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.
Now for the more broadly diversified GTAA13 portfolio and the aggressive versions. Online spreadsheet for this and the GTAA AGG3 and GTAA AGG6 portfolios.
There were also no changes for the GTAA13 moderate portfolio. The AGG3 and AGG6 updates are below – no changes for this month as well.
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.
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