012, May 22, 2012, May 21, 2012, May 18, 2012, May 17, 2012, May 16, 2012, May 15, 2012, May 12, 2012, May 11, 2012, May 10, 2012, May 09, 2012, May 08, 2012, May 05, 2012, May 04, 2012, May 03, 2012, May 02, 2012, May 01, 2012
April 2012: Apr. 28, 2012, Apr. 27, 2012, Apr. 26, 2012, Apr. 25, 2012, Apr. 24, 2012, Apr. 21, 2012, Apr. 20, 2012, Apr. 19, 2012, Apr. 18, 2012, Apr. 17, 2012, Apr. 16, 2012, Apr. 13, 2012, Apr. 12, 2012, Apr. 11 ,2012, Apr. 10, 2012, Apr. 06, 2012, Apr. 05, 2012, Apr. 04, 2012, Apr. 03, 2012
March 2012: Mar. 31, 2012, Mar. 30, 2012, Mar. 29, 2012, Mar. 28, 2012, Mar. 27, 2012, Mar. 24, 2012, Mar. 23, 2012, Mar. 22, 2012, Mar. 21, 2012, Mar. 20, 2012, Mar. 17, 2012, Mar. 16, 2012, Mar. 15, 2012, Mar. 14, 2012, Mar. 13, 2012, Mar. 10, 2012, Mar. 09, 2012, Mar. 08, 2012, Mar. 07, 2012, Mar. 06, 2012, Mar. 03, 2012, Mar. 02, 2012, Mar. 01, 2012
February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012
January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012
For detailed weights in strategies that combine the best equities with Bonds and/or Commodities please read the above .pdf
Strategies #1 and #2 are the most aggressive.
Strategies #3 and #4 are about to provide picks for investors with more conservative tastes.
Risk Sentiment Indicator: It is the percentage of the ETFs with “OFF” switch/indication among the specified group. “OFF” suggests being out of the market whereas “ON” suggests to be in the market. “Total” is a risk sentiment for all ETFs that belong to the underlying universe (please see Appendix for the complete list and categorization).
Risk Share: It is an indication of risk level in each group. The more risk, the greater the percentage share. The less risk, the lower the percentage share.
| Measuring Risk | ||
| Region, FX, SEC, B & C | Risk Sentiment Indicator | Risk Share |
| GLOBAL | 57% | 15% |
| NORTH & SOUTH AMERICA | 53% | 14% |
| EUROPE | 63% | 15% |
| ASIA/AUS/AFR/EURASIA | 22% | 12% |
| CURRENCIES | 11% | 11% |
| SECTORS | 50% | 15% |
| BONDS | 29% | 16% |
| COMMODITIES | 0% | 3% |
| Total | 37% | |
| ETFs issued before 2007 | ||||
| Picks | Strategy #1 | Strategy #2 | Strategy #3 | Strategy #4 |
| GLOBAL (Group 1) | ILF | RF | RF | RF |
| NORTH & SOUTH AMERICA (Group 2) | EWZ | RF | RF | RF |
| EUROPE (Group 3) | EWI | RF | RF | RF |
| ASIA/AUS/AFR/EURASIA (Group 4) | EWM | EZA | RF | EWM |
| CURRENCIES (Group FX) | FXE | FXA | FXE | FXE |
| SECTORS (Group SEC) | RF | RF | RF | RF |
| BONDS (B) | TLT | TLT | RF | TLT |
| COMMODITIES (C) | SLV | DBC | SLV | SLV |
| All Around Picks | SLV | DBC | SLV | SLV |
| ETFs issued after 2007 | ||||
| Picks | Strategy #1 | Strategy #2 | Strategy #3 | Strategy #4 |
| GLOBAL (Group 1) | ILF | SHV | SHV | SHV |
| NORTH & SOUTH AMERICA (Group 2) | ECH | FAZ | SHV | ECH |
| EUROPE (Group 3) | EWI | SHV | SHV | SHV |
| ASIA/AUS/AFR/EURASIA (Group 4) | ERUS | PIN | SHV | ERUS |
| CURRENCIES (Group FX) | FXE | YCS | SHV | FXE |
| SECTORS (Group SEC) | SHV | ERX | SHV | SHV |
| BONDS (B) | JNK | TBT | SHV | JNK |
| COMMODITIES (C) | SLV | UCO | SLV | SLV |
| All Around Picks | ECH | UCO | SLV | ECH |
2012-01-17:Following our readers’ requests we have enhanced the groups including one with different sectors.Notes:“RF” denotes a risk-free asset (given the fact that there are no cash equivalent ETFs (e.g. SHV) with inception date before 2007).
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Dear Charlie,
Thank you very much for your message.
The difference among the strategies is a matter of aggressiveness.
Strategies #1 and #2 are the most aggressive.
Strategies #3 and #4 are about to provide picks for investors with more conservative tastes.
We had pans to upload a paper with the methodology, however due to lack of time this is still not the case. However, we will do it in the near future.
I know you are curious so I will give you a hint: strategies are based using the “degree of smoothness” of the series. So, all signals are given based on how smooth (or not) the series.
I hope in two months time there will be a draft of the paper uploaded.
Is there any documentations regarding the methodology and the difference among the 4 strategies? Thanks.