Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
QQQ0.246 QQQ0.318 QQQ0.236 QQQ0.323 IWM0.172 QQQ0.270 SH0.275 SH0.263
SH0.241 PSQ0.313 PSQ0.168 PSQ0.305 IYR0.155 PSQ0.263 SPY0.195 SPY0.195
PSQ0.240 SH0.170 SPY0.145 SH0.164 FXC0.106 SH0.218 QQQ0.150 QQQ0.169
SPY0.218 SPY0.146 SH0.076 IWM0.118 QQQ0.089 SPY0.190 PSQ0.143 PSQ0.166
HYG0.032 HYG0.025 EEM0.047 IYR0.067 GSG0.084 HYG0.033 HYG0.110 HYG0.093
FXC0.018 EFA0.011 HYG0.042 TLT0.021 TLT0.078 FXC0.018 FXC0.078 FXC0.059
EFA0.004 FXC0.007 IWM0.041 EEM0.077 EFA0.005 IYR0.018 IWM0.022
IWM0.001 EEM0.007 EFA0.037 FXE0.070 IWM0.003 IWM0.009 FXA0.012
TLT0.004 FXE0.037 SPY0.065 FXF0.009 FXF0.012
FXC0.033 HYG0.064 FXA0.009 TLT0.007
GSG0.031 PSQ0.018 FXY0.005 FXB0.001
IYR0.029 SH0.012
USO0.024 FXB0.008
FXA0.021 FXF0.001
FXB0.013 EFA0.000
GLD0.012
FXF0.009