In February U.S. Treasuries, as measured by the Ryan 10-year Treasury Index, once again crossed above their 10-month moving average, this time by the merest 0.41%. Commodities, as measured by the S&P GSCI Total Return index, did the same, albeit by a larger percentage.
Someday, when we are ambitious and with time on our hands, we will determine a percentage or other factor by which the moving average must be crossed before making a trade. For now, however, the model is fully invested as of Monday morning. Here are March's allocations:
- U.S. stocks: 20%
- Foreign stocks (EAFE): 20%
- US Treasuries (10 year): 20%
- Commodities: 20%
- REITs: 20%
