Ed Mamula.com

Wow, until 1PM today, I failed to realize that the market is closed tomorrow and that today is the last trading day of the month … so, quickly — for A7 Full Tilt and Smooth — hold the same proportion of SPY, IWM, and VNQ as last month — allocate last month’s cash into IEF. On balance this is slightly more defensive than last month, presuming that stocks and treasuries remain negatively correlated in the near future.

Quick and dirty….

This month’s allocations are frankly weird and full of indecision; it’s relatively rare for these systems to switch into cash, and the returns overall haven’t been stellar when the systems have had some money allocated to cash…but one thing is for sure, all the systems exited the emerging markets at the end of February!