Search found 1106 matches

by Kbg
Sat Feb 16, 2019 7:58 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

Well I think doing anything like this is really about trying to hedge on the unknown. That’s the whole point. The method behind 3-6-12 is nothing more complex than doubling the prior and with a pinch of human tendencies to trade off these periodicities. Tax efficiency aside...if you are trading this...
by Kbg
Sat Feb 16, 2019 12:37 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

I decided to dig into this a bit. Note the mutual funds are not the same as the traditional GEM. What I was trying to get at was how the various momentum look backs perform comparatively. Look backs are 3/6/12 months and always weighted .34/.33/.33 respectively. In columns J & K, J is weighted by lo...
by Kbg
Wed Feb 13, 2019 9:15 pm
Forum: Variable Portfolio Discussion
Topic: PP Inspired Leveraged Portfolios
Replies: 58
Views: 9665

Re: PP Inspired Leveraged Portfolios

Cuz it’s risk parity and Desertish for those assets with some rounding thrown in. If you check out PortfolioVizualizer you can crunch the numbers. But there’s some interpolation due to different leverage amounts between the three. I looked at about every combo of QQQ and treasury bond ETFs I think o...
by Kbg
Mon Feb 11, 2019 8:55 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

I spent some time reading several blog posts from thinknewfound...I highly recommend looking at their craftsmanship posts.
by Kbg
Sat Feb 09, 2019 10:06 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

I’m dropping out as well as there isn’t much to add to what has been said. I’ll summarize what the key points are from my view: We don’t know what is going to work best going forward. The various methods behave differently. Averaging leaves a single signal, using different lengths provides the numbe...
by Kbg
Sat Feb 09, 2019 9:53 am
Forum: Permanent Portfolio Discussion
Topic: Today I call on the PP for a service
Replies: 8
Views: 399

Re: Today I call on the PP for a service

I assume if you can payoff in 6 mos, you can refill your PP with the equivalent amount. With that assumption, just do the math and go with the most cost effective. Minus Interest on loan (tax rate/deduction adjusted) Capital gains taxes if you have any when you sell Plus Interest and dividends on PP...
by Kbg
Thu Feb 07, 2019 1:55 pm
Forum: Permanent Portfolio Discussion
Topic: PP/VP Strategy Sanity Check
Replies: 40
Views: 1330

Re: PP/VP Strategy Sanity Check

Also, before everything is set in stone next week, I would love to hear any counter arguments as to why small cap value would be a better pick than just the plain S&P 600. I'm just not seeing anything compelling in the data in the last 20 years to really make a case for SCV, it has basically perfor...
by Kbg
Wed Feb 06, 2019 2:20 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

Oh I see. Multiple look backs traded separately so you get STEPS in allocation, not just binary. Got it. But it must be closely related mathematically to multiple look back scores, scores compiled, then one trade decision. Thanks for the thought. Maybe it yields the same end portfolio results, I do...
by Kbg
Wed Feb 06, 2019 8:45 am
Forum: Variable Portfolio Discussion
Topic: tax loss harvesting
Replies: 8
Views: 275

Re: tax loss harvesting

Most mainstream tax advice is do not go from Index Fund Company A to same Index Fund Company B or you are setting yourself up for a potential IRS visit. But what is substantially the same is in the eye of the beholder. So in Sophie's example, one could make the argument that how the fund was managed...
by Kbg
Wed Feb 06, 2019 8:34 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 306
Views: 40517

Re: Tactical Asset Allocation + HBPP an intriguing combo

More fussing, and going back to Occam's Razor. The GEM with 4 6 8 10 12 month lookbacks, "normalized" (annualized) weights works great, but didn't catch December 2018. But to catch December 2018 you have to heavily-weight 4 months, which to me seems like over-tuning the model to solve just one prob...
by Kbg
Mon Feb 04, 2019 9:29 am
Forum: Stocks
Topic: What is "stock" any more?
Replies: 3
Views: 313

Re: What is "stock" any more?

This has pretty much been the case for a very long time (high correlation with the broad market). However, expectations meeting/exceeding/disappointing still make a big difference at the stock/company level...but not on those days (or over longer periods associated with an event), mostly gonna be th...
by Kbg
Sat Feb 02, 2019 10:24 am
Forum: Variable Portfolio Discussion
Topic: PP Inspired Momentum - A Comprehensive Approach
Replies: 27
Views: 4454

Re: PP/GB Inspired Momentum - A Comprehensive Approach

Yeah, you are hanging with the rough crowd now. ;)

Of note, throughout my writing I’ve continuously emphasized “when combined with a large cash balance.”