Trendrating Smart Momentum: Macro Analysis July 2017

Using Trendrating’s Macro Rotation Strategy tester, we can answer this question. Click HERE for the full report that assesses momentum health at the regional and sector level, determines an allocation and then invests in strong momentum securities to meet this allocation.

 Summary:

  • Momentum is strongest in Developed Europe
  • Oil & Gas and Telecoms exhibited the strongest move to negative momentum
  • Health Care was the only sector to show an improvement in momentum
  • Model is advocating an over-weight for DM Europe and DM Asia equity
  • Investing along with the model strategy ¬†returned 2% in June, out-performing its benchmark by 1.8%

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