Day Hagan Smart Sector® Balanced Portfolios

Report: Day Hagan Smart Sector® Balanced Portfolios
Run Date: 2025-08-12
Data updated through: 2025-08-11
Portfolio weights updated through: 2025-07-31
Source: Day Hagan and 3Fourteen Research
Day Hagan Asset Management advises on the following strategies: Smart Sector® with Catastrophic Stop (U.S. Equity), Smart Sector® International (ex-U.S.), and Smart Sector® Fixed Income.
This report uses indices for the performance testing in order to extend the model histories and therefore should be considered hypothetical.
The net columns in this report assume the deduction of an 0.8% annual fee, charged quarterly in arrears.

Global Tactical Allocation

Name	Month-to-Date Return (%)	Month-to-Date Return NET(%)	Year-to-Date Return (%)	Year-to-Date Return NET(%)	1-Month Return (%)	1-Month Return NET(%)	3-Month Return (%)	3-Month Return NET(%)	12-Month Return (%)	12-Month Return NET(%)	3-Year Return (%)	3-Year Return NET(%)	5-Year Return (%)	5-Year Return NET(%)	10-Year Return (%)	10-Year Return NET(%)
U.S. Large-Cap Eq/U.S. Small-Cap Eq/Intl Eq/Fixed Income	0.75	0.75	8.59	8.15	2.14	2.14	7.25	7.04	15.01	14.09	8.57	7.73	6.78	5.96	7.37	6.54

Model Sleeve Weights

Download full monthly history (CSV)

Level	Tactical				Benchmark
Asset	U.S. Large Cap Equities	U.S. Small Cap Equities	International Equities	U.S. Fixed Income	U.S. Large Cap Equities	U.S. Small Cap Equities	International Equities	U.S. Fixed Income
2025-07-31	35.29	3.79	28.92	32.00	32.59	7.58	19.83	40.00
2025-06-30	33.99	3.80	30.21	32.00	32.26	7.60	20.14	40.00
2025-05-31	38.96	3.81	10.15	47.09	32.08	7.62	20.29	40.00
2025-04-30	23.24	11.16	17.60	48.00	31.81	7.65	20.54	40.00

Balanced Portfolio Models (3-Sleeve)

	Month-to-Date Return (%)	Month-to-Date Return NET(%)	Year-to-Date Return (%)	Year-to-Date Return NET(%)	1-Month Return (%)	1-Month Return NET(%)	3-Month Return (%)	3-Month Return NET(%)	12-Month Return (%)	12-Month Return NET(%)	3-Year Return (%)	3-Year Return NET(%)	5-Year Return (%)	5-Year Return NET(%)	10-Year Return (%)	10-Year Return NET(%)
Name
54% U.S. Large Cap Equities / 36% International Equities / 10% U.S. Fixed Income	0.77	0.77	10.44	10.00	2.53	2.53	9.87	9.65	22.88	21.90	12.75	11.88	11.22	10.37	10.37	9.52
48% U.S. Large Cap Equities / 32% International Equities / 20% U.S. Fixed Income	0.75	0.75	9.87	9.43	2.39	2.39	9.05	8.84	20.78	19.81	11.80	10.93	10.09	9.24	9.61	8.77
42% U.S. Large Cap Equities / 28% International Equities / 30% U.S. Fixed Income	0.74	0.74	9.29	8.85	2.25	2.25	8.24	8.03	18.70	17.76	10.84	9.99	8.96	8.12	8.85	8.01
36% U.S. Large Cap Equities / 24% International Equities / 40% U.S. Fixed Income	0.72	0.72	8.70	8.27	2.11	2.11	7.43	7.22	16.65	15.72	9.88	9.04	7.83	7.00	8.08	7.25
30% U.S. Large Cap Equities / 20% International Equities / 50% U.S. Fixed Income	0.71	0.71	8.11	7.68	1.97	1.97	6.62	6.41	14.63	13.72	8.93	8.09	6.70	5.88	7.31	6.48
24% U.S. Large Cap Equities / 16% International Equities / 60% U.S. Fixed Income	0.69	0.69	7.52	7.09	1.84	1.84	5.82	5.61	12.64	11.74	7.97	7.14	5.58	4.77	6.52	5.70
18% U.S. Large Cap Equities / 12% International Equities / 70% U.S. Fixed Income	0.68	0.68	6.92	6.49	1.70	1.70	5.02	4.81	10.68	9.79	7.02	6.19	4.46	3.65	5.74	4.92
12% U.S. Large Cap Equities / 8% International Equities / 80% U.S. Fixed Income	0.66	0.66	6.32	5.90	1.56	1.56	4.22	4.01	8.74	7.87	6.06	5.25	3.34	2.54	4.94	4.13

Balanced Portfolio Models (2-Sleeve)

