Here is the very quick version of the tactical asset allocation update for Sept. Signals are valid for until the end of the month.
Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here.
One new change for AGG3. IAU is out and VWO is in. One change for AGG6. IAU is out. VTV is in.
For the Antonacci dual momentum GEM and GBM portfolios, GEM remains in SPY, and the bond portion of GBM is in CRED. The Antonacci tracking sheet shareable so you can see the portfolio details for yourself.
The Bond 3 quant model, see spreadsheet, ranks the bond ETFs by 6 month return and uses the absolute 6 month return as a cash filter to be invested or not. The Bond 3 quant model remains invested in JNK, VGLT, and EMB.
A brief look at performance for Aug is below. A lackluster month overall.
And approximate performance for 2016 so far.
Oh, and since I waited two days to complete this, the latest unemployment rate is out this morning. The unemployment rate held steady at 4.9% and is still below its 12 mo moving average. This is still positive for risk assets in the UI model.
Full Disclaimer - Nothing on this site should ever be considered advice, research or the invitation to buy or sell securities. These are my personal opinions only.