Weekly Signals Updates include open positions, new signals and performance of six systematic trading strategies. Click here for more details about the strategies. Access to report requires Market Signals or All in One subscriptions.
Market Recap and Comments (March 14- March 18, 2022)
Stocks (SPY) jumped 6.1% in what some analysts believe was a relief rally. Commodities (DBC) fell 1.2%. Gold (GLD) dropped 3.1%. Bonds (TLT) took another hit of 1.1%. Year-to-date, DBC is up +23.5% and GLD is up 4.9%. SPY and TLT are down the most at 6.1% and 9.7%, respectively.
The average weekly change of the six strategies was -0.6% due to exposure to equities having been reduced to 0%. Year-to-date, the average return of the strategies is -1.9% while the S&P 500 index is down -6.4%. The average return of strategies excluding long/short is -2.2%. The 60/40 portfolio (SPY/TLT) is down 7.6% year-to-date. Comments, positions, details about performance and new signal report follow below.
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