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Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
Our FX models for USD against EUR, GBP, AUD, NZD and NOK, which were largely USD positive last year, reversed in January. In particular, our reversion models are suggesting some strength in these currencies against USD in the near term. Nevertheless, the continued outperformance of the US economy, alongside sluggish growth in Europe, suggests that any USD reversal will not be sustained.
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
The sector model maintained mixed leadership this month. Entering December, Consumer Discretionary, Financials, and Utilities are above benchmark weight. Communication Services improved to marketweight. Information Technology, Real Estate, Industrials, Materials, Energy, Consumer Staples, and Health Care are below benchmark weight.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
A strong start from Currency Compass last month, where we called for a 50bp Fed rate cut camp but noting our currency models point to EURUSD and GBPUSD weakness, so any bounce is a good opportunity to add EUR and GBP hedges. Indeed it was, with EURUSD hitting 1.12 and GBPUSD 1.34 before falling back. Stronger US data, in particular the employment report, helped cement this view, the chart below illustrates how recent US data has pushed up the Atlanta Fed Q3 GDPNow forecast from 2% to above 3%.
Day Hagan/Ned Davis Research Smart Sector® with Catastrophic Stop strategy, model and allocations update.
The NDR Fixed Income Allocation Strategy, Positioning Update
Dynamic Allocation Strategy, indicators, weightings update
