Huygens is the asset allocation portfolio scheduled for review this morning. Since I first started this blog shares of GLDM and IAU were sold and the money was reinvested in short-term treasuries, SCHO. This move will lower the portfolio beta which in turn will elevate the Jensen Alpha value. Huygens Asset Allocation Model Limit orders are in place to purchase more shares of VTI and VYM. … [Read More...]
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 … [Read more]
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 … [Read more]
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 … [Read more]
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 … [Read more]
Bullish Percent Indicators: 7 April 2023
There was brief action this week as Staples (VDC) moved into the over-bought zone on Wednesday. Thursday's market action moved the BPI percentage back into the neutral zone. Since none of the four Sector BPI portfolios were holding any shares of … [Read more]
Copernicus Portfolio Review: 6 April 2023
Copernicus is the passively managed portfolio up for review this morning. This portfolio is easy to manage and update and it happens to be one of the more successful portfolios tracked here at ITA. As readers will recall, the Copernicus is … [Read more]
McClintock Portfolio Review: 4 April 2023
McClintock is one of two Dual Momentum™ portfolios tracked here at ITA. The other is the Pauling. Based on current data, we have a new recommendation this morning as the DM model recommends International Equities. To include Emerging Market … [Read more]
Rutherford Portfolio Review (Tranche 2): 31 March 2023
The first Quater of 2023 ended with US equities putting in a strong performance closing up over 3.6% from last week's close. Price is getting squeezed in that pendant zone between the 2 heavy yellow boundaries of the bearish and bullish trend … [Read more]
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