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AI Update - January 10, 2017

Long to 3 Month Bond Spread became bullish on US Bonds
What is the Long to 3 Month Bond Spread factor?
This factor measures the perceived risk of buying long term bonds over short term 3 month bonds. When the spread is increasing, long term government bonds are paying a higher relative yield compared to short term government bonds.
What does this change mean?
This change means our AI platform is telling us that holding long term bonds will be more profitable than holding short term bonds or straight cash. As such, any asset classes in our portfolios that contain bonds will potentially go overweight (i.e. increase portfolio’s %) over the coming months.

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DISCLAIMER: The Responsive.AI Update does not constitute investment advice and is for information purposes only. Responsive Capital Management bares no liability for the usage of this data and the data is provided as is.


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AI Update - January 10, 2017


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