Despite a pullback on Friday it was a bullish week in US equities with prices closing ~2.7% higher than last week’s close and still sitting at the upper 1 SD boundary of the uptrend channel with volatility at it’s lowese level in the past 12 months: Deespite this nice performance, US equities did not make […]
Kahneman-Tversky Portfolio Review: 7 July, 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum portfolio that invests in only one asset in each portion of a 2-split portfolio where the split is based on different look-back periods to measure Momentum. The Kahneman portion uses a single 252-day lookback period to measure momentum – and this reacts slowly to changes in market […]
Hawking Portfolio Review: 7 July 2023
The Hawking Portfolio is an “Income” portfolio built from Closed-End-Funds (CEFs) with distribution yields in excess of 8%. The portfolio needs very little maintenance other than to re-invest dividends so as to optimize geometric returns. Current holdings in the portfolio look like this: that has produced the following performance to date: i.e. it has generated […]
Darwin Portfolio Review: 7 July 2023
The Darwin Portfolio is an “all-weather” portfolio that requires few adjustments, based on risk parity, only when allocations get significantly out-of-line. The portfolio holds only 5 assets that may be adjusted for risk parity with an allocation to “Volatility” – considered as a separate asset class – for a little extra diversification. Current holdings are […]
Rutherford Portfolio Review (Tranche 2): 7 July 2023
After last week’s pre-holiday fireworks the celebrations fizzed out after the holiday and US equities closed down ~1% lower than last week’s close: Another re-test of the 4300 level would not surprise me – but then it’s anyone’s guess where we might go from there. Since we are getting towards mid-summer a sideways market into […]
Rutherford Portfolio Review (Tranche 1): 30 June 2023
After a pullback to test support at ~4300, US equities bounced to finish the week strongly, closing at the top boundary of the 1 SD uptend channel: Should the trend continue there does not seem to be serious resistance until ~4600 – but this may just have been some early 4th July fireworks, so we’ll […]
Rutherford Portfolio Review (Tranche 4): 23 June 2023
It wasn’t a great week for US equities with the S&P 500 Index pulling back from the 1SD upper boundary of the uptrend channel: It still looks possible for US equities to pull back to the potential support zone at ~4300 but, in comparison with other major asset classes, this still leaves it in the […]
ITA Portfolio Performance Comparisons: 16 June 2023
The following table includes ITA portfolio performance data as of June 16th. Since the last update the portfolios have shown improved IRR values, while the S&P 500 took an even larger leap forward. I’ll point out a few things to keep in mind as you look over the following table. For starters, one important factor […]
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