The Kahneman-Tversky Portfolio, that uses the simplest Dual Momentum (DM) model to select one asset from a basket of three, did not perform particularly well in 2022: closing down ~18.4% on the year. While this is slightly less than the ~20% drop in value of US equities over the same period it does not beat […]
Rutherford Portfolio Review (Tranche 4): 30 December 2022
2022 comes to a close with US equities down ~20% from the all time highs hit on 4 January – at the beginning of the year: We are still in the downtrend channel and need to see a break-out above 4100 (the prior pivot high) before we might consider suggesting a possible reversal to a […]
Rutherford Portfolio Review (Tranche 3): 23 December 2022
Merry Christmas from Dunedin in New Zealand where I finally have a decent enough internet connection to write this post. Following a relatively volatile but eventually uneventful week from US equities going into the Christmas holidays: we are still sitting in the 2022 downtrend channel at the 38.2% retracement level from the early December pivot […]
Rutherford Portfolio Review (Tranche 2): 16 December 2022
US equities continued to slide lower this week: and price is firmly entrenched back in the downtrend channel that we have been in all of 2022. I can still envisage a retest of the 3600 level at least before we might see another technical reversal. US equities were, in fact, the worst performing asset class […]
Rutherford Portfolio Review (Tranche 1): 9 December 2022
US Equities pulled back a bit this week, closing down ~3.5% from last week’s close: In last week’s review I noted that prices had moved outside the 1 Standard Deviation upper boundary of the long-term downtrend channel. However, I also pointed out that, technically, there was potential resistance in that area and that it would […]
Hawking Portfolio Review: 2 December, 2022
The Hawking Portfolio is an income generating portfolio that needs very little management other than to re-invest dividends to support geometric growth in returns. Performance to date (including November dividend payments) looks like this: … well above the baseline AOR Fund. Current holdings (25 CEFs) are shown in the following figure: and ~$1,000 is available […]
Kahneman-Tversky Portfolio Review: 2 December, 2022
The Kahneman-Tversky (K-T) Portfolio is the simplest portfolio that I review on this site. It is a simple Dual Momentum (DM) portfolio with the option to allocate funds to only one asset from a quiver of three. The only slight twist is that the portfolio is split between a “slow” portion (Kahneman) with a single […]
Darwin Portfolio Review: 2 December 2022
Last week I took an early look at the Darwin Portfolio and, while I don’t like to change too many parameters for these reviews (so as to provide a reasonable example of performance that might be expected from use of the various models used), I decided that the setup was probably too aggressive – even […]
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