Most Recent Quarterly Rebalanced Weights
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
QQQ | 0.270 |
QQQ | 0.321 |
SPY | 0.198 |
SH | 0.259 |
IYR | 0.163 |
QQQ | 0.276 |
SH | 0.273 |
SH | 0.264 |
PSQ | 0.263 |
PSQ | 0.314 |
QQQ | 0.184 |
PSQ | 0.230 |
HYG | 0.152 |
PSQ | 0.268 |
SPY | 0.196 |
SPY | 0.193 |
SH | 0.216 |
SH | 0.166 |
SH | 0.119 |
QQQ | 0.205 |
EFA | 0.117 |
SH | 0.212 |
QQQ | 0.148 |
QQQ | 0.169 |
SPY | 0.194 |
SPY | 0.134 |
PSQ | 0.115 |
SPY | 0.150 |
SPY | 0.109 |
SPY | 0.189 |
PSQ | 0.142 |
PSQ | 0.163 |
HYG | 0.035 |
HYG | 0.034 |
EEM | 0.049 |
IYR | 0.085 |
TLT | 0.087 |
HYG | 0.032 |
HYG | 0.110 |
HYG | 0.089 |
FXC | 0.017 |
FXC | 0.021 |
HYG | 0.043 |
IWM | 0.072 |
FXC | 0.076 |
FXC | 0.018 |
FXC | 0.076 |
FXC | 0.059 |
IWM | 0.003 |
IWM | 0.009 |
IWM | 0.042 |
| |
QQQ | 0.063 |
IYR | 0.005 |
FXB | 0.019 |
IYR | 0.016 |
FXF | 0.002 |
| |
FXE | 0.041 |
| |
SH | 0.053 |
| |
IYR | 0.018 |
IWM | 0.016 |
| |
| |
EFA | 0.039 |
| |
GSG | 0.047 |
| |
IWM | 0.008 |
FXB | 0.015 |
| |
| |
FXC | 0.032 |
| |
IWM | 0.038 |
| |
FXA | 0.007 |
FXA | 0.011 |
| |
| |
GSG | 0.031 |
| |
USO | 0.034 |
| |
FXY | 0.005 |
TLT | 0.006 |
| |
| |
IYR | 0.030 |
| |
GLD | 0.030 |
| |
| |
| |
| |
| |
USO | 0.023 |
| |
EEM | 0.016 |
| |
| |
| |
| |
| |
FXA | 0.021 |
| |
PSQ | 0.014 |
| |
| |
| |
| |
| |
FXB | 0.015 |
| |
FXE | 0.002 |
| |
| |
| |
| |
| |
GLD | 0.013 |
| |
FXA | 0.000 |
| |
| |
| |
| |
| |
FXF | 0.004 |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |