With interest rates where they are now, you'd better have an awfully good crystal ball if you are seriously considering putting 40% of your dough in LTTs. I'm going the other way myself toward the Golden Butterfly approach. 20% in cash, gold, and LTTs seems just about right to me. Just as a general...

Or try 25% stocks, 25% gold, and 50% 10 year Treasury bonds. It's actually better performing than the PP... but you can never buy anything. Waffle House doesn't take 10-Ts

MachineGhost wrote:Gold commercials are popping up again like in 2011.

That's an anectodal sign of a top, for sure.

Savings rate 25%. Maxed out age 50+ 401(k), age 55+ HSA, then more after-tax savings. House paid for, kids' college paid for, retiring no later than 3600 days from now.

Here are two small and mid cap mutual funds with a long history. SWSSX and VIMSX, for example, are two symbols that don't behave the same way in the PortfolioVisualizer Dual Momentum calculator as, say, SWPPX, an SP500 mutual fund with a long history. I don't know why DM doesn't work as well for the...

I think in the short term long bonds are over-extended. On a Keltner Channel chart, they are tagging the 3 standard deviation line to the upside on a daily chart. I expect TLO or TLT to come down by 4%. Intermediate to long term, who knows? Is it actionable? I revert back to doing the math and hard...

I think in the short term long bonds are over-extended. On a Keltner Channel chart, they are tagging the 3 standard deviation line to the upside on a daily chart. I expect TLO or TLT to come down by 4%. Intermediate to long term, who knows?

Major bottom in for gold?: http://energyandgold.com/2016/07/08/gold-technical-update-major-bottom-in-goldsp-500-ratio/ "Gold Technical Update: Major Bottom in Gold/S&P 500 Ratio" That's a very interesting ratio to take a look at, from the point of view of how to construct a portfolio ...

dragoncar wrote:If only open carry were legal in Dallas, citizens would have stopped this immediately.

Open carry is legal in Dallas. Cities don't have the right to preempt state firearms laws.

curlew wrote:Not to dampen the enthusiasm, but since I went all in with the PP about 7 years ago, the only sector that's still in the red is gold. I'm very happy that it's rising, of course, but it's still 2% below the break even point.

Recency bias - it never fails.

I know this is more germane to a VP discussion, but I put my TLO and SCHR into an automated watchlist, and I get an email if the price falls below the 200 day moving average. I hold "synthetic" IEF, which is a 7-10 year US Treasury ETF. The synthesis is of TLO (30%) and SCHR (~5 year US Tr...

MachineGhost wrote:

Could grind along for three more years or more with further Central Bank propping?

I have SCHF on a watch list, and it really, really puked today. Short, intermediate and long term bear signals. It's an ex-US ETF. Wow. -5%

After #brexit, trying to figure out a false "risk-on" signal could be completely a moot point. However, I have chosen target price levels for my ETFs for the troublesome months ahead. Sept, Oct, Feb, Mar. I am just linearly interpolating Aug-Nov, and Jan-Apr. No emotion, no fear, no panic ...

We've been through period of really historic volatility since late August 2015. The US equity market has been in a trading range since October 2014. TMOM examines the differences between prices. Would it be reasonable to expect that a differencing method would work during a period of severe price vo...

Ocho, You are running into the main reason of why I started the PP: preventing forced decisions that I usually regretted the day after and then whipsawed myself in or out over and over! Just the fact that you are trying to prognosticate what you think will happen and make a decision on it confirms ...

My scenarios all assume a certain amount of repeated signals, so it might require 2 or 3 or even 5 repeated signals to move into or out of a particular asset. In times of whipsaws this typically smooths things out at least to some degree. That sounds like a good approach. I'm really thinking about ...

Most of my scenarios actually lean towards 10/11 month lookbacks as opposed to the traditional 12 month lookbacks. I personally don't plan on changing my strategy, but my strategy also requires consistent model outputs to change course, so hopefully that smooths out the trading. How do you smooth t...

I will find the symbols I ran through portfoliovisualizer.com

Most of my scenarios actually lean towards 10/11 month lookbacks as opposed to the traditional 12 month lookbacks. I personally don't plan on changing my strategy, but my strategy also requires consistent model outputs to change course, so hopefully that smooths out the trading. How do you smooth t...

MG and InsuranceGuy, 1-year look-back Time Series Momentum could have a whipsaw soon. Let's say we get pushed out of equities into bonds on July 1 or August 1. Well, on September 1, because of the severe downturn a year prior, Dual Momentum could then suddenly print a "buy", then on Novemb...

I tried Dual Momentum on the oldest SCHV and MCB mutual funds which date back 20+ years, and it didn't work, but Large Caps worked with DM.

Wow, AMEX is really taking a beating. Funny thing, back in the day (1986) I had a Discover Card. In those days, we had shoulder pads, and I wore a suit and tie to work every day. I wonder if AMEX is going to get Discovered.

MachineGhost wrote:They dumped AMEX and turning everyone into VISA.

Yes, COSTCO dumped Amex, that one move really hurt Amex materially, but I don't think corporate machinations should determine what consumers should do to maximize their value. Having said that, you must have a VISA or MC alongside an AMEX.