Roman Chuyan, CFA's  Instablog

Roman Chuyan, CFA
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Frank Donovan, Vice President, Performance Analytics Inc. I am responsible for business development for Performance Analytics Inc., an independent firm based in Boston, which delivers actionable, results-driven asset allocation research to investment management clients. Our research reports are... More
My company:
Performance Analytics
My blog:
Active Equity Allocation - Latest Model Results
  • More Downside Expected For U.S. Equities 0 comments
    Apr 10, 2012 1:22 PM | about stocks: SPY, DIA, QQQ

    The S&P 500 (and SPY) is down about 1% today, which brings its decline in April to about 3%. This prompted some observers to call for a rebound, for various reasons. Volatility dominates in the short term, and daily market moves are certainly hard to predict. But over longer term, 3-6 months, we expect the market to go lower.

    With our tactical asset allocation model (PAR model), we focus on mid-term, 6-month horizon. On March 31st, the model gave the expected return for the S&P of -5.2% - see the chart below.

    Take a look here at my original post with the March model result.

    Visit us at for more info.

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

    Stocks: SPY, DIA, QQQ
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