You Scream, I Scream, We All Scream for Tactical Allocation

January 9, 2012

Client mindset has changed. During the long bull run of the 1980s and 1990s, clients felt very comfortable with a buy-and-hold strategy. Regardless of whether it was ever a good idea, it was hard to knock-it was working. Now clients have been shaken up by two bear markets in the last ten years. They are more aware of global politics and of alternative asset classes. The world is a scarier place, and client have decided they need to be more active. According to a recent article in Smart Money:

In Jefferson National’s 2010 survey, 66% of advisors said clients were more confident with a tactical asset management strategy, while only 34% said clients were more confident with a traditional buy-and-hold strategy.

That’s a big change. The majority of clients are now more comfortable with a tactical strategy—the problem is that very few management firms embrace tactical allocation. (In fact, many of them have gone out of their way to ridicule it in the past.) There’s not a lot of proven product in the tactical allocation space because buy-and-hold was the mantra for the last 20 years.

It’s important to do your due diligence and find experienced managers with a robust strategy, whether it is relative strength or valuation-based. Both styles should work over time, but are likely to perform well at different points in the market cycle. (Of course, we are partial to the Arrow DWA Balanced Fund, a top-quartile fund with a five-year track record!)

Click here to visit ArrowFunds.com for a prospectus & disclosures. Click here for disclosures from Dorsey Wright Money Management.


From the Archives: Prices are “Objective Reality”

January 9, 2012

Barry Ritholtz succinctly makes the case for relative strength (without actually using the term relative strength.)

—-this article originally appeared 10/7/2009. My favorite quote from Barry’s piece: “Indeed, prices matter a great deal more to traders than theories or annoying things like ‘Objective Reality.’ To a trader, prices ARE the objective reality; to them economic theorists are peripheral players trying to rationalize reality.” Price is what matters, and relative strength uses only price.


Weekly RS Recap

January 9, 2012

The table below shows the performance of a universe of mid and large cap U.S. equities, broken down by relative strength decile and quartile and then compared to the universe return. Those at the top of the ranks are those stocks which have the best intermediate-term relative strength. Relative strength strategies buy securities that have strong intermediate-term relative strength and hold them as long as they remain strong.

Last week’s performance (1/2/12 – 1/6/12) is as follows:

Laggards (especially Financials and Basic Materials) got a big pop last week.