Note: This is a modified version of an analysis I did for subscribers of the Economic Pulse Newsletter where I used the SPY-COMP indicator from the newsletter in world wide markets. Results for the SPY-COMP indicator are significantly better than the SPY-UI indicator presented in this post. One of the Read more…
“All models are wrong. Some models are useful.” This post is the second part of a white paper that I wrote for Economic Pulse Newsletter subscribers a few months ago. If you’re interested in learning more about the newsletter see here. Also, for more info on all kinds of TAA Read more…
“All models are wrong. Some models are useful.” This post is a white paper that I wrote for Economic Pulse Newsletter subscribers a few months ago. If you’re interested in learning more about the newsletter see here. Also, for more info on all kinds of TAA models I highly recommend Read more…
It’s that time of year to update the performance stats of investment systems. In this post, I’ll cover various Tactical Asset Allocation strategies and how they performed in 2017. Let’s jump right in. As usual, I’m using data from the great folks at Allocate Smartly. 2017 was definitely a risk-on Read more…
Happy Holidays! Just wanted to drop a quick post with some great links and thoughts for the end of the year. But first I wanted to give a big thank you to all my readers. As I approach my 8th year of writing this blog I have a lot to Read more…
Today I want to talk about momentum. I’m always struck by the hand wringing I see from investors as prices reach new highs. This seems particularly evident over the last year during a great run for stocks. This is odd when you look at the historical evidence for momentum. Momentum Read more…
Tactical Asset Allocation (TAA) strategies have come a long way in the last few years. From a small corner of the financial blogosphere to basking in broad daylight. I’d like to think I had a small role to play in that but really it’s the result of the amazing work Read more…
Preface: This post is an introduction to my new newsletter. Actually I did a soft launch about a month ago that you may have seen me mention. I’ve copied the newsletter about page below. It’s taken me a long time to get to this point. About 8 years. It’s been Read more…
Personal note: Sorry for the long delay from posting. I had a death in the family this summer, a big overseas family wedding, and I’ve been working on getting my newsletter released, which I’ll announce in a later post. Now, I’m back. I was thinking this morning that with the Read more…
Today I want to talk about my friend Jose. About a year and half ago, after months of Q & A between us, Jose decided to implement Antonacci’s GEM portfolio in his IRA (see this post for a detailed description). This post describes his first 6 months in GEM, November Read more…
A few months ago I implemented the SPY-UI model on the P123 platform. It has recently exited it’s incubation period and is now available for FREE on P123 once you are a member. If you’re not a member you can use my P123 link for a free trial. It is available to Read more…