We publish in real time two separate and distinct models. In addition, we also separately publish in real time individual trades from long time frames to very short term to illustrate the power of the ZYX Change Method. In all three, not only we made money, we significantly outperformed in the worst month in a half century.
IN MAY ZYX LONG SHORT EQUITIES ALLOCATION MODEL
BEAT S&P 500 BY 22.90%
The model worked better than we expected. Since its inception in 2007 to May 7, 2010, the model updated allocation only six times and never used hedging. In May, inputs to the model gyrated wildly necessitating frequent changes or hedging. More frequent changes proved worthwhile as the model beat S&P 500 by 22% in the worst month for broader market in over half a century. The chart illustrates the month.
IN MAY ZYX MULTI-ASSET GLOBAL ALLOCATION MODEL BEAT
MSCI AWI BY 20.57% AND S&P 500 BY 20.50%
This model also worked better than we expected. Since its inception in 2007 to May 7, 2010, the model updated allocation only four times and never used hedging. In May, inputs to this model also gyrated wildly necessitating frequent changes or hedging. More frequent changes proved worthwhile as the model beat S&P 500 by 22% and MSCI AWI by 30% in the worst month for broader markets in over half a century.
The model successfully changed allocations between longs ,shorts or no allocation in oil, copper, silver, Chinese Yuan, US treasuries, US junk bonds, US senior bank debt, Asian real estate, US small cap equities, US large cap equities,US mega cap equities, US retail equities, US HMO equities, US utilities equities Spanish equities, European export equities, emerging markets, India equities, China equities, Taiwan equities , Brazil equities and cash.
ZYX INDIVIDUAL TRADES
In May, 11 individual trades were closed. All were winners. Once again power of the ZYX Change Method was evident in trades over different time frames ranging from 264 days to one day. Please see the table below for details.
