First Quarter Performance Data*
I contemplated putting off this blog until next week as none of the first quarter dividends are recorded for the individual portfolios. Dividend data is current for the indexes. Assuming I’m able to update all portfolios by next weekend, the performance data will be more accurate than what you see for the 3/31/2017 data below.
ITA Portfolio Performance Data: There was a 14.3% increase in the percentage of green-yellow cells from last week to this week. Ten of the fifteen portfolios are performing better than their customized benchmark, the ITA Index. However, only seven of the 15 are trending up with respect to the ITA Index. While the goal is to turn every red cell green, that is highly unlikely.
Codes: Portfolios with a (P) are passively managed or are following what we call the Strategic Asset Allocation Model. Portfolios designated (DM) are managed using the Dual Momentum Model. Those portfolios with no designation are managed using the Tranche Momentum Model (TMM). Over the last few weeks we have been using the REDA and Heikin-Ashi candle technical indicators with the TMM. It is much too early to know if these technical metrics are helping or hindering performance.
* First quarter dividends have not been recorded for the portfolios as the broker statements are not available.