In reaction to my recent Rutherford Review post (https://itawealth.com/rutherford-portfolio-review-tranche-5-21-january-2022/ ) John Shelton commented and asked the following questions: “Thx for the very gloomy report. From a psychological perspective, what influence do these trend parameters have on the BHS buy and sell plans? Those of us who study such things know that the Recency Bias would […]
Darwin Portfolio Review: 21 January 2022
The Darwin Portfolio is a five-asset “Core” Risk parity portfolio (à la Ray Dalio) with a separate Volatility component added for diversity. After adjustments the portfolio looks like this: with recommended holdings for the “Core” portion as shown in the bottom row (based on an aggressive 10% risk target per ETF). Although this requires no […]
Rutherford Portfolio Review (Tranche 4): 14 January 2022
US equity markets, as represented by the S&P 500 Index (SPX), continue to trade in the 300 point range between 4500 and 4800 that they have been in for the past two months: The confusing channels shown in the above figure re-enforce the fact that the market has no clear direction or trend. We should […]
Rutherford Portfolio Review (Tranche 3): 7 January 2022
After trading in a 300 point range for the past 2 months, and starting the New Year with a push to new all-time highs is the first half hour of trading on Monday it was all downhill from there, sparked by hawkish comments from Fed Chair Powell on Wednesday, with US equities ending the week […]
Hindsight is 2021 – A Year-End Retrospective and Lessons for 2022
Portfolio Construction The following screenshot tells us almost all we really need to know about 2021 – it was a great year to invest in US equities: The S&P 500 Index was up 29% on the year with 70 new highs on the way up and only two (short-lived) corrections of over 4%. Likewise, the […]
Hawking Portfolio Review – 31 December 2021
The Hawking Portfolio is an “Income” portfolio constructed from a diversified selection of high yielding Closed-End-Funds (CEFs) that pay regular weekly or monthly dividends/distributions that can either be withdrawn for “income” or re-invested for compounded growth. Performance for 2021 looks like this: with a very respectable 17.5% return – lower than the high perf0ming US […]
Kahneman-Tversky Portfolio Review: 31 December 2021
The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum portfolio that invests in only one of three possible assets available within the quiver. It does have an additional dimension of diversification in that two different lookback scenarios are used to measure momentum – a slow 252-day lookback for the Kahneman portion and a faster 60- […]
Rutherford Portfolio Review (Tranche 2): 31 December 2021
It was a stellar year in the US equity markets with the S&P 500 closing up over 29% on the year: There were only two drawdowns of over 4% – that came in November and early December – but these were both short-lived and, with the help of Santa, we closed the year near all […]
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