Category Archive for: ‘Tactical Asset Allocation Series’

• Simple Moving Averages vs. Exponential Moving Averages

  Posted Jun 9 2013 by Wesley R. Gray, Ph.D. in Chart of the Day, Tactical Asset Allocation Series

  We’ve seen a few cool posts comparing different moving average rules. Here is a recent example from Systemtradersuccess.com: http://systemtradersuccess.com/golden-cross-which-is-the-best/ Below are the results of different moving average trading rules on the S&P 500. SMA=Simple Moving Average EMA=Exponential Moving Average Source: Empiritrage, LLC EMA performs a …

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• Asset Allocation and Beyond NYSSA Event

  Posted Jun 6 2013 by Wesley R. Gray, Ph.D. in Tactical Asset Allocation Series, Turnkey Brainwave

  I’ll be presenting at the NYSSA conference “Asset Allocation and Beyond” in NYC on June 27th. If you’re interested in attending, sign up at the link below. http://www.nyssa.org/programs/upcomingprograms/ctl/viewdetail/mid/1169/itemid/734/d/20130627.aspx

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• Tactical Asset Allocation Weights: June 2013

  Posted Jun 3 2013 by Wesley R. Gray, Ph.D. in Tactical Asset Allocation Series

  Do-It-Yourself tactical asset allocation weights for June are posted. Create a free account here if you want to access the site directly. Exposure Highlights: No Commodities; no bonds Momentum favors SP500, EAFE and REITs…but that might change if EAFE and REITs keep losing money… Here is how the …

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• Tactical Asset Allocation Weights: May 2013

  Posted May 2 2013 by Wesley R. Gray, Ph.D. in Tactical Asset Allocation Series

  Do-It-Yourself tactical asset allocation weights for May are posted. Create a free account here if you want to access the site directly. Exposure Highlights: No Commodities; limited emerging markets exposure. Momentum favors SP500 and REITs. Here is how the numbers worked out last month: Return ew_index 1.77% ew_index_ma …

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• S&P 500 10-Year Nominal Return Forecasts

  Posted Apr 17 2013 by Wesley R. Gray, Ph.D. in Tactical Asset Allocation Series, Turnkey Brainwave

  We’ve outlined the fundamentals of long-term return projection models in a recent post: http://turnkeyanalyst.com/2012/12/projected-15-year-sp-500-returns/ Butler|Philbrick|Gordillo and Associates have a great post that focuses on the “Shiller” or “Hussman” models for return forecasting http://gestaltu.blogspot.com/2013/04/valuation-based-equity-market-forecasts.html Empiritrage has a detailed report outlining a more sophisticated way of forecasting …

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