QuantaMentals

Updated Weekly

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Relationships that Matter

Cyclicality (Copper to Gold)

Gold is recognized as a safe-haven asset among investors, uncorrelated to macro-economic cycles and industrial momentum. Therefore, during times of economic uncertainty, it offers an option that tends to reduce portfolio correlation to macro distress.
Copper  is a key industrial metal that is used globally in a wide range of industrial applications, it performs strongly when the global economy is experiencing a healthy growth. 

Trend Health and Breath

When the Stoxx 600 Equal Weight outperforms the Cap Weight index, it means that the market performance is more broadbased among its components, and even smaller companies contribute positively to the trend.

The declining Volatility of Stocks/Bonds indicates that the stock market is experiencing a healthy trend.

Rates, Currency and Inflation Fear

Megatrends

The monthly ranking

Performance ranking ovetime

The Bump chart compares, period after period, the cumulative performance year to date of the different selected financial instruments.

The start date ranking is based on January performance. Every following month, we calculate the cumulative performance since January 1st, we rank the instruments according to this performance, from the best to the worst performer.

The correlation Matrix