Tag Archives: portfolio allocation

Gold Outperforms Technology Year-To-Date

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.

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Bonds Have Become as Risky as Stocks and Volatility is on the Rise

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

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Price Action Lab Diversified ETF Portfolio Performance for 2014

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

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End of Year Portfolio Reallocation Panic

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.

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Stock-Bond Correlation On The Rise

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

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