Global Multi-Asset Investment Strategist, True Insights

Jeroen Blokland

All-round Multi-Asset investor. Former head of a EUR 5 billion multi-asset fund range. Speaker. Charts & Frameworks. Founder of True Insights, a provider of independent investment research, trade ideas & well-diversified portfolios.
https://true-insights.net/

Global Multi-Asset Investment Strategist

Build Well-Diversified Multi-Asset Portfolios

True Insights

Our research helps investors build well-diversified multi-asset portfolios and profit from market developments. In addition, our unique and proven Macro – Sentiment – Valuation (MSV) investment framework ensures a consistent flow of new investment opportunities. Together with our market views, these opportunities will be reflected in our live ETF-based Global Multi-Asset Portfolios.

Cross Asset Strategy

<ul>
<li>The Truck Tonnage Index (TTI) 'explains' up to 95% of the variation in US GDP and explains more than 80% of the levels of US stock markets.</li>
<li>A strategy that goes 100% long US equities when the TTI-based fair value estimate exceeds the current index level beats a traditional buy-and-hold strategy.</li>
<li>However, with the current fair value estimate 20% lower than current index levels, this superior strategy would currently be in cash rather than stocks.</li>
</ul>


The Truck Tonnage Index (TTI) 'explains' up to 95% of the variation in US GDP and explains more than 80% of the levels of US stock markets.
A strategy that goes 100% long US equities when the TTI-based fair value estimate exceeds the current index level beats a traditional buy-and-hold strategy.
However, with the current fair value estimate 20% lower than current index levels, this superior strategy would currently be in cash rather than stocks.


Transforming the Truck Tonnage Index into a Superior-Performing Investment Strategy