Signal Change as of October 16 Close

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Although I loathe rapid signal changes in any equity timing system, especially during a week of options expiration, I'm compelled to follow the signals generated by my indicators as they are typically better at moving me into and out of the market than I am at discretionary trading.

Correspondingly, although my concern is higher at the present time for being in the equity markets, I am generating the following changes:

Conservative Portfolio:

C-Fund:  25%
I-Fund:   26%
G-Fund:  49%

This conservative portfolio gives us some exposure to equities but protects us on the down side by keeping a good portion in cash (G-Fund).  Note that nothing is allocated to the F-Fund (bonds) and nothing is allocated to the S-Fund (small capitalization companies).  This is because they have not moved up aggressively as the C-Fund (large cap) nor the I-Fund (international index).

Aggressive Portfolio:

C-Fund:  42%
I-Fund:  44%
G-Fund:  14%

The aggressive portfolio is just that.  I see no compelling reason to allocate to the S-Fund at the present time.

I will be allocating to the CONSERVATIVE PORTFOLIO with the close of markets on 10/17.

Regards,

pgd

Signal Change for October 10, 2012

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With the close of markets on Wednesday, October 10th, my TSP models have confirmed a 100% move to cash.

I will transfer 100% of my holdings to the G-Fund, effective with the close today.

Regards,

pgd