This page displays a birds-eye view of the 4 main asset classes that we work with at Signal Sigma. We use index tracking ETFs as proxies for the following:

  1. Equities: SPY SPDR S&P 500 ETF

  2. Bonds: TLT iShares 20+ Year Treasury Bond ETF

  3. Precious Metals: GLD SPDR Gold Trust ETF

  4. Commodities: DBC Invesco DB Commodity Index Tracking Fund ETF

The reason that we consider these to be most relevant from a macro point of view is that they are relatively uncorrected over longer timeframes. The relative performance of these instruments is a valuable tool in assessing the overall state of the market. And that's exactly the point of this page.

A colored indicator helps to identify the asset classes that are “investible” according to our technical selection method.

Below the 4 mini-charts, you'll find a larger chart, useful for tracking the recent performance of each instrument (200 days of returns, rebased at $100). You can also use the chart menu to overlay Signal Sigma Strategies, and see how they compare.

Asset Class Performance Overview