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I’m scrapping the 3.0 version of the equities model. As discussed previously, it was a bad decision driven by FOMO and I paid the price. I’ve reverted all the way back to the original 1.0 version of the model, the simplest version with only three components. On the model page you’ll find new performance charts and a link to download daily model positioning (including the hybrid option). Worth noting that for the first time in months that 1.0 model is looking at a possible entry point as early as this week. A separate note will follow if and when it’s triggered.

The max drawdown on the ‘all or nothing’ cluster signal from last Thursday stands at 0.5%. Assuming the market doesn’t collapse in the next two days, that would make it the smallest drawdown of all prior signals, a bullish sign for the next few weeks.

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