Category Archive for "Market Strategy" | John Rothe | Portfolio Manager, Quant, Tech Geek, And Sometime Superhero To My Kids

January Update For The Global Asset Allocation Strategy

Below is the January allocation for the Global Asset Allocation Strategy.   And here is how the Strategy performed in December: Model testing and research done with ETFreplay Strategy Rules: The rules for the model are to examine a prescreened global ETF universe to find the top ten ETFs with the highest relative strength. Those 10 ETFs are then allocated equal ...

Debt Ceiling And The Stock Market So Far

As we get closer to the debt ceiling "cut off date" of October 17th, stock market volatility is beginning to spike as investors are becoming more worried that the markets will repeat the quick drop of 2011 caused by the last debt ceiling debates. S&P 500 October 2011:   This time around, the increase in market volatility may ...

Most Recent NAAIM Survey Results

The green line shows the close of the S&P 500 Total Return Index on the survey date. The purple line depicts a two-week moving average of the NAAIM managers’ responses. The NAAIM Number 75.98 Last Quarter Average 70.53 Download Excel file with data since inception » Date NAAIM Number Mean/Average Bearish Quart1 Quart2 Quart3 Bullish Deviation 01/02/13 75.98 -125 59.25 77.50 100.00 200 53.25 12/26/12 88.10 0 67.00 85.00 100.00 200 44.51 12/19/12 80.19 -100 62.50 81.50 100.00 200 49.81 12/12/12 82.91 0 51.50 80.00 100.00 200 40.87 12/05/12 75.71 -125 51.00 85.00 100.00 200 53.95 11/28/12 55.19 -125 20.00 70.00 100.00 150 58.26 11/21/12 64.20 -25 40.00 50.00 100.00 170 42.98 11/14/12 67.22 -125 23.75 77.50 99.65 170 64.79 11/07/12 57.95 -125 40.00 65.00 90.00 170 57.54 10/31/12 75.11 -125 50.00 85.00 100.00 200 59.22 NAAIM member firms who are active money managers are asked each week to ...