etfmsolutions: The Best Ponzo Chart....10.07.15

Wednesday, October 7, 2015

The Best Ponzo Chart....10.07.15

As a follow up to yesterday's Ponzo Updates I've been doing extensive research for the launch of the new SIGMA model and in the process I run a lot of Ponzo studies to develop risk profiles for potential portfolio inputs other than the usual suspects that Mosaic has focused on for the past 2 years.
Here is the risk forecast chart for AGG, the IShares Aggregate US bond ETF, and it is hands down the most bullish profile I have yet seen. The risk correlation for the blue and green lines is fairly amazing at +70%. Just something to keep in mind and pujt on your watchlist.
I'll probably be rolling out the new SIGMA model this weekend,

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