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3 comments:
It is very cool that you put the chart under the video link! You're looking at your monitor, I'm looking at your chart posting, it was just a very natural experience for a video blog - nice job.
MFB
funny, i hadn't thought of it in that context, thank you.
Models this week:
Timing Model = 4.0
100% long
Global Allocation of long positions
MSCI EAFE Index 40%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 30%
Top U.S. Sectors
U.S. Oil Equipment, Services & Distribution 4.0
U.S. Oil & Gas 4.0
U.S. Leisure Goods 2.5
U.S. Semiconductor 2.5
U.S. Technology 2.5
U.S. Basic Materials 2.5
Composite Internet 2.5
Top Intl. ETFs
MSCI Germany Index Fund 3
S&P Latin America 40 Index Fund 3
MSCI Brazil Index Fund 3
MSCI Mexico Index Fund 3
FTSE/Xinhua China 25 Index Fund 3
MSCI South Korea Index Fund 3
MSCI Emerging Markets Index Fund 3
MSCI Malaysia Index Fund 2
MSCI Singapore Index Fund 2
MSCI Australia Index Fund 2
MSCI Canada Index Fund 2
Just a couple things to note; Emerging Market ETFs pretty much dominate my #3s in the list above. We may have reached a point where that relative dominance will ease, but I think anyone who hasn't had a sizable helping of Emerging Markets over the past few years has miss out on some tremendous gains.
My timing model is still bullish as the sentiment indicators float in neutral territory. Until the markets begin a substantial break southward the model will signal a full-out long exposure.
Last thing: Are we seeing a shift from Value to Growth? The momentum measures I follow seem to be indicating this, but Wachovia's monthly quant report says otherwise:
http://tinyurl.com/2nt4np
Wachovia's QSM relies heavily on models and data from Ned Davis Research. I highly recommend it.
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