	Month-to-Date Return (%)	Month-to-Date Return NET(%)	Year-to-Date Return (%)	Year-to-Date Return NET(%)	1-Month Return (%)	1-Month Return NET(%)	3-Month Return (%)	3-Month Return NET(%)	12-Month Return (%)	12-Month Return NET(%)	3-Year Return (%)	3-Year Return NET(%)	5-Year Return (%)	5-Year Return NET(%)	10-Year Return (%)	10-Year Return NET(%)
Name
80% U.S. Large Cap Equities / 20% U.S. Fixed Income	0.50	0.50	8.30	7.87	1.69	1.69	10.38	10.16	18.82	17.88	12.15	11.28	11.73	10.87	11.66	10.80
70% U.S. Large Cap Equities / 30% U.S. Fixed Income	0.51	0.51	7.94	7.51	1.64	1.64	9.40	9.18	17.05	16.12	11.16	10.30	10.40	9.55	10.64	9.79
60% U.S. Large Cap Equities / 40% U.S. Fixed Income	0.53	0.53	7.57	7.14	1.59	1.59	8.42	8.20	15.29	14.37	10.17	9.32	9.07	8.23	9.61	8.77
50% U.S. Large Cap Equities / 50% U.S. Fixed Income	0.55	0.55	7.18	6.75	1.53	1.53	7.45	7.23	13.54	12.63	9.17	8.33	7.73	6.90	8.58	7.75
40% U.S. Large Cap Equities / 60% U.S. Fixed Income	0.56	0.56	6.79	6.36	1.48	1.48	6.47	6.26	11.79	10.90	8.18	7.34	6.41	5.59	7.54	6.72
30% U.S. Large Cap Equities / 70% U.S. Fixed Income	0.58	0.58	6.38	5.96	1.43	1.43	5.51	5.30	10.06	9.19	7.17	6.35	5.08	4.27	6.50	5.68
20% U.S. Large Cap Equities / 80% U.S. Fixed Income	0.60	0.60	5.97	5.54	1.38	1.38	4.54	4.33	8.34	7.48	6.17	5.35	3.75	2.96	5.45	4.64

RESEARCH DISCLAIMERS
The data and analysis contained within are provided "as is" and without warranty of any kind, either express or implied. The information is based on data believed to be reliable, but it is not guaranteed.

DAY HAGAN ASSET MANAGEMENT DISCLAIMS ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY, SUITABILITY, OR FITNESS FOR A PARTICULAR PURPOSE OR USE.

All performance measures do not reflect tax consequences, execution, commissions, and other trading costs. As such, investors should consult their tax advisors before making investment decisions. Additionally, investors should be aware that past performance and results of the model are not a guarantee of future results. The Sector Allocation Strategy is not intended to be the primary basis for investment decisions, and the usage of the model does not address the suitability of any particular investment for any particular investor.

Using any graph, chart, formula, model, or other device to assist in deciding which securities to trade or when to trade them presents many difficulties, and their effectiveness has significant limitations, including that prior patterns may not repeat themselves continuously or on any particular occasion. In addition, market participants using such devices can impact the market in a way that changes the effectiveness of such devices. Day Hagan Asset Management believes no individual graph, chart, formula, model, or other device should be used as the sole basis for any investment decision and suggests that all market participants consider differing viewpoints and use a weight of the evidence approach that fits their investment needs.

DISCLOSURES
Past performance does not guarantee future results. No current or prospective client should assume future performance of any specific investment or strategy will be profitable or equal to past performance levels.

All investment strategies carry the potential for both profit and loss. Changes in investment strategies, contributions, or withdrawals, and economic conditions may materially alter the performance of your portfolio.

Different types of investments involve varying degrees of risk, and there can be no assurance that any specific investment or strategy will be suitable or profitable for a client's portfolio.

Historical performance results for investment indexes and/or categories generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. There can be no assurances that a portfolio will match or outperform any particular benchmark.

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The information provided here has not been approved or verified by the SEC or by any state or other authority. Additional information about Day Hagan Asset Management is also available on the SEC's website at https://www.adviserinfo.sec.gov/. This material is provided for informational purposes only and is not intended as an offer or solicitation with respect to the purchase or sale of any security or other financial instrument or to participate in any trading strategy. Day Hagan Asset Management's strategies, including the model discussed in this publication, are intended to be used only by sophisticated investment professionals.

There may be potential tax implications associated with a rebalancing strategy. Rebalancing involves selling some positions and buying others, resulting in realized gains and losses for the positions that are sold.

The performance calculations do not reflect the impact that paying taxes would have, and for taxable accounts, any taxable gains would reduce the performance on an after-tax basis. This reduction could be material to the overall performance of an actual trading account. Day Hagan Asset Management does not provide legal, tax, or accounting advice. Please consult your tax advisor in connection with this material before implementing such a strategy, and prior to any withdrawals that you make from your portfolio.

There is no guarantee that any investment strategy will achieve its objectives, generate dividends, or avoid losses.

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