Search found 135 matches
- Thu Sep 23, 2021 12:37 pm
- Forum: Variable Portfolio Discussion
- Topic: risk ON risk OFF
- Replies: 7
- Views: 3234
Re: risk ON risk OFF
I don't know that I would call it a hobby, that could be taken as a demeaning term meaning it's not taken with the utmost serious intentions that it is. I am not an RIA, CFA, etc... I developed these strategies for my own use and opened them up for public consumption, it is a labor of passion. The r...
- Wed Sep 22, 2021 5:19 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
I Shrugged wrote: ↑Wed Sep 22, 2021 4:05 pmGold, cash, long bondsStrategyDriven wrote: ↑Wed Sep 22, 2021 1:06 pmWhere are you allocated with the other 2/3rd?I Shrugged wrote: ↑Tue Sep 21, 2021 8:57 pm I have a less alarmed view of a 50% stock drop because I’m only one third stocks. If I can’t take a 15-20% overall loss I shouldn’t be investing.
- Wed Sep 22, 2021 1:06 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
Where are you allocated with the other 2/3rd?I Shrugged wrote: ↑Tue Sep 21, 2021 8:57 pm I have a less alarmed view of a 50% stock drop because I’m only one third stocks. If I can’t take a 15-20% overall loss I shouldn’t be investing.
- Tue Sep 21, 2021 6:40 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
What your friend did, I don't consider strategic timing, but rather running scared. You might be right. I happen to think this particular friend has a pessimistic bias that influences most of his investing decisions. Some people will go to great lengths to avoid one dollar in loss, even if the pric...
- Tue Sep 21, 2021 12:06 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
BOOM, down 5% just like that, curious to see where this goes, my models are all close to going out of equities. Out of equities completely? What would your portfolio then look like? Just curious. And when do you go back into equities? If ever. I have a friend that foresaw the Covid crash in March 2...
- Tue Sep 21, 2021 9:49 am
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
BOOM, down 5% just like that, curious to see where this goes, my models are all close to going out of equities. Out of equities completely? What would your portfolio then look like? Just curious. Dual Momentum Systems Check the Menu button top right, and look at the REPORTING page for a current rep...
- Mon Sep 20, 2021 2:00 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Re: Do you think we are due for a drop in the market?
BOOM, down 5% just like that, curious to see where this goes, my models are all close to going out of equities.
- Thu Sep 09, 2021 12:25 pm
- Forum: Variable Portfolio Discussion
- Topic: Do you think we are due for a drop in the market?
- Replies: 15
- Views: 5840
Do you think we are due for a drop in the market?
Curious about what people are expecting regarding a coming pull back in the market.
- Wed Sep 01, 2021 10:26 am
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
No changes to the strategies for September, the full deck through August 2021 results are posted here, I will have the post to the dualmomentumstrategies.com site later this morning.
- Mon Jul 12, 2021 9:03 pm
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
My Midyear update. There have been quite a few changes to the strategies this calendar year so my allocation has changed. If I had held the allocation that I am currently holding, I'd be a hair above the S&P for the year. This is over all accounts, some are more aggressive, some are 100% in Tria...
- Thu Jul 08, 2021 8:01 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
When I said that diversifiers are not static across the board, I meant that pick a common diversifier, bonds, utilities, gold, commodities, etc. They will not always be a diversifier depending on the conditions. At times they will move with a tight correlation to the broad markets, other times they...
- Thu Jul 08, 2021 5:47 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
A problem is that these sort of things are not static, you can't across the board have relationships with 'diversifiers' that behave the same given different circumstances. How can you say this like it is a fact? At best it is debatable. What I was referring to is the essentially related to why the...
- Thu Jul 08, 2021 2:13 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
The problem I see is that there are strategies where the focus is on optimizing the quantitative approach when not nearly enough efforts are spent on the fundamental approach. I hoped we would be discussing whether an allocation to the S&P500, NASDAQ, REITS and utilities which are all stocks is...
