Search found 74 matches

by HappyMan
Thu Jan 31, 2019 10:18 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Tactical Asset Allocation + HBPP an intriguing combo

ochotona wrote:
Thu Jan 31, 2019 8:09 pm
The regular GEM and 3-6-9-12 month (annualized performance scores) GEM are still both in bonds for February 2019.
Thanks for letting us know!

Trying to figure out how you conclude from the link to the Visualised Portfolio whether GEM 3-6-9-12 month needs to change?
by HappyMan
Wed Jan 09, 2019 9:28 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

GEM lags in bull markets, but hugely leads in bear markets. Everyone should know this. There are lots of trades that don't work out, but the ones that do hit big. It's the same thing for the HBPP, or any disciplined investment strategy for that matter. If you're not prepared for a bad trade, don't ...
by HappyMan
Sat Dec 29, 2018 1:55 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

TREASURIES-U.S. 10-year yield hits 10-month lows amid Wall St volatility
https://www.reuters.com/article/usa-bon ... SL1N1YX139
by HappyMan
Sat Dec 22, 2018 9:37 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

It truly sucks to get a sell signal when so deeply oversold. If we don't get a post-Christmas window dressing rally, I might not sell immediately on Dec 31 / Jan 1, I might wait for a bounce back towards 2600. I'm already only 40% equities so I'm not so deeply committed that I have to drop the hot ...
by HappyMan
Wed Dec 19, 2018 10:17 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

Kbg wrote:
Wed Dec 19, 2018 6:39 pm
I'm tweaking my dual mo stuff to the 12mo signal and a 6/3 mo weighted signal in 2019. 50% of the port to each signal. This is a small change to my current 10mo/5mo approach.
Interesting. Expectant results?
by HappyMan
Mon Dec 17, 2018 9:49 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

Would be cool to continue comparing them. Keep 'em coming, IG.
by HappyMan
Mon Dec 10, 2018 9:39 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

That's a very important point. Thank you for taking the time to research it. If only there were a way to find out for sure ... With a little math we can confirm: IVV closed Nov 30 at $278 IVV closed today at $266 MTD IVV return of -4.32% (266/278-1) BND closed Nov 30 at $78.14 with $0.192 dividend, ...
by HappyMan
Mon Dec 10, 2018 2:52 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

InsuranceGuy wrote:
Mon Dec 10, 2018 12:20 am
That sheet is correct, I think you are just reading it wrong. It is saying that if December ended today that you would switch out to bonds.
If only there were a way to find out for sure ...
by HappyMan
Sun Dec 09, 2018 8:33 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

That's what I thought as well. Hmm, perhaps they've modified their formula?
by HappyMan
Fri Nov 23, 2018 9:16 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 331
Views: 44755

Re: Dual Momentum GEM + HBPP a great combo, easy to test

It feels to me exactly like 39 months ago, when oil was crashing, equities were rolling over, and one-by-one the trendfollowers went risk-off. Then central banks mounted a YUUUGE stimulus program. I guess we are at the end of the stimulus and tax-cut sugar high. What's next? A rally? https://www.yo...