Weekly Brief
08/28/2015

The strategies turned in very mixed results this week, as volatility continued to wreak havoc. Intermarket Matrix was our only winner, with a modest 0.32% gain. Global Equities slipped 0.09%, while Market Cap Blend and Sector Switch plunged 5.22% and 5.75% respectively. Our broad US equity measure recovered from sharp early-week losses to finish 0.71% higher.

Across Relative Strength tables, we counted 40 RS chart changes (see Matrix, Sectors, Blend, Global Eqs) and one RS chart reversal (see Matrix). Somewhat surprisingly, there were no fund rank changes and just three RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were five position changes to report this week (see Sectors, Blend). There were no dividend distributions.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned position changes and RS table developments.

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Trade Alert: 5 New Actions Taken
08/24/2015

Five portfolio-level changes were made today across two different strategies. Details are as follows:

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Weekly Brief
08/21/2015

The strategies were, by and large, hammered this week as global risk markets sold off broadly and sharply. Defensively-positioned Global Equities was our only winner, with a 0.21% gain. Meanwhile, Sector Switch, Intermarket Matrix and Market Cap Blend plummeted 3.80%, 4.13% and 5.68% respectively. Our broad US equity measure posted a miserable 5.63% loss.

Across Relative Strength tables, we counted 40 RS chart changes (see Matrix, Sectors, Blend, Global Eqs) and two RS chart reversals (see Matrix). There were no fund rank changes and just six RS charts ended the week on reversal alert (see Matrix, Sectors, Blend).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS table developments.

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Weekly Brief
08/14/2015

The strategies edged mostly higher this week. Market Cap Blend led with a 0.53% gain. Elsewhere, Intermarket Matrix and Sector Switch added 0.50% and 0.05% respectively, while Global Equities, which remains on defense in short-term bonds, broke even. Our broad US equity measure rose 0.68%.

Across Relative Strength tables, we counted 22 RS chart changes (see Matrix, Sectors, Global Eqs) and one RS chart reversal (see Matrix). There were no fund rank changes and just three RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS table developments.

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Weekly Brief
08/07/2015

The strategies gave up much of last week’s gains and turned collectively lower this week. Defensively-positioned Global Equities fared best, with a modest 0.10% loss. Elsewhere, Intermarket Matrix fell 0.93%, Market Cap Blend slipped 1.38% and Sector Switch gave up 1.90%. Our broad US equity measure lost 1.23%.

Activity continued apace across Relative Strength tables, where this week we recorded 42 RS chart changes (see Matrix, Sectors, Blend, Global Eqs), four RS chart reversals (see Matrix, Blend, Global Eqs), and nine fund rank changes (see Matrix, Blend, Global Eqs). Another four RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were no position changes to report this week. There were, however, three dividend distributions (see Matrix, Sectors, Global Eqs).

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned dividend distributions and RS table developments.

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Weekly Brief
07/31/2015

The strategies rebounded this week in tandem with the broader US stock market. Sector Switch led with a 1.50% gain. Market Cap Blend and Intermarket Matrix tacked on 1.29% and 1.08% respectively, while defensively-positioned Global Equities added a 0.20% through dividend distributions. Our broad US equity measure rose 1.70%.

It was another very active week across Relative Strength tables, where we counted 30 more RS chart changes (see Matrix, Sectors, Blend, Global Eqs), three RS chart reversals (see Matrix, Global Eqs), and six fund rank changes (see Matrix, Global Eqs). Another seven RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were no position changes to report this week. There was, however, one dividend distribution (see Global Eqs).

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned dividend distribution and RS table developments.

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Weekly Brief
07/24/2015

The strategies ended the week collectively lower. Global Equities, which remains defensively positioned, fared best with a modest 0.02% loss. Sector Switch also held up well, losing just 0.17%. Elsewhere, Intermarket Matrix slipped 1.54% and Market Cap Blend gave up 2.01%. Our broad US equity measure fell 2.14%.

Across Relative Strength tables, we registered a whopping 50 RS chart changes (see Matrix, Sectors, Blend, Global Eqs), five RS chart reversals (see Matrix, Blend, Global Eqs), and two fund rank changes (see Blend). Additionally, nine RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS table developments.

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Weekly Brief
07/17/2015

The strategies ended this week mostly higher. Market Cap Blend led with an impressive 3.52% bounce. Intermarket Matrix added 1.97% and Sector Switch tacked on 1.59%. Global Equities, which remains defensively positioned in short term bonds, slipped 0.04%. Our broad US equity measure rose 2.41%.

It was another very active week across Relative Strength tables, where we picked up 48 RS chart changes (see Matrix, Sectors, Blend, Global Eqs), six RS chart reversals (see Matrix, Sectors, Blend), and five fund rank changes (see Matrix). Eleven RS charts ended the week on reversal alert (see Matrix, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes, chart reversals, fund rank changes, and chart reversal alerts.

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Weekly Brief
07/10/2015

The strategies turned in very mixed results amid ongoing volatility this week. Sector Switch led for a second week, advancing 0.51%. Market Cap Blend crept up 0.15% while Global Equities broke even. Meanwhile, Intermarket Matrix was again stopped out of an oil position, and slumped to a miserable 4.63% loss on the week. Our broad US equity measure edged up 0.08%.

Activity was robust across Relative Strength tables, where we counted 27 RS chart changes (see Matrix, Sectors, Blend, Global Eqs), six RS chart reversals (see Blend, Global Eqs), and ten fund rank changes (see Matrix, Blend, Global Eqs). Sixteen RS charts ended the week on reversal alert (see Matrix, Sectors, Blend, Global Eqs).

