Sunday, March 29, 2026

A Time for Caution

A Trend Model Status Report
My Trend Asset Allocation Model has performed remarkably on an out-of-sample basis by beating the 60/40 benchmark almost every year since inception. It outperformed a 60/40 benchmark while exhibiting 60/40 like risk.

 
The Trend Model applies trend-following principles to a variety of global equity markets and commodity prices to arrive at a composite score. 

What is the model saying now?

The full post can be found here.

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