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Thursday, August 13, 2015

Simple Pair Switching Update

As of August 13, 2015, the "Simple Pair Switching" strategy has given a signal to switch allocations from stocks to bonds. The return for SPY (SPDR S&P 500 ETF) for the previous period is -0.1%, based on the adjusted close prices of March 23, 2015 and August 13, 2015.

Though not a return to write home about, it's worth noting that TLT (iShares 20+ Year Treasury Bond ETF) would've returned -4.8% for the same period, so the strategy definitely picked the lesser of two evils.



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