McClintock, a Dual Momentum portfolio, is up for review this morning. Normally I don’t show the Main Menu settings. However, they can be viewed in the following screenshot as the look-back combination was recently changed. Check the Linear Regression periods. While the Franklin now uses the default combination, the McClintock is using 100 – and […]
McClintock Portfolio Review: 24 November 2021
Happy Thanksgiving Before getting into the McClintock review, let me wish everyone a Happy Thanksgiving. I realize it is a few weeks late for Canadian citizens. Just help celebrate with us tomorrow. As one of three Dual Momentum portfolios participating in an experiment where different look-back periods are used, the McClintock uses the middle […]
McClintock Portfolio Review: 28 January 2022
McClintock is a Dual Momentum™ portfolio where a longer look-back period is used. As you recall, the Franklin recommendation was to move out of VTI and into a lower volatile security. The Franklin uses a shorter look-back combination so it is quicker to react to market movements. Not so with the McClintock as you will […]
McClintock Portfolio Review: 13 May 2022
McClintock is one of four Dual Momentum™ portfolios tracked at ITA. This investing model is designed to protect capital. How well is this portfolio meeting this goal. While the Schrodinger lost approximately 6.0% in April, the McClintock decline 2.6%. That is a significant difference.
McClintock Portfolio Review: 10 June 2022
McClintock is one of four Dual Momentum™ portfolios tracked here at ITA Wealth Management. Is this investing model doing an adequate job for the owner of this portfolio? Follow along as I walk through the review or updating process. If there are new readers who are not familiar with the Dual Momentum model, it is […]
McClintock Portfolio Review: 16 August 2022
Yesterday I updated the Franklin, a poor performing Dual Momentum™ portfolio. This morning the McCormick is up for review and the performance is quite different. Chalk the difference up to the luck-of-review-day rather than the particular investing model. McClintock Dual Momentum Recommendation The current recommendation is to place 100% of the portfolio in bonds (BND). […]
Checking Up On McClintock: 5 October 2022
Updating the McClintock generated a surprise as I expected the Dual Momentum™ model would follow the recommendation we observed for both the Franklin and Pauling portfolios which was to invest 100% of the portfolio in U.S. Equities. Not so with the McClintock as the recommendation is to go with U.S. Bonds (BND). If this were […]
McClintock Portfolio Review: 23 November 2022
Of all the Dual Momentum™ portfolios, the McClintock stands out as the top performer. The exact reason remains somewhat of a mystery. I attribute the excellent performance to the luck-of-review-day as the operational model is the same for all the DM portfolios. Based on five years of data with four different Dual Momentum (DM) portfolios, […]
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