Here is the tactical asset allocation update for June 2016. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. The sheet contains the IVY5, GTAA5, and the Permanent Portfolio as well. These signals are valid after every trading day. So, while I’ll maintain these month end updates this means that you can implement your portfolio changes on any day of the month, not just month end. FINVIZ will at times generate signals that are slightly different than Yahoo Finance. Also, year to date performance figures have been updated and are included in the sheet.
Note: I am not maintaining the Yahoo Finance versions any more. All portfolios now use FINVIZ data.
One change for the AGG3 portfolio with VGLT replacing IAU, which had a rough month. Same for AGG6 with VGLT replacing IAU. For GTAA13, the entire portfolio is invested. Approximate monthly and YTD performance is below. VBINX had not updated as of posting time so the May return is approximate. I will update when the official figures (from Morningstar) are in.
For the Antonacci dual momentum GEM and GBM portfolios, GEM remains in SPY. and the bond portion of GBM is in MBB. The Antonacci tracking sheet shareable so you can see the portfolio details for yourself.
The Bond 3 quant model, see spreadsheet, ranks the bond ETFs by 6 month return and uses the absolute 6 month return as a cash filter to be invested or not. The Bond 3 quant model is invested in IGOV, VGLT, and VCIT.
That’s it for this month. These portfolios signals are valid for the whole month of June. As always, post any questions you have in the comments.
Full Disclaimer - Nothing on this site should ever be considered advice, research or the invitation to buy or sell securities. These are my personal opinions only.