Weekly Signals Updates include open positions, new signals, and the performance of six systematic trading strategies. Click here for more details about the strategies. Access to the report requires Market Signals or All in One subscriptions.
Market Recap and Comments (March 28 – April 1, 2022)
Stocks (SPY) gained 0.1% after rising by as much as 2.1%. Commodities (DBC) fell 3.4%. Gold (GLD) lost 1.6%. Bonds (TLT) rebounded to end the week up 3%. Year-to-date, DBC is up +26.2% and GLD is up 5%. TLT is down the most, with a loss of 10.3%.
The average weekly change of the six strategies was -0.4%. The strategies’ average year-to-date return is –1.3%, while the S&P 500 index is down -4.6%. The average return of strategies excluding long/short is -1.5%. The 60/40 portfolio (SPY/TLT) is down 6.7% year-to-date. Comments, positions, details about performance, and the new signals report follow below.
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