Tag Archives: portfolio allocation
The holiday-shortened week marked a significant change in asset performance with gold outperforming technology on a year-to-date basis. This impacts diversified portfolios.
Higher returns in the bond market have come at higher risks. In the case of TLT, the 14-day ATR has almost doubled from December of last year and annualized standard deviation of daily returns has increased to 11.5%, matching that … Continue reading
The Price Action Lab diversified ETF portfolio invests in SPY, TLT, GLD and DBC at the beginning of each year with fixed weights that are calculated as of the close of the previous year and no more transactions take place … Continue reading
Fund managers are selling precious metals, energy and commodities as we are approaching the end of this year in order to avoid underperforming the SP500 during the next rolling two-year period. Bonds are not yet affected but they may be soon.
The stock-bond 60-day rolling correlation calculated using SPY and TLT has increased 25% since the start of August, from -0.80 to -0.60. This may be good news for the stock market in the medium term because the volatility of stock/bond portfolios has increased … Continue reading