November 2024 · VAA ConfirmedSHYUS Short Treasury · 100%
Defensive
VEA · BND turned negative — moved to defense · SHY ranks first among defensive assets
Why this signal
offensive assets
SPY+0.17Positive
VEA-0.09Negative
VWO+0.10Positive
BND-0.02Negative
defensive assets
LQD-0.02Negative
IEF-0.06Negative
SHY+0.02Selected
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