At the portfolio level, there were four position changes (see Matrix, Blend) and four dividend distributions (see Matrix, Sectors, Blend, Global Eqs) to report.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned position changes, dividend distributions and RS table developments.

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Trade Alert: 2 New Actions Taken
07/10/2015

Two portfolio-level changes were made today by a single strategy. Details are as follows:

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Trade Alert: 2 New Actions Taken
07/06/2015

Two portfolio-level changes were made today by a single strategy. Details are as follows:

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Weekly Brief
07/02/2015

The strategies ended the holiday-shortened week collectively lower, as turmoil in Greece took a heavy toll on risk markets. Sector Switch was by far our best performer, with a manageable 0.36% loss. Market Cap Blend, Global Equities and Intermarket Matrix stumbled 1.60%, 2.03% and 3.21% respectively, while our broad US equity measure fell 1.19%. Note that US markets are closed tomorrow in observance of Independence Day.

Across Relative Strength tables, we counted just four RS chart changes (see Matrix, Sectors). There were no RS chart reversals or fund rank changes and 14 RS charts ended the week on reversal alert (see Sectors, Blend, Global Eqs).

At the portfolio level, there were three position changes (see Global Eqs) as Global Equities moved back to cash. We also registered three dividend distributions (see Sectors, Blend, Global Eqs).

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned position changes, dividend distributions and RS table developments.

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Trade Alert: 3 New Actions Taken
06/29/2015

Three portfolio-level changes were made today by a single strategy. Details are as follows:

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Weekly Brief
06/26/2015

The strategies ended mostly lower this this week. Sector Switch was our only winner, with a modest 0.16% gain. Market Cap Blend, Intermarket Matrix and Global Equities lost 0.49%, 0.53% and 0.56% respectively. Our broad US equity measure dipped 0.29%.

Across Relative Strength tables, we registered just 12 RS chart changes (see Matrix, Sectors, Blend, Global Eqs). There were no RS chart reversals or fund rank changes and 17 RS charts ended the week on reversal alert (see Sectors, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS table developments.

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Weekly Brief
06/19/2015

The strategies finished collectively higher this week. Sector Switch led with a 1.12% gain. Global Equities and Market Cap Blend tacked on 0.70% and 0.59% respectively, while Intermarket Matrix rose a very modest 0.01%. Our broad US equity measure added 0.23%.

Across Relative Strength tables, we registered five RS chart changes (see Sectors, Blend), but no RS chart reversals or fund rank changes. Thirteen RS charts ended the week on reversal alert (see Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes.

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Weekly Brief
06/12/2015

The strategies ended the week mostly higher. Intermarket Matrix led with a 0.58% gain. Market Cap Blend and Sector Switch rose 0.17% and 0.10% respectively, while Global Equities fell 0.25%. Our broad US equity measure added 0.08%.

Across Relative Strength tables, we counted five RS chart changes (see Matrix, Global Eqs) and one RS chart reversal (see Global Eqs). There were no fund rank changes and 11 RS charts ended the week on reversal alert (see Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes, chart reversal and chart reversal alerts.

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Weekly Brief
06/05/2015

The strategies finished lower across the board again this week. Sector Switch was our best performer. It shed 0.21%. Market Cap Blend, Global Equities and Intermarket Matrix lost 0.24%, 0.62% and 0.82% respectively. Our broad US equity measure fell 0.65%.

Across Relative Strength tables, we counted just six RS chart changes (see Matrix, Sectors, Global Eqs). There were no RS chart reversals or fund rank changes, and 15 RS charts ended the week on reversal alert (see Sectors, Blend, Global Eqs).

At the portfolio level, there were no position changes to report this week. There were, however, two dividend distributions (see Matrix, Sectors).

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned dividend distributions and RS table developments.

(more…)

Weekly Brief
05/29/2015

The strategies turned collectively lower this week. Intermarket Matrix fared best with a 0.24% loss. Sector Switch, Global Equities and Market Cap Blend lost 0.52%, 0.74% and 1.07% respectively. Our broad US equity measure fell 0.87%.

Across Relative Strength tables, we counted two RS chart changes (see Blend, Global Eqs), one RS chart reversal (see Blend), and four fund rank changes (see Blend). Ten RS charts ended the week on reversal alert (see Sectors, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes, chart reversal, fund rank changes and reversal alerts.

(more…)

Weekly Brief
05/22/2015

The strategies drifted mostly higher again this week. Global Equities led with a 0.53% gain. Market Cap Blend and Sector Switch added 0.44% and 0.26% respectively, while Intermarket Matrix lost 1.54%. Our broad US equity measure rose 0.26%.

It was a very quiet week across Relative Strength tables, where we registered just three RS chart changes (see Matrix, Global Eqs). There were no RS chart reversals or fund rank changes, and 12 RS charts ended the week on reversal alert (see Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes.

(more…)

Weekly Brief
05/15/2015

The strategies finished mostly higher this week. Market Cap Blend led, with a 0.71% gain. Global Equities and Intermarket Matrix added 0.58% and 0.37% respectively, while Sector Switch lost 0.01%. Our broad US equity measure rose 0.39%.

Across Relative Strength tables, we picked up just ten RS chart changes (see Matrix, Sectors). There were no RS chart reversals or fund rank changes, and 25 RS charts ended the week on reversal alert (see Matrix, Sectors, Blend, Global Eqs).

At the portfolio level, there were no position changes or dividend distributions to report this week.

Below, we detail all holdings, past-week position returns, fund rankings and past-week fund returns on a strategy-by-strategy basis. We also break down the above-mentioned RS chart changes.

(more…)