Model design change: cash allocation dates

Through an “ease of use” improvement suggested by users and colleagues, we are changing the “cash” allocation publishing dates that have occurred previously on the “3rd week of January(s)” to the 1st trading day of February(s).  This improvement does not affect the structure of the model and past performance was minutely affected. Also, this transaction date will concur with the transaction date of another sector investment strategy ( thus consolidating strategy transactions onto one date ) that we have implemented for our clients. The change will be reflected in the subsequent post.


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