NEW QUICK VIEW (@ 2021-03-21 18:23:51)
Quick recap of our latest signals as we head into a potentially volatile new week. Our model portfolio is currently operating with a net delta of no more than +15% on account of about 40% long signals (crypto, oil, high yield) and 25% short signals (gold, US treasury and investment grade credit). Notably, we have maintained neutral positions on the S&P500, euro and Japanese yen. Here in Asia we woke up this morning to some renewed shenanigans around the Turkish central bank which has in the past spoiled broader risk sentiment and I wouldn't be surprised if that sets the tone for the next few days. -LSS Investment Team
