All of my market health indicators are strengthening. Most notably my measures of risk and strength have moved from negative to positive. This changes the portfolio allocations as follows:
- Long / Cash portfolio: 60% long and 40% cash
- Long / Short porfolio: 80% long high beta stocks and 20% short the S&P 500 Index (or use an ETF like SH)
- Volatility Hedged portfolio: 100% long (since 5/7/2018)
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