I ´d like to implement a model of Tactical asset allocation in SP500 sectors which over perform (rather higher return or less volatility) the SP500 itself.
Very simply to understand if you see the image attached, but it´ll be split in two part:
- First: the model decides in which phase of the business cycle we are in, based of the macro indicators in the image attached.
-Secondly: model decides, based in the first step, in which sectors we weightily invest part, none of all of our portfolio.
Easy, right? :)
let see if someone feels interesting
looking forward to hear from you.