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, […]
Franklin Portfolio Review: 29 September 2022
Franklin is the Dual Momentum™ portfolio up for review this morning. Since 11/30/2022, the Franklin has been one of the worst performing portfolios tracked here at ITA. It is not the model that is at fault, but rather due to the luck-of-review-date as the Franklin seems to come up for review and recommend security moves […]
Franklin Portfolio Review: 26 August 2022
Franklin, one of the four Dual Momentum™ portfolios is up for review this morning and what a contrast in performance compared with the Kepler. The Franklin struggled to show a positive IRR right out of the blocks as it was launched during a bear market. Follow along with this review to see how we […]
Pauling Portfolio Review: 1 June 2022
The Pauling portfolio is one of four Dual Momentum™ portfolios. This particular DM portfolio uses a long look-back combination or essentially a one-year period. Pauling Dual Momentum Recommendation The recommendation is to sell all shares of ESGV and move to TIPs (SCHP). I have several TSLOs set to sell ESGV shares. Rather than sell all […]
Pauling Portfolio Review: 25 March 2022
Early in March the Pauling portfolio ranked #12 out of 16 in IRR performance and #8 when calculating for risk. For comparison, the Schrodinger ranked #5 in IRR and #9 on a risk adjusted basis. I plan to post an update on the performance numbers this weekend to see if there are any major changes […]
Galileo Portfolio Review: 22 March 2022
The Dual Momentum™ Galileo portfolio is scheduled for review this afternoon. A few settings are important to consider. The obvious setting are: 1) The investing model is set to DM. 2) The VTI target filter is turned off. Less obvious is the look-back period. With the Galileo I’m using the default combination of 60- and […]
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 […]
Pauling Dual Momentum Review: 18 January 2022
Pauling is the Dual Momentum™ portfolio up for review this morning. As I write this blog post, futures are down. When futures are negative and I’m working on a DM portfolio that is 100% invested in U.S. Equities, the market direction is an alert signal that prices need to be updates not long after the […]
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