Arches National Park
McClintock, one of two Dual Momentum™ portfolios remains under close scrutiny. I’m paying close attention to return vs. benchmark and what kind of risk is involved to achieve the return. I assume most readers are familiar with the DM investing model as it has been around for a number of years.
Dual Momentum™ is one of several investing models built into the Kipling spreadsheet so it is very easy to use provided one is set up with an operational Kipling. Follow along with this analysis of the McClintock.
McClintock Dual Momentum Recommendation
The current recommendation is to invest 100% of the portfolio in International Equities (VEU). I currently hold 110 shares while the recommendation it to hold 540.
I have TSLOs set to sell all shares of VOO and ESGV. As yet I’ve not set any sell orders for SHY. Nearly 50% of the portfolio is in cash and with that surplus I’ve set a wide array of purchase orders for VEU.
McClintock Performance Data
Since 12/31/2021 the McClintock has outperformed the S&P 500 (SPY) as well as both AOR and AOA. Right now the margins are not even close so the DM model is working for the McClintock.
McClintock Risk Ratios
The Jensen Performance Index, our primary risk monitor, is not showing up all that well for the McClintock. A slope of nearly -2.0 is not something one takes to the bank. It is no so much return that is raising awareness, but rather the risk involved. This is why I have both the McClintock and Pauling under close watch.
McClintock Portfolio Review: 10 June 2022
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