quantbrah

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Short Asia ex-US equities over US on worsening regional macro stress

The post argues that current economic and market stress is materially worse across Asian economies than in the US, making Asia a cleaner place to express an equity downside view. The most direct listed implementation is a basket of short US-listed Asia and single-country ETFs with heavier exposure to the most vulnerable regional equity markets rather than shorting broad US indices.

ALL TIME RETURN -23.19%
S&P 500 +18.97%
VS S&P 500 -42.17%
Return -3.72%
S&P 500 0.00%
VS S&P 500 -3.72%
Best performer EWT -0.45%
Portfolio S&P 500 AS OF JUL 14, 8:40 PM
  • FXI Short
    Performance +3.60%
    Current weight 23.48%

    Description Large-cap China ETF is a direct US-listed proxy for deteriorating Asian growth and policy stress, and is more targeted than shorting US equities.

  • EWY Short
    Performance -51.97%
    Current weight 30.84%

    Description South Korea is a highly cyclical, export-sensitive Asian market that tends to underperform when regional demand and trade conditions worsen.

  • EWT Short
    Performance -47.52%
    Current weight 23.95%

    Description Taiwan equity exposure provides direct sensitivity to Asian industrial and tech-cycle weakness through a liquid US-listed country ETF.

  • EWH Short
    Performance +3.15%
    Current weight 11.79%

    Description Hong Kong equities are a direct vehicle for China-linked financial and property stress within Asia.

  • AAXJ Short
    Performance -22.49%
    Current weight 9.94%

    Description Broad Asia ex-Japan ETF rounds out the thesis by capturing regional weakness beyond any single market while staying focused on the geography in question.

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Positions
5

Not financial advice. Hypothetical portfolio for informational purposes only. Returns are approximate and do not account for splits, dividends, borrow costs, or financing. Privacy notice.