Market insights and analysis

How dynamic, risk-managed investment solutions are performing in the current market environment

3rd Quarter | 2024

Quarterly recap

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Current market environment performance of dynamic, risk-managed investment solutions.

By Daniel Poppe

Market snapshot

•  Stocks: Stocks were mixed last week.

•  Bonds: The 10-year Treasury yield rose last week.

•  Gold: Spot gold rose last week, closing above $2,600 an ounce.

•  Market indicators and outlook: Market regime indicators show the market is in a Normal economic environment stage, which is historically positive for stocks, bonds, and gold but with a substantial risk of a downturn for gold. Normal is one of the best stages for stocks, with limited downside. Volatility is Low and Falling, which favors stocks over gold, then bonds.

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The major U.S. stock market indexes were mixed last week. The Russell 2000 returned -2.55%, the Dow returned -1.78%, the NASDAQ Composite returned 0.36%, and the S&P 500 returned -0.61%. The 10-year Treasury bond yield rose from 4.15% to 4.40%. Spot gold closed the week up 0.56%.

For the latest information on our Quantified Funds, check out our weekly fund updates. You can also see the daily holdings of the funds here.

Stocks

The SPDR S&P 500 ETF (SPY), which tracks the performance of the S&P 500, finished the week above its 50-day and 200-day moving averages.

The S&P 500 remains near a record high as 2025 approaches, delivering a strong year-to-date return of 28.54%. The NASDAQ Composite has performed even better, with a year-to-date return of 33.68%, while the Dow Jones Industrial Average and the Russell 2000 Index have returned 18.43% and 17.26%, respectively.

This year’s market rally was fueled by optimism surrounding artificial intelligence and the Federal Reserve’s orchestration of a potential “soft landing” (slowing inflation without sparking a recession). Core inflation has fallen significantly—from over 6% in 2022 to under 4% in the latest data—following the Fed’s aggressive interest-rate hikes and recent transition toward rate cuts.

Meanwhile, gross domestic product (GDP) growth has remained positive, and unemployment has remained near historic lows. Together, these factors suggest the economy is stabilizing after the recent inflation crisis and likely contributed to the optimism that helped deliver this year’s stellar equity returns.

Bonds

The iShares 7-10 Year Treasury Bond ETF (IEF), which tracks intermediate-term Treasury bonds, finished last week below its 50-day average but above its 200-day moving average.

Bonds have seen significant volatility recently as the Fed shifted its policy from raising interest rates to cutting them. Longer-dated bonds initially saw a sharp decline, followed by a substantial rebound and more recently another decline.

Uncertainty remains about the Fed’s next moves regarding short-term rates. The market is confident the Fed will cut rates during its December meeting, but the number and pace of rate changes in 2025 are less clear.

Gold

The SPDR Gold Shares ETF (GLD), which tracks the price of gold, finished the week below its 50-day moving average but above its 200-day moving average.

Flexible Plan Investments (FPI) is the subadviser to the only U.S. gold mutual fund, The Gold Bullion Strategy Fund (QGLDX), designed at its introduction 11 years ago to track the daily price changes in the precious metal in a more tax-efficient manner than its ETF counterpart, GLD.

FPI’s indicators

The QFC S&P Pattern Recognition strategy’s primary signal started last week with 80% net long exposure to the S&P 500. On Monday, exposure increased to 160% net long, where it remained for the rest of the week.

Our QFC Political Seasonality Index strategy was defensive throughout the week. (Our QFC Political Seasonality Index is available—with all of the daily signals—post-login in our Weekly Performance Report section under the Domestic Tactical Equity category.)

The Volatility Adjusted NASDAQ strategy started the week 160% net long to the NASDAQ 100. It reduced exposure to 140% net long on Monday, 120% net long on Tuesday, and 100% net long on Thursday. The strategy then increased exposure to 120% net long on Friday.

The Systematic Advantage strategy began the week with 120% net long exposure to the S&P 500. Exposure increased to 150% net long on Monday, dropped back to 120% net long on Wednesday, and returned to 150% net long on Thursday.

Our QFC Self-adjusting Trend Following strategy’s primary signal started the week 100% net long to the NASDAQ 100. On Monday, exposure increased to 200% net long. On Wednesday, it dropped to 0%, where it remained for the rest of the week.

The Volatility Adjusted NASDAQ, Systematic Advantage, QFC Self-adjusting Trend Following, and QFC S&P Pattern Recognition strategies can all employ leverage—hence the investment positions may at times be more than 100%.

Our Classic model remained in stocks throughout last week. Most of our Classic accounts follow a signal that will allow the strategy to change exposure in as little as a week. A few accounts are on platforms that are more restrictive and can take up to one month to generate a new signal.

FPI’s Growth and Inflation measure is one of our Market Regime Indicators. It shows that we are in a Normal economic environment stage (meaning a positive monthly change in prices and a positive monthly change in GDP). Historically, a Normal environment has occurred 60% of the time since 2003 and has been a positive regime state for stocks, bonds, and gold. Gold tends to outpace both stocks and bonds on an annualized return basis in a Normal environment but carries a substantial risk of a downturn in this stage.

Our S&P volatility regime is registering a Low and Falling reading, which favors stocks over gold and then bonds from an annualized return standpoint. The combination has occurred 37% of the time since 2003. It is a stage of low risk for equities.



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