March 12 / Trade Alert For The Sigma Portfolio (Live)
Execution Date: March 12 2026 - Market Close
Email: andrei@signal-sigma.com
Follow & DM on X: @signal_sigma
Today’s rebalancing is about taking profits on very extended positions (AAOI, MU), while at the same time raising some cash and adding exposure to the Energy sector as a hedge.
Our overall correlation to the equity market will decrease as a result and we'll be in a better position to respond to trading conditions going forward.
Since our portfolio did very well Year-to-Date, it certainly makes sense to protect these gains to a certain extent until we get an "all clear" signal to re-allocate towards risk.
Our final Asset Class allocation will look like this after today’s close:
Stocks: 62.5% —> 59%
Bonds: 20.7% —> 15%
Alternatives: 9% (unchanged)
Commodities: 5.5% (unchanged)
Cash: 0% —> 11.5%
There's not a lot of trading today, just a run of the mill rebalancing process:
SELL:
SELL AAOI (Reduce 6.60% from Position)
SELL TLT (Reduce 5.93% from Position)
SELL SNPS (Close from Position)
SELL MU (Reduce 1.09% from Position)
SELL UI (Reduce 0.51% from Position)
BUY:
BUY LNG (Initiate 4.87% to Position)
BUY MRNA (Initiate 2.44% to Position
As always,
Happy investing,