- Thu Jul 08, 2021 12:18 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
Show me a post where I have discounted a quantitative approach. I was going off what you just posted "A quantitative approach is no substitute for sound investing." You didn't specify what "sound investing" is, but it certainly sounded as though you were throwing a quantitative ...
- Thu Jul 08, 2021 10:35 am
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
This to me is the biggest vulnerability of this strategy. The biggest vulnerability I believe is the use of a quantitative approach that offers assurance of being "better" than a non-quantitative approach for those who have quantitative skills but do not have fundamental knowledge of how ...
- Wed Jun 30, 2021 11:50 pm
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
June 30, 2021 Half-year update The 1st half of 2021 is now in the books. While this year has been a good so far overall for the strategies, June was somewhat of a disappointment. The Russell and The Russell XXL were the only strategies which profited in June. The Global Navigator strategies went in...
- Sat Jun 26, 2021 5:12 pm
- Forum: Variable Portfolio Discussion
- Topic: Jakob Fugger Portfolio
- Replies: 6
- Views: 2911
Re: Jakob Fugger Portfolio
One of the richest Men in all history. Lived from 1459-1525 aka "Jakob the Rich". 25% Business (Equities) 25% Gold Coin 25% RE (REITS) 25% Sovereign Debt Sound Familiar... maybe he was HB's inspiration. Kinda like I suspect that ol' Ray Dalio got his inspiration from HB. My guess is that ...
- Wed Jun 23, 2021 6:43 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
OK, here goes: And how! Thank you! It looks like I'll have a fun weekend now. Also, what did you wish to know about the indexes that StrategyDriven was using that helped him obtain the data for? I was getting greedy about perhaps reconstructing the earlier data that StrategyDriven is using, partly ...
- Mon Jun 21, 2021 1:10 pm
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
A quick clarification question: When you use a trigger of 25% one month return, 25% three month return, and 50% six month return, are these annualized returns or just plain ol' returns? All of the strategies, except Triad, use a weighted return which is the actual 1 month, 3 month, and 6 month retu...
- Mon Jun 21, 2021 12:37 pm
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
A quick clarification question: When you use a trigger of 25% one month return, 25% three month return, and 50% six month return, are these annualized returns or just plain ol' returns? All of the strategies, except Triad, use a weighted return which is the actual 1 month, 3 month, and 6 month retu...
- Sat Jun 19, 2021 10:27 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
As a matter of curiousity, how do you model slippage from trades? I've noticed that slippage tends to ding returns noticeably with some of my more frequent rebalancing extravaganzas, especially with 1x funds. I do not account for slippage. I do track ETF prices for full month and don't account for ...
- Sat Jun 19, 2021 9:05 pm
- Forum: Variable Portfolio Discussion
- Topic: Please meet Global Navigator and The Russell
- Replies: 144
- Views: 154421
Re: Please meet Global Navigator and The Russell
Do you need the daily data for timing or just for the most accuracy in terms of the daily leveraged data in order to get the most accurate monthly result comparable to a true daily leveraged index? Because the monthly leveraged stock data I sent you did in fact account for vol decay of daily rebala...
- Sat Jun 19, 2021 9:00 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
As a matter of curiousity, how do you model slippage from trades? I've noticed that slippage tends to ding returns noticeably with some of my more frequent rebalancing extravaganzas, especially with 1x funds. I do not account for slippage. I do track ETF prices for full month and don't account for ...
- Fri Jun 18, 2021 6:07 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
My MAX PAIN strategy sustained a 67% drawdown in backtesting back in Oct of 1987, good to know these things ahead of time I think. Link to drawdown info That's quite a nice linked document there! I agree you want to know about how much pain to expect. Do you find that the trend following seems to b...
- Fri Jun 18, 2021 5:15 pm
- Forum: Variable Portfolio Discussion
- Topic: PP Inspired Leveraged Portfolios
- Replies: 237
- Views: 514508
Re: PP Inspired Leveraged Portfolios
Volatility is completely unreliable for predicting market crashes. I wouldn't depend on volatility weighting as a safeguard against going bust. When the event happens, it will be too late. Maximum historical drawdown is a better measure, but also not foolproof. I would add a healthy margin of safet...