This week we focus on Tranche 1 of the Rutherford Portfolio, but first a look at recent performance: where we see that our conservative positions are holding steady with low volatility (and little progress in terms of returns). A reminder of current positions: shows that all tranches are currently “safely” invested in defensive positions in […]
Dirac Portfolio Review – 30 April 2020
Over the past month I have been re-populating the Dirac portfolio after the February sell-off. Unlike other portfolios, the Dirac is populated with individual stock rather than more broadly based ETFs. This results in more equity assets being identified as Buy candidates than we are seeing in other portfolios. At present, the portfolio looks like […]
Rutherford Portfolio Review (Tranche 2) – 22 November 2019
As I mentioned last week I am in the process of migrating the Rutherford Portfolio to the LRPC system. This week we will review/adjust Tranche 2 of the portfolio. But first let’s check recent performance:
Rutherford Portfolio Review (Tranche 1) – 11 October 2019
This week we review Tranche 1 of the 5-tranche Rutherford Portfolio. After a turbulent week in the US equity markets, with uncertainty over the outcome of the US-China trade talks, we check performance of the Rutherford: where we see that the overall performance of the portfolio (heavy red line) has been relatively muted despite the […]
Hawking Portfolio Review – 30 September 2019
The Hawking Portfolio is by far the most difficult portfolio to manage since it involves an assessment of over 200 assets narrowed down to a short list of ~80 assets comprising both Exchange Traded Funds (ETFs) and Closed End Funds (CEFs). The ETF portion of the portfolio looks primarily for growth while the CEF portion […]
Kahneman-Tversky Portfolio Review – 30 September 2019
The Kahneman-Tversky (K-T) Portfolio is basically a simple Dual Momentum portfolio in which a single asset is chosen from three basic assets – VTI to represent US Equities, VEU to represent International equities or AGG, an aggregate US Bond Fund. The choice of asset is based on absolute momentum being positive (greater than a “Risk-Free” […]
Rutherford Portfolio: Back-Tests vs Tranche Real-Time
An ITA Wealth member recently asked the question as to how the Tranche system that I am using in my real-time weekly performance reviews (to demonstrate the importance/influence of Timing/Review Date luck) compares with the results of automated back-tests. Herb has kindly run a series of back-tests from the time that I started the Tranche […]
Remembering 2018: A Performance Study Using BHS Model
Do you recall the tail end of 2018 when the market corrected and we lost all gains from earlier in the year? With this late 2018 correction in mind, I decided to conduct a manual experiment which I will attempt to explain below. If latest version of the Buy-Hold-Sell model had been available, how well […]
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