Weekly Signals Updates include open positions, new signals and performance of a group of six systematic trading strategies. Access to report requires Market Signals or All in One subscriptions.
U.S. securities exchanges will be closed on Monday, January 17 for Martin Luther King, Jr. Day.
Market Recap and Comments (January 10 – January 14, 2022)
Stocks (SPY) fell 0.3% in the second week of 2022. Commodities (DBC) gained 2.5%. Gold (GLD) was up 1.1%. Bonds (TLT) were down 0.1%. Year-to-date, only DBC is up (+4.8%) while TLT is down the most (-4.1%).
Four strategies gained and two were down on the week. The average weekly change of the six strategies was +0.25%. Dow 30 mean-reversion continues to outperform the market while trend-following is underperforming.
Uncertainty about interest rates increased due to persisting high inflation. Some analysts now expect up to six interest rate hikes by the Fed this year. However, it isn’t clear how the stock market will respond. For historical analysis about the performance of stock market in low and high inflation regimes see this article.
Strategy positions and performance as of close of Friday, January 14, 2022.
|
This post is for paid subscribers
Already a subscriber? Sign in |
Disclaimer: The Premium and Weekly Signals are provided for informational purposes only and do not constitute investment advice or actionable content. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of the Premium and Weekly Signals. Under no circumstances the Premium or Weekly Signals should 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.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.
10% off for blog readers and Twitter followers with coupon NOW10
