It was another down week for US equities with the S&P 500 down another ~2.5%: We closed the week just below the June lows (B) that raises the question as to whether this will hold as support and allow us to bounce into a Santa Claus rally to the end of the year – or […]
Rutherford Portfolio Review (Tranche 5): 23 September 2022
There is nowhere to hide or make money investing at the moment as US equities saw another 4.6% loss on the week: As I suggested last week we are now testing the lows of the year that were established in June. We are at the bottom of the downtrend channel so the big question is […]
Darwin Portfolio Review: 9 September 2022
Although I check this portfolio more frequently it is my intention to refrain from making adjustments more frequently than quarterly unless recommended (risk parity) holdings get significantly out of line. Current calculations show the following recommended holdings: and current holdings are VTI/9, VSS/18, VNQ/20, TLT/15, GLD/17. These are close enough and I don’t want to […]
Rutherford Portfolio Review (Tranche 3): 9 September 2022
Even in a shortened 4-day trading week US equities managed to gain ~4% from last week’s close: The big surprise came on Friday when we gapped up on the Open and kept going from there. In the above figure I have drawn a tentative breakout channel from the recent downtrend. There is still a lot […]
Kahneman-Tversky Portfolio Review: 2 September, 2022
The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio with options to invest in only one of 3 assets in each portion of the portfolio that are differentiated only by the different look-back periods used to measure momentum. For the past 3 months both portions of the portfolio have been invested in SHY (short-term […]
Rutherford Portfolio Review (Tranche 2): 2 September 2022
It was a rough week all around with US equities losing ~3.5% from last week’s close: As can be seen in the above screenshot prices oscillated quite wildly in the zone between the 38.2% and 61.8% Fibonacci retracement levels at relatively high volatility levels: The price action confirmed the break-out into a new downtrend channel […]
Using Rotation Data in an Investment Strategy Model
Regular readers of this blog will be aware that I have been trying to define a model that might use data generated from calculations of momentum/relative strength that generates “rotational” graphs that look like this: Where we see a general clockwise rotation of momentum over time (the length of the tail). If we accept that […]
Rutherford Portfolio Review (Tranche 1): 26 August 2022
A bad week for US equities with a 3.8% weekly decline in prices: Most of the damage came on Friday following announcements from the Jackson Hole Economic Conference and we have tentatively broken through the lower boundary of the recent bullish channel. I have drawn the boundaries of a potential new downtrend channel but this […]
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