January results are in, strategy updates, reporting updates, positions for February are included in the report linked just below.

January 2021 Report, with February strategy positions.

2020 Year End Reporting Deck


I have recently revamped the reporting for the strategies, here is 2020 Year End with the revised reporting.

WOW, well done - wish I had jumped on your 'on that got away'!

a preview of the updated monthly reporting deck, with numbers current through mid morning today. Dual Momentum Systems January 2021 I was wondering why you are interested in mid month signal and reporting? Any history to make you sleep better? Is the month end signal getting stronger or weaker? Or ...

a preview of the updated monthly reporting deck, with numbers current through mid morning today.

Dual Momentum Systems January 2021

Football today. But always thinking. Can you share why you have limited the test back models just to Russell or VXUS. Why not go with the strongest dog out there. Thinking why not VXF now? Or EEM or QQQ or GLD in the future! I know you done a lot of backtesting but this seems to me a way to pick up...

Checked IWS and IWP as of January 6th. If you were buying today it would be IWS. 21.98 for IWS and IWP for 17.10. Value 28% stronger than growth. Here's where I have them as of right now. Fact Sheets mid-month, not final for Feb! How do you get to look forward for a month or half month? The lookbac...

modeljc wrote: ↑Thu Jan 07, 2021 10:43 am Checked IWS and IWP as of January 6th. If you were buying today it would be IWS. 21.98 for IWS and IWP for 17.10. Value 28% stronger than growth.

Here's where I have them as of right now.


Fact Sheets mid-month, not final for Feb!

My numbers are IWS 20.00 and IWP 19.8625. They are very small to make a trade difference in my view. If I had a live trade in IWP I might not trade as the in and out will kill returns. Did a small position for IWS and VXUS. It was easy as I did not need to sell IWP which was up 4.7% on a paper trad...

Used Portfolio Visualizer got 20.265 for IWS and 20.951 for IWP. Used ETF Replay and got 20.275 for IWS and 20.951 for IWP. Anyway IWP is the winner. Probably includes dividends for ETF Replay. Both services are one day late reporting the last day of the month. Hard to do a trade before the end of ...

Used Portfolio Visualizer got 20.265 for IWS and 20.951 for IWP. Used ETF Replay and got 20.275 for IWS and 20.951 for IWP. Anyway IWP is the winner. Probably includes dividends for ETF Replay. Both services are one day late reporting the last day of the month. Hard to do a trade before the end of ...

My numbers are IWS 20.00 and IWP 19.8625. They are very small to make a trade difference in my view. If I had a live trade in IWP I might not trade as the in and out will kill returns. Did a small position for IWS and VXUS. It was easy as I did not need to sell IWP which was up 4.7% on a paper trad...

My numbers are IWS 20.00 and IWP 19.8625. They are very small to make a trade difference in my view. If I had a live trade in IWP I might not trade as the in and out will kill returns. Did a small position for IWS and VXUS. It was easy as I did not need to sell IWP which was up 4.7% on a paper trad...

The Russell had a surprise winner for the end of the month, IWP is out, IWS is in. And with that last minute change, I'm going to stop giving what it looks like the investment will be until the month is fully over, just confuses things when they don't go the way they look like they will and change ...

The Russell had a surprise winner for the end of the month, IWP is out, IWS is in. And with that last minute change, I'm going to stop giving what it looks like the investment will be until the month is fully over, just confuses things when they don't go the way they look like they will and change o...

ACWX and VXUS are virtually identical ETF's. I was persuaded by an individual to switch from ACWX to VXUS for it's 10X larger AUM, 1/3rd as large fee and 3X trading volume. It was the right thing to do. If you are in ACWX currently, I'd hold it until there is a change. You can see from 11/01/2020 to...

Unless the last day of the year is a doozy, the investment selections for both Global Navigator and The Russell are unchanged for January. Global Navigator: VXUS The Russell: IWP I'll post the end of month and year results a day or two after the year is complete, I like getting the final numbers fro...

mathjak107 wrote: ↑Mon Dec 14, 2020 12:40 pm Comes back link not found

I forgot to put the link in my last post, here are the results of my two strategies.

https://docdro.id/150vblU

actually study after study shows that those who lack pucker factor with 100% equities over the long haul , just have lower poor investor behavior points and balanced portfolios show the same poor behavior . very few with low pucker factor look at losses in balanced portfolios as anything but losses...

There are no portfolios I can think of that have a high rate of success beating 100% equities over typical accumulation stages that span 25-40 years.... We had some exceptions over 20 years but they are very few and highly unlikely to have bonds perform like they did with a 40 year rate slide Sorry...

... All one has to do is maintain a stock to non-stock ratio and ignore all this noise. Or with a long term view just sit in diversified equities and look again in a few decades. Financially there is no logic to a long term investor mitigating short term dips with other assets that tend to underper...

I figure when risk is off there is not trigger. Just use smart leverage. When risk is on only use it if certain conditions are met. Any more clues that you can talk about? I’ll let you know if we had a confirmed Leverage Trigger and enter into a 2X ETF, every month I confirm that we either stay the...

I figure when risk is off there is not trigger. Just use smart leverage. When risk is on only use it if certain conditions are met. Any more clues that you can talk about? I’ll let you know if we had a confirmed Leverage Trigger and enter into a 2X ETF, every month I confirm that we either stay the...

Can you give use the rules for smart leverage? How much decline do you need to see before you use it. It appears to be automatic when entering the three Russell indexes. How about when you have risk off in bonds. Mod, I'm going to stay a little tight lipped about that part of the strategy - how and...

Several years ago when I started investing in these models, I had a little difficulty getting over a mental hurdle that I had with following the directive of the model and going 100% into something if I felt the market was currently overvalued. Others may or may not have this or other hangups. I've...