Search found 184 matches

by modeljc
Tue Jan 30, 2018 4:18 pm
Forum: Variable Portfolio Discussion
Topic: Is the stock market getting too hot? Discuss...
Replies: 76
Views: 18865

Re: Is the stock market getting too hot? Discuss...

25% here. Did a early (less than 35%) re balanced December of 2016 and 2017.
by modeljc
Sat Jan 27, 2018 6:15 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 499
Views: 137256

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

Best wishes. I think there will be more and better trendfollowing products in coming years, especially after the next crash. Ironically, that will be the time when they are least needed. HBPP popularity will also be surging. I want to THANK you for the link of the Portfolio Visualize. I have been t...
by modeljc
Sat Jan 27, 2018 9:08 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 499
Views: 137256

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

AlphaArchitect will also run the GEM strategy for you, by the way. They license a proprietary version from Gary Antonacci. They can be reached at AlphaArchitect.com, of course. I had my money with them for a while, but I got bored I suppose, I had to pull it back to Schwab and run it myself. It did...
by modeljc
Fri Jan 26, 2018 7:31 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 499
Views: 137256

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

If you simulate the GEM at PortfolioVisualizer.com, you can go back into the 1980s with old mutual funds, you can get a sense of the whippiness. Yes, Winter of 2015 - 2016 was frustrating, for sure. And GEM is much less whippy than 200 day moving average. But it does deliver over time. Thanks. I be...
by modeljc
Fri Jan 26, 2018 3:42 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 499
Views: 137256

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

I read the GEM approach with interest. Any way to check the number of WIPSAWS over the 45 year backtest? It looked like 2015 was nothing but false trades. It does seem that being in the right asset class make up for the wipsaws and also makes up for being late in and late out.
by modeljc
Thu Dec 28, 2017 5:55 pm
Forum: Variable Portfolio Discussion
Topic: 20% annual returns over 40 years...interested?
Replies: 576
Views: 185327

Re: 20% annual returns over 40 years...interested?

I looking at returns form April 16, 2009 using WONK 15% SPXL, 15% TMF, 45% physical gold or GLD, and 25% SHY. Looks like CARP of 19%. You may be moving on! But I don't get the reasoning! Most of us would die to get these returns. quote="Kbg"]Hi all, I thought I would post to let folks know I'm serio...
by modeljc
Mon Nov 13, 2017 5:19 pm
Forum: Variable Portfolio Discussion
Topic: Modified Golden Butterfly Portfolio
Replies: 19
Views: 8747

Re: Modified Golden Butterfly Portfolio

How does it back test for 40 years?
by modeljc
Wed Oct 25, 2017 4:03 pm
Forum: Variable Portfolio Discussion
Topic: 20% annual returns over 40 years...interested?
Replies: 576
Views: 185327

Re: 20% annual returns over 40 years...interested?

Wonk,

I got just one more question. Since you are buying the 45% Physical gold what re-balance band are you using. And what band do you use for the Spxl and the TMF?

Thanks! I like your post on reducing risk!!
by modeljc
Wed Oct 18, 2017 5:33 pm
Forum: Variable Portfolio Discussion
Topic: 20% annual returns over 40 years...interested?
Replies: 576
Views: 185327

Re: 20% annual returns over 40 years...interested?

Wonk,

Like thinking forward also about a Golden Butterfly approach. If you want 20% invested in Real Estate and you want to be passive can you suggest a High cap approach not helded directly?
by modeljc
Wed Oct 18, 2017 5:10 pm
Forum: Variable Portfolio Discussion
Topic: 20% annual returns over 40 years...interested?
Replies: 576
Views: 185327

Re: 20% annual returns over 40 years...interested?

I still playing on Paper. Hope both KBG & Wonk will keep posting. Even if it is Annual or Quarterly.
by modeljc
Tue Sep 26, 2017 4:35 pm
Forum: Stocks
Topic: Time to go NAKED 25% Stocks?
Replies: 6
Views: 5461

Time to go NAKED 25% Stocks?

Anybody out there that wants to make a market CALL?

https://www.advisorperspectives.com/dsh ... the-market