Portfolio Weight Allocation
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
SPY | 0.440 |
SPY | 0.917 |
SPY | 0.226 |
SH | 0.379 |
IWM | 0.141 |
SPY | 0.404 |
HYG | 0.241 |
SPY | 0.242 |
SH | 0.350 |
IWM | 0.038 |
QQQ | 0.115 |
QQQ | 0.271 |
IYR | 0.131 |
SH | 0.322 |
SPY | 0.234 |
HYG | 0.189 |
TLT | 0.093 |
EFA | 0.025 |
EFA | 0.079 |
TLT | 0.126 |
HYG | 0.123 |
TLT | 0.095 |
TLT | 0.180 |
PSQ | 0.165 |
HYG | 0.079 |
QQQ | 0.020 |
HYG | 0.068 |
IWM | 0.080 |
QQQ | 0.099 |
HYG | 0.094 |
PSQ | 0.150 |
TLT | 0.150 |
PSQ | 0.037 |
| |
FXA | 0.063 |
IYR | 0.076 |
FXE | 0.090 |
PSQ | 0.059 |
SH | 0.109 |
SH | 0.138 |
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IYR | 0.061 |
SPY | 0.068 |
USO | 0.086 |
QQQ | 0.026 |
QQQ | 0.085 |
QQQ | 0.116 |
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GSG | 0.059 |
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FXA | 0.060 |
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IWM | 0.058 |
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EEM | 0.056 |
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EEM | 0.056 |
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EFA | 0.052 |
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FXE | 0.049 |
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FXC | 0.047 |
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USO | 0.048 |
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SPY | 0.034 |
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FXC | 0.046 |
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GSG | 0.026 |
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FXB | 0.038 |
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PSQ | 0.018 |
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FXF | 0.024 |
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FXF | 0.017 |
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GLD | 0.013 |
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SH | 0.011 |
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GLD | 0.008 |
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