How the dashboard works

The percentages in each cell represent a “momentum score” (just a way to quantify trends and momentum strength).

A higher score = stronger momentum
A low score = weak or negative momentum

For reference, the S&P 500 was -40% during the March 2020 coronavirus sell off and +50% in November 2020 after the elections.

For the model to be risk-on, the trend filter, S&P 500, International, and Emerging Markets must all be positive. Otherwise, it will allocate to the defensive asset with the highest momentum (cash or Treasuries).

The bottom row (April 2021 in this case) updates throughout the month until those momentum scores are locked in at the end of the month and everything moves up a row.

The projected positions for next month are based on current momentum scores and can change throughout the month if the market changes.