US Equities had another strong week with the S&P 500 Index up close to 2% on the week and ~7.7% in the month from the closing price on 31 December 2022: We have now taken out the prior December high at 4100 and closed above this level – so we could tentatively call a valid […]
Kahneman-Tversky Portfolio Review: 3 February 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio that needs little management/adjustment. It is split into two portions – one that is relatively slow in reacting to changes in market conditions – the Kahneman portion – and one that reacts a little more quickly (but may be more subject to whipsaw trades) – the […]
Portfolio Performance Update: 10 February 2023
The following portfolio performance table includes annualized Internal Rate of Return (IRR) data as well as risk information for the 15 portfolios I’m tracking here on the ITA blog. The IRR data (third column from the left) is accurate as of February 10th. The risk or remaining data is accurate as of the date on […]
Rutherford Portfolio Review (Tranche 1): 17 February 2023
My apologies for not posting a Tranche 5 review last week but adjustments were made as reported below. Now that I am back from my travels, with reliable internet connections, I will get back to my regular posting schedules. US equities closed relatively unchanged from last week’s close and are still sitting at the center […]
Portfolio Performance Data: 24 February 2023
Thus far, February kicked the bullish air out of the January balloon. A few of the ITA portfolios managed to claw back into positive territory in January, only to fall back into the red in February. This information is based on the last 13.5 months of data. Nevertheless, each investment style with exception of the […]
Rutherford Portfolio Review (Tranche 2): 24 February 2023
As we approach the end of February we see that the apparent recovery in US equities may not be as strong as we may have thought. This week saw another drop of ~2.7% in the SPX (S&P 500 Index) from last week’s close and we are now up only 3.4% on the year after hitting […]
Rutherford Portfolio Review (Tranche 3): 3 March 2023
Two really bullish days at the end of the week resulted in a ~2% gain in US Equities as measured by the S&P 500 Index: Although support at 3940 was tested at the beginning of the week there wasn’t enough bearish sentiment to push prices below this level and now, maybe, we are heading back […]
Darwin Portfolio Review: 3 March 2023
The Darwin Portfolio is a risk-adjusted allocation model with volatility targeting used to determine how many shares of each asset to hold. The portfolio holds only 5 conventional, but diversified, asset classes plus a 10% holding in a volatility product (depending on whether volatility is expected to increase or decrease) as a portfolio hedge. A […]
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