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