These tactical asset allocation models have been trading live since 2001, so they have several years with live returns. The models are a composite of 9 indicators such as, monetary indicators, sentiment indicators, corporate bonds rates, and some trend indicators. The primary objective of this strategy is to produce equity like returns with low draw downs. When the N&P composite model is greater than 1 the system will call for being invested in equity etf’s, and if the composite model is less than 1, assets are then shifted out of equities and into investment grade corporate bond etf’s to preserve capital.
