Model Overview
The iQ Seasonal Hedge Model selects stocks during the months of November through April and bonds during the months of May through October. Stocks are represented by individual securities and bonds can be represented by Exchange Traded Funds (ETFs).
CURRENT portfolio
The Seasonal Hedge Model owns stocks November through April and bonds May through October. The Model will own the United States Intermediate Treasury Bond until October 31st.
| Weight | Ticker | Name |
|---|---|---|
| 50 | TLH | Intermediate_Treasury |
| 50 | TLT | 20+ Year Treasury |
changes
Re-balanced on 5/1/2018. Next re-balance date is 11/1/2018.
| Ticker | Name | Action |
|---|---|---|
| MU | MICRON TECH | SELL |
| IEP | ICAHN ENT L.P. | SELL |
| KRO | KRONOS WORLDWIDE | SELL |
| GLIBA | GCI LIBERTY A | SELL |
| HBI | HANESBRANDS | SELL |
| OI | OWENS-ILLINOIS | SELL |
| MIC | MACQUARIE INFRAS | SELL |
| TSE | TRINSEO SA | SELL |
| FUN | CEDAR FAIR L P | SELL |
| WHR | WHIRLPOOL | SELL |
| TLH | Intermediate_Treasury | BUY |
| TLT | 20+ Year Treasury | BUY |
average annual returns
Below please find the most updated average annual returns for the Seasonal Hedge Model versus the S&P 500 Index. From 1976 - 1/2018.
To be completed at a later date.