11 months down, 1 to go in 2014. Here are the tactical asset allocation portfolio updates for this month.

Starting with the most basic portfolios, below are the December updates for the GTAA5 and the Permanent Portfolio. I keep a spreadsheet online that is update automatically. There were no changes from last month.

IVY5 timing model Dec 1 2014 update

Perm Port timing update dec 1 2014

Now for the more broadly diversified GTAA13 portfolio and the aggressive versions. Online spreadsheet for this and the GTAA AGG3 and GTAA AGG6 portfolios.

GTAA13 timing update dec 1 2014

There were also no changes for the GTAA13 moderate portfolio. The AGG3 and AGG6 updates are below – no changes for this month as well.

GTAA6 GTAA3 Dec 1 2014 update

These portfolios signals are valid for the whole month of December.


7 Comments

Chris Stein (@cstein03) · November 30, 2014 at 5:15 am

Do you have the year to date returns for each strategy and Sharpe ratios ? And, for next year, are you keeping the same ETF ‘s or will some of the ETF’s be removed and replaced ?

    libertatemamo · November 30, 2014 at 11:06 am

    I do have the YTD returns for most of the strategies but I will wait until the end of the year and publish full year results. It takes quite a bit of double checking to make sure they are correct. If you look at the online spreadsheets there are some YTD figures in there but they are rough. Also, I don’t know what I’ll do with the ETFs yet. Will think about that in January. I am tracing other ETFs in the online spreadsheets.

    Paul

Lester Burnham (@LesterBurnham3) · November 30, 2014 at 1:57 pm

Thanks for your great blog, I’ve enjoyed reading your thoughts on various portfolios. Do you have any suggestions for someone trying to start implementing the Ivy GTAA AGG top 6 method with a large lump sum of cash? It seems that the only reasonable way is to go ahead and buy the top 6 ETFs with buy signals. It seems the other option of waiting for an initial buy signal would be problematic since you could be waiting a long time to get 6 initial buy signals. Any thoughts or suggestions would be appreciated. Thanks!

    libertatemamo · December 1, 2014 at 8:48 am

    Lester, yeah, the best way to get started is just to dive in with the 6 ETF on buy. You could add capital to the strategy over a period of time to mitigate the effect of a short term market pull back.

    Paul

BJedz (@Bjedz) · December 1, 2014 at 9:12 am

Paul, thanks for keeping this strategy info up, I appreciate it tremendously.

Bruce

JOHN STEIN · December 28, 2014 at 6:36 am

I was going to start the Permanent Port. with Timing next year (2015 ), the only
question I have is where do you invest the 25 % of the port. when SHY is below the 10mSMA ? SHY? or do you have a ” safer cash” ETF ?

    paul.novell@gmail.com · December 28, 2014 at 4:00 pm

    I would just keep it in cash. i.e no ETFs, just whatever your brokerage uses as cash.

Comments are closed.