Portfolio Weight Allocation
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
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Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
TLT | 0.428 |
SPY | 0.906 |
SPY | 0.158 |
SH | 0.458 |
IYR | 0.142 |
TLT | 0.391 |
TLT | 0.428 |
TLT | 0.396 |
HYG | 0.388 |
IWM | 0.038 |
QQQ | 0.158 |
HYG | 0.277 |
USO | 0.128 |
HYG | 0.364 |
HYG | 0.390 |
HYG | 0.368 |
GLD | 0.109 |
EFA | 0.023 |
FXA | 0.096 |
QQQ | 0.262 |
QQQ | 0.125 |
QQQ | 0.103 |
GLD | 0.109 |
GLD | 0.104 |
QQQ | 0.075 |
QQQ | 0.021 |
IWM | 0.086 |
TLT | 0.003 |
HYG | 0.102 |
GLD | 0.102 |
QQQ | 0.074 |
QQQ | 0.098 |
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FXC | 0.011 |
USO | 0.084 |
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IWM | 0.097 |
SH | 0.040 |
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SH | 0.034 |
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HYG | 0.081 |
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SPY | 0.082 |
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EFA | 0.063 |
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EEM | 0.073 |
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IYR | 0.061 |
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GLD | 0.072 |
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EEM | 0.061 |
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TLT | 0.052 |
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FXC | 0.052 |
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SH | 0.041 |
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FXE | 0.043 |
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FXB | 0.032 |
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GLD | 0.032 |
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FXC | 0.028 |
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FXB | 0.026 |
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FXA | 0.017 |
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PSQ | 0.009 |
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