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Systematic Tactical Asset Allocation

The systematic tactical asset allocation strategy adjusts monthly exposure to equities, bonds, gold, and commodities using a proprietary algorithm. Based on monthly timing signals, the algorithm determines the optimal asset allocation in order to maximize the Sharpe ratio and minimize volatility. This strategy may generate high risk-adjusted returns and even leveraged alpha.

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The present allocation is detailed below. Unlocking the protected content requires a subscription to Market Signals or All-in-One.

Specific disclaimer: The risks of investing in equities, or equity derivatives, include the total loss of capital. At times, we may hold positions, long or short, calls or puts, in several ETFs listed in these reports.

Disclaimer: The systematic tactical asset allocation signals (Signals) are provided for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness, or timeliness for any particular purposes of the Signals. Under no circumstances should the Signals be treated as financial advice. The author of this website is not a registered financial adviser. Before subscribing, please read our Disclaimer and Terms and Conditions.

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