It was a bullish week in US equity markets with prices up over 6% week-over-week and 3% on Friday alone: This took price outside of the weekly Expected Move (as determined from the Implied Volatility of Option prices) and approaching the top of the current bear channel. While the move in US equities was impressive, […]
Darwin Portfolio Review: 17 June 2022
The Darwin is a “Core” portfolio of five assets that is adjusted periodically to maintain risk parity as asset volatilities change. This is supplemented by a 10% position in a volatility ETF for a little diversification. The portfolio is also leveraged ~35%. Current performance since inception last year looks like this: or, in “stacked” format: […]
Rutherford Portfolio Review (Tranche 1): 17 June 2022
It was a brutal week in US equity markets with indices down ~6% on the week: We may see technical support at ~360 (SPY) – that would represent a 25% decline on the Year-To-date (YTD). This is not the first time that we have seen 6% weekly price ranges over the past month and markets […]
Rutherford Portfolio Review (Tranche 5): 10 June 2022
Last week we were looking at what looked like a breakout of the downtrend channel and a possible change to a positive trend (blue regression channels in the following screenshot): This still looked like the case for the first two days of the week – but then everything changed and we lost over 6% in […]
Hawking Portfolio Review – 3 June, 2022
The Hawking Portfolio is an “Income” portfolio built from Closed-End-Funds (CEFs) with a target of generating over 8% annual income from distributions. It is also hoped to pick up a “growth” component that adds to “total return”. Performance to date looks like this: and has led the benchmark AOR Fund over the past 17 months. […]
Kahneman-Tversky Portfolio Review: 3 June, 2022
The Kahneman-Tversky portfolio is a simple Dual Momentum portfolio with a choice of only one asset (other than Cash) from a quiver of three. Portfolio performance to date looks like this: and is significantly lagging the benchmark AOR fund as a result of using Trailing Stop Loss Orders (TSLOs) last year and is in a […]
Rutherford Portfolio Review (Tranche 4): 3 June 2022
US Equities, as measured by the performance of the S&P 500 Index closed down ~1.1% from last week’s close: but has stayed above the downtrend channel that it broke out of last week with a weekly 6.6% bullish bounce. However, it looks as though the 415 (SPY) level (previous pivot low level at B) is […]
Rutherford Portfolio Review (Tranche 3): 27 May 2022
Well, that was quite a week in US equity markets with the S&P 500 Index closing the week 6.6% higher than last week’s close: Prices have broken out of the downtrend channel and Implied Volatility has decreased significantly (over 30% from the recent highs). We are now sitting at ~415 in SPY that is the […]
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