Franklin (named for Rosalind of DNA fame) is the portfolio scheduled for an update this morning. Moments ago I checked the latest Sector BPI data and Utilities (VPU) remains in the overbought zone. The recommendation is to place a 3% Trailing Stop Loss Order (TSLO) under VPU, assuming investors are holding that ETF in their […]
Millikan Portfolio Update: 11 April 2023
Given the over-bought signal generated yesterday for Utilities (VPU) I wanted to update at least one of the four Sector BPI portfolios to see how well it is performing based on annualized IRR data and risk factors such as the Jensen Performance Index. Follow along as I walk through an update of the Millikan. Millikan […]
Kepler Portfolio Management: 11 April 2023
Kepler is the Relative Strength portfolio scheduled for review today. As readers will soon see, this portfolio is not up to snuff when it comes to performance. I’ll work with the BHS model for a few more months, but patience is running thin, particularly when models requiring much less work are performing much better.
Carson Portfolio Update: 10 April 2023
Carson is the portfolio up for review this morning. Based on Bullish Percent Indicator data from last week, no Buy or Sell orders are called for other than the Trailing Stop Loss Order (TSLO) recommended for Energy (VDE). Regular readers have already digested this information. I set TSLOs for VDE in every Sector BPI portfolio […]
Hawking Portfolio Review: 6 April 2023
The Hawking Portfolio is, essentially, a Buy-And-Hold Portfolio designed to generate Income from investments in Closed End Funds (CEFs). This class of Funds were hit quite hard over the past month: although the dividends generated by the Funds is still keeping portfolio returns ahead of the benchmark AOR Fund. Being an Income Fund the only […]
Darwin Portfolio Review: 6 April 2023
The Darwin Portfolio is a “Buy-And-Hold” portfolio of assets that is only adjusted when allocations fall out-of-line with recommendations based on risk parity (i.e. equal risk on all holdings). Performance to date (~4 months from inception) looks like this: or, in stacked format: because of the adjustments these plots are a little difficult to follow […]
A Review/Comparison of Momentum Systems
Every year I take a breathe and find a little time to review my portfolios and the systems that I am using to manage those portfolios. As we remind readers almost every month, no system works “best” in all market conditions, and we don’t know what those conditions will be in the future, so it […]
Portfolio Performance Comparisons: 7 April 2023
Approximately once a month I post the following portfolio performance data table. Readers need to keep in mind that the data is a rolling look at portfolio performance and is based on the date shown in the third column from the right. Annual IRR data (third column from the left) is current as of April […]
Kahneman-Tversky Portfolio Review: 6 April 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio where we pick only one of three assets in our investment quiver (providing they have positive momentum relative to SHY – our “risk-free” benchmark fund). The only diversification here is that we split the portfolio and use a long-term (252-day) momentum look-back period for one half […]
Rutherford Portfolio Review (Tranche 3): 6 April 2023
In a holiday-shortened week US equities were relatively quiet but managed to close the week up ~1% from last week’s close: However price is still hanging around in that pendant pattern (defined by yellow boundary lines of the bearish and bullish 2 SD channels) and we still have no obvious reason to favor either a […]
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