Tag Archives: Antonacci

Tactical asset allocation – may 2016 update

Here is the tactical asset allocation update for May 2016. Before I get into the updates for the month I want to share a must read post from Antonacci. In the post he lists some questions he often gets asked about markets and investing. Here they are; Question: How much do you think the stock market can drop? Response: 89% Question: What?!! Response: Well, that is the most it has dropped in the past. But past performance is no assurance of future success, so I guess it could go down more than that. Question: I just looked at my account, … Continue reading

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Tactical asset allocation – April 2016 update

March was good month for risk assets. Let’s see if it continues in April. Here is the tactical asset allocation update for April 2016. Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. 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. Note: I am not maintaining the Yahoo Finance versions any more. … Continue reading

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Tactical asset allocation – february 2016 update

Here is the tactical asset allocation update for February 2016. As I mentioned last month, I am now using a new data source for the portfolio updates. I am also maintaining the old portfolio formats, in Yahoo Finance, for a while. Here is the link to the Yahoo data. Lets dive right in. Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. The big change here is the use of FINVIZ data and more importantly that these signals are valid after every trading day. So, while I’ll maintain these month end updates this means … Continue reading

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Tactical asset allocation – january 2016 update

Happy New Year everyone! Time to start fresh again in 2016. Here is the first tactical asset allocation update for 2016. As I mentioned last month, I am now using a new data source for the portfolio updates and also going to use a slightly different format for these monthly updates. I will also maintain the old portfolio formats, in Yahoo Finance, for a while. Here is the link to the Yahoo data. Lets dive right in. Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. The big change here is … Continue reading

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Tactical asset allocation – december 2015 update

Here are the tactical asset allocation updates for December 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. No changes for GTAA5. For the timing version of the Permanent Portfolio SHY went to cash which is basically no change. Now for the more aggressive GTAA AGG3 and AGG6 portfolios. Below is the snapshot of all the 13 asset classes. No changes for AGG3 this month. For AGG6, VCIT replaced VGIT and 33% of the portfolio is in cash just like last month. Performance for the portfolios so far this … Continue reading

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Tactical asset allocation – november 2015 update

October turned out to be quite a strong month for US stocks as the historical seasonality suggested. Lets see what that strong showing did to the tactical asset allocations for November. Here are the tactical asset allocation updates for November 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. GTAA5 is now 60% invested with VTI and VNQ going to invested this month. For the timing version of the Permanent Portfolio VTI went back to invested for this coming month. Now for the more aggressive GTAA AGG3 and … Continue reading

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Tactical asset allocation – october 2015 update

A lot of volatility this month in the equity markets. So far it looks like the portfolio signals to go to cash have been valid. Of course, that’s only half the battle. We’ll see what October brings, a historically positive month for equities. Here are the tactical asset allocation updates for October 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. GTAA5 is now 20% invested with IEF going to invested this month. For the timing version of the Permanent Portfolio there were no changes this month. Now for … Continue reading

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Tactical asset allocation – september 2015 update

Wow! What a month. After 3 years of a steady grind higher there is finally some significant volatility in the market. Several of the portfolios had a drawdown of about 6% during the month along with the major indices. If this is a surprise or it seems excessive, it’s not. Historically the portfolios have exhibited drawdowns up to 20%. With such big swings the portfolio risk management rules kicked in and now the allocations are mainly cash. Now comes the interesting part – to see if these signals are head fakes or the start of something significant. Here are the … Continue reading

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Tactical asset allocation – august 2015 update

Here are the tactical asset allocation updates for August 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. There was one change in the GTAA5 portfolio. Bonds (IEF) went back to invested this month. GTAA5 is now 60% invested and 40% cash. For the timing version of the Permanent Portfolio there were no changes this month. The TAA version of the Permanent Portfolio is 50% invested and 50% in cash just like last month.   Now for the more aggressive GTAA AGG3 and AGG6 portfolios. There are no changes for either … Continue reading

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Tactical asset allocation – july 2015 update

Here are the tactical asset allocation updates for July 2015. All portfolio updates are online as part of Paul’s GTAA 13 Portfolio New sheet. First, for the basic portfolios – the GTAA5 and the Permanent Portfolio. There was one change in the GTAA5 portfolio. Bonds (IEF) went to cash this month. GTAA5 is now 40% invested and 60% cash. For the timing version of the Permanent Portfolio there were no changes this month. The TAA version of the Permanent Portfolio is 50% invested and 50% in cash just like last month. Now for the more aggressive GTAA AGG3 and AGG6 portfolios. There is one change for AGG3 this month. … Continue reading

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