May 2019 US Sector Allocations

The Trendrating model has been over 70% accurate at identifying the sectors likely to outperform over the subsequent month. Tests run since 1999, using this approach resulted in 93 bps of annualized alpha through sector selection alone. Within the report we have paired each sector with the respective SPDR ETF.

Trendrating Smart Momentum: Macro Analysis July 2017

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%

Developed Markets Macro Analysis

This report will utilise Trendrating’s Smart Momentum Analytics to assess the health of equity in developed markets and summarise momentum events in the last month. It will also suggest a strategic allocation across G7 Countries/ Sectors  MARKET OVERVIEW/ Market Breadth The Chart below analyses market breadth in Developed Markets Equity Sectors. Technology, Consumer Goods and…

Sectors Report_March 2016: Feasting on Telecoms and Utilities

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings.  Sectors: Momentum Rating Distribution…

Global Indices Report_March 2016

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings.  Indices: Momentum Rating Distribution…