THE MODEL IS DOING WELL IN JUNE AFTER A VERY PROFITABLE MAY
ZYX Multi-Asset Global Allocation model returned profit of 11.00% in May compared to a loss of
9.50% in S&P 500 and a loss of 9.57% in MSCI AWI.
On May 26,2010 the model updated allocation as follows:
Taiwan Equities 5% Long
Brazil Equities 5% Long
India Equities 5% Long
Europe Export Equities 30% Long
US Utilities Equities 10% Long
US Mega Cap Equities 10% Long
US High Yield Bonds 10% Long
US Senior Bank Loans 10% Long
US 20+ Year Treasuries 15% Short
Since then all long positions have been highly correlated to S&P 500. The S&P 500 chart below illustrates success of the model at timing in June.… Please click here or the title below to read more.
June 14, 2010