It must be that time of the year again. Retirement hysteria time. Usually in the new year I start seeing a slew of articles on how your retirement is at risk, how you cannot possibly retire now, and the theme for the last few years – how high stock market Read more…
Just a quick post today on the TAA bond strategy that I’ve posted on and keep track of here. Starting yesterday, the strategy is on AllocateSmartly. See the blog post discussing the details of the strategy and it’s historical performance. A few important items that I’d like to highlight follow. Read more…
Note: All the data tables have been updated to include the TAA bond strategy. Thanks to AllocateSmartly, P123, and Stockcharts.com, I was able to gather 2016 performance data much sooner than last year. This post updates the portfolio statistics, through 2016, for all the various portfolios I track that I Read more…
Following up on my last post, I’d like to take a deeper dive into the performance of TAA strategies. In particular, I’ll take a look at the differences between the top performing TAA strategies and the bottom performing ones. There are some important points that come out of this analysis Read more…
In this post I’m going to take a look at performance as a whole of a group of TAA strategies and how that performance has varied over time. I’ll then compare it to the classic 60 40 US stock US bond portfolio and a more globally diversified and modern portfolio, the All Read more…
Note: thanks to those who signed up to Allocate Smartly through my link. It’s provided a nice extra revenue stream that is much appreciated. One of the TAA strategies that I have often been asked about is Antonacci’s Composite Dual Momentum (ACDM from now on). I never got around to tracking or Read more…
Here is the very quick version of the tactical asset allocation update for Oct. Signals are valid for until the end of the month. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. One change for AGG3. VBK replaces VNQ. Two changes for Read more…
Here is the very quick version of the tactical asset allocation update for Sept. Signals are valid for until the end of the month. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. One new change for AGG3. IAU is out and VWO Read more…
Here is the tactical asset allocation update for August 2016. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here. This is a new version of the sheet. Google updates the Sheets program every so often and old version of sheets just stop working. That Read more…
Here are the first half 2016 total return and max drawdown numbers for the various quant strategies I track. For explanations of the various quant strategies see the portfolios page. All equity portfolios consist of 25 stocks and were formed at the end of 2015. No changes in the holdings since that Read more…
Here is the tactical asset allocation update for July 2016. If you didn’t listen to the news all month or didn’t check prices during the month then you would think it was a pretty uneventful month and overall quite a decent month for almost all asset classes. Unfortunately, like most Read more…