Factor Update, December 7, 2019

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Update in Review
 
Current Factor Tracking Account Positions
  • Long TSM
  • Long EQH
  • Long PTON
  • Long NZD/JPY
  • Long GBP/JPY
  • Long GBP/USD
  • Long NZD/USD
  • Long Topix
  • Long Osaka Dow
  • Long DIA
  • Closed trades this past week = +2.52% (YTD = +35.1%)
  • Portfolio leverage = 2.8X
  • Capital utilization = 59.8%
Markets under review for possible trades
  • Canadian Bank Acceptances
  • Osaka Dow
  • China A50
plb
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pdf icon Factor-Update-Dec-7-2019.pdf