November 2024 · DAA ConfirmedSHY · GLD +2US Short Treasury 50% · Gold 16.7%
Defensive
1 canary asset negative — 50% cash · GLD ranks first among risky assets
Why this signal
canary assets
VWO+0.10Positive
BND-0.02Negative
risky assets
SPY+0.17Selected
IWM+0.08Positive
QQQ+0.17Selected
VGK-0.10Negative
EWJ-0.13Negative
VWO+0.10Positive
VNQ+0.14Positive
GSG+0.01Positive
GLD+0.44Selected
TLT-0.11Negative
HYG+0.07Positive
LQD-0.02Negative
cash assets
SHY+0.02Selected
IEF-0.06Negative
LQD-0.02Negative
13612W momentum score · Keller & Keuning (2017)
Biggest moves this month
Largest gainCL=FWTI Crude Oil+0.36#39 → #34 ▲5
Largest dropMCHIChina-0.82#1 → #4 ▼3