This page displays a birds-eye view of the 4 main asset classes that we work with at Signal Sigma. We use index tracking ETFs as proxies for the following:
Equities: SPY SPDR S&P 500 ETF
Bonds: TLT iShares 20+ Year Treasury Bond ETF
Precious Metals: GLD SPDR Gold Trust ETF
Commodities: DBC Invesco DB Commodity Index Tracking Fund ETF
The reason that we consider these to be most relevant from a macro point of view is that they are relatively uncorrected over longer timeframes. The relative performance of these instruments is a valuable tool in assessing the overall state of the market. And that's exactly the point of this page.
A colored indicator helps to identify the asset classes that are “investible” according to our technical selection method.
Below the 4 mini-charts, you'll find a larger chart, useful for tracking the recent performance of each instrument (200 days of returns, rebased at $100). You can also use the chart menu to overlay Signal Sigma Strategies, and see how they compare.
Asset Class Performance Overview