Market Map Stays In Cash

As another predefined date for actionable asset allocation as defined by the Market Map model has been reached, at this time the model is indicating holding the allocation in cash. As there was a possiblity that the model could allocate to bonds during this July, the negative trend in bonds cancels the opportunity. In a single late signalling case, ( 9/3/1982 in table below ) out of 14 occurences back to 1924, did the model indicate an allocation to bonds outside of the early weeks of the July time frame. If the model should indicate this late behavior again, we will update the blog ..

The next actionable allocation date will be 12/31/2015 …

Map Model
All signals BOND
Buy Date Sell date BOND return
07/11/46 10/30/46 -6.1%
7/5/1960 10/03/60 2.6%
09/03/82 10/02/82 5.5%
07/10/92 10/02/92 3.2%
07/11/97 10/03/97 6.6%
7/2/1998 10/02/98 9.7%
07/02/99 10/02/99 1.1%
07/06/00 9/28/00 3.4%
07/06/01 9/29/01 7.5%
07/05/02 10/04/02 15.9%
07/05/08 10/03/08 4.5%
07/09/10 10/01/10 6.6%
07/08/11 09/30/11 21.3%
07/11/14 09/29/14 3.50%
average 6.1%