Broker Check



Model Updates - March 2016

| April 11, 2016
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Strategic Models

  • We feel all of our Strategic Models are appropriately allocated so no changes were made.

ETF Momentum Models

We utilize the 200 day moving average to determine our allocations in these models. The market volatility did result in these models having higher cash or cash alternative exposure. However, we have seen some of the fixed income allocation trend back in favor (see changes below).

  • ETF Asset Allocation-This model was rebalanced on 3/1. We added several ETF’s (DVY-mid cap value, BIV-Intermediate Bond, BLV-Long Bond, TIP-Inflation Protected Bond).
  • ETF Sector- Sector ETF’s were analyzed at the market close on 2/29. After further research, there were no changes warranted and this model remains approximately 80% in cash/cash alternatives.

Tactical Model

  • We made several changes over the last couple of months to reduce the volatility of this model. No changes were made this month. This model has approximately 11% in cash.

It is important to remember that some of our models (Tactical Stock, Strategic Stock, Strategic Growth, & ETF Sector when fully invested) are aggressive and should have a long term investment horizon (10+ years).

As always, we are closely monitoring market conditions and will make additional moves if those conditions change.

If you have any questions, don’t hesitate contacting me.


James M. Davids, MBA
President, Portfolio Analyst
Dorion-Gray Retirement Planning, Inc.
Registered Principal, Securities America, Inc.

Securities offered through Securities America, Inc., Member FINRA/SIPC. Advisory services offered through Securities America Advisors, Inc. a Registered Investment Advisory Firm. Dorion-Gray Retirement Planning is a trade name of Dorion-Gray Financial Services, Inc. located at 2602 IL Route 176, Crystal Lake IL 60014. Dorion-Gray and the Securities America companies are separate, unaffiliated entities.

Diversification seeks to reduce the volatility of a portfolio by investing in a variety of asset classes. Neither asset allocation nor diversification guarantee against market loss or greater or more consistent returns.

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