Yesterday was 20 days since the last review of the Darwin Portfolio so positions were adjusted today based on the Risk Parity allocations suggested by the model. Based on yesterday’s closing prices, recommended holdings in the five “Core” assets looked like this: This required the sale of 5 shares of TLT, 3 shares of GLD […]
Rutherford Portfolio Review (Tranche 1): 19 November 2021
We spent the week consolidating near the all-time highs in the SPX (S&P 500 Index) without actually reaching new highs: Some technicians might see a double or even triple top here but I only really see a 2 week sideways consolidation. Where we go from here we’ll have to wait to see. We have pulled […]
Rutherford Portfolio Review (Tranche 5) – 12 November 2021
A pause this week with no new highs in the US equity markets: The SPX (S&P 500 Index) closed down ~0.25% from last week’s close after a pullback that moved it slightly outside the regression channel (heavy blue lines) but not outside the channel defined by higher highs (thin blue lines) and higher lows (thin […]
Rutherford Portfolio Review (Tranche 3) – 29 October 2021
US Equities hit new all-time highs on Friday and closed the week ~1.3% higher than last week’s close: We are still in an upward trend channel after breaking the downtrend a little over two weeks ago and breaking above resistance at ~4545 last week. We’ll see if this trend continues or whether we roll over […]
Hawking Portfolio Review – 29 October 2021
The Hawking Portfolio, although holding more assets than other portfolios (~30) is easier to manage since the objective is to keep adjustments/trades to a minimum with no exit rules other than to use a 3 Standard Deviation TSLO order as “disaster” protection. Thus, the portfolio is essentially a Buy-And-Hold portfolio with the only requirement being […]
Kahneman-Tversky Portfolio Review: 29 October 2021
The Kahneman-Tversky portfolio is presently sitting with 100% in Cash after 1.65 Standard Deviation TSLO’s were hit on 4 October, shortly after the last review. The equity/performance graph looks like this: As we can see from the above screenshot this is the second time this year that TSLO’s have hurt the performance of this portfolio […]
Darwin Portfolio Review – 26 October 2021
The review date for the Darwin portfolio was 26 October and I did review/adjust the portfolio on that date – I’ve just been a little bit slow in writing this post. On 26 October my workbook was looking like this: suggesting the allocations shown on the bottom row for the ETFs comprising my “core” holdings. […]
Rutherford Portfolio Review (Tranche 1) – 15 October 2021
It was an active week in the US Equity markets with the SPX (S&P 500 Index) closing up ~1.8% from last week’s close and outside the weekly Expected Move as calculated from the Implied Volatility of Option prices: As we can see in the above screenshot we broke out of the downward trend channel on […]