Logical Investment Outlook - May 2016

Our point of view is supportive of these markets but we would be careful going fully into E.M. with the sentiment being so bullish. Let's not forget we are entering a period (May-September) that has been historically more volatile and less bullish than average. Coming into a slower seasonal market one should look towards more conservative strategies like the Bond Rotation Strategy, the Global Sector low-volatility as well as our core Universal Investment Strategy. 

Logical Invest, April 29 2016

Strategy performance overview:

symbol close year to date % ▴ 3 month % 1 month % 1 day % 60 day volatility 60 day correlation 3 month Sharpe 12 month Sharpe 36 month Sharpe LastModified: 4/30/2016
UIS-SPXL-TMF 5715.06 13.43 12.27 -0.81 -0.43 18.21 0.23 5.83 -0.29 1.75
MYRS 630.28 12.04 4.68 -4.53 -0.68 19.67 0.03 1.55 0.25 1.11
WORLD-TOP4 293.45 10.62 11.97 4.01 0.40 13.20 0.36 6.98 -0.11 2.33
GOLD-USD 292.27 9.73 6.54 2.55 0.52 11.70 -0.50 3.72 2.05 2.02
TLT 129.38 7.93 2.23 -0.74 0.26 11.92 -0.60 1.11 0.54 0.50
BRS 263.57 6.80 4.50 0.63 0.04 6.19 -0.39 4.49 0.99 1.80
UIS 483.18 4.63 4.32 -0.17 -0.15 6.43 0.24 4.93 0.25 1.85
BUGLEV 279.26 4.19 4.19 1.90 0.58 5.97 -0.31 4.23 -0.57 1.01
GSRLV 493.68 4.00 2.63 -0.58 0.23 7.78 -0.06 2.36 -0.16 1.15
NASDAQ 100 1032.41 3.72 10.54 1.11 -0.93 17.16 0.68 5.11 1.47 2.64
AGG 110.89 3.29 2.03 0.25 -0.01 2.64 -0.37 4.55 1.09 0.93
BUGST 211.91 1.88 3.17 1.53 0.53 5.49 -0.34 3.68 -1.09 1.07
SPY 206.33 1.73 7.06 0.39 -0.54 14.92 1.00 3.56 0.10 1.24
GMRS 3818.06 1.05 2.35 0.12 -0.15 13.11 0.36 1.44 -1.09 0.27
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