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Systematic Tactical Asset Allocation

The systematic tactical asset allocation strategy uses a proprietary algorithm that adjusts monthly exposure to stocks, bonds, gold, and commodities. Based on timing signals, the algorithm determines the proper mix of assets to maximize the Sharpe ratio and minimize volatility. This is a beta strategy, but it has the potential to generate high-risk-adjusted returns and leveraged alpha. The strategy generates signals for ETFs in the monthly timeframe.

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Below is the current allocation. Unlocking the protected content requires a Market Signals or an All in One premium subscription.

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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