Search found 132 matches
- Fri Jun 21, 2019 4:37 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
I think we all have to be cognizant of the fact that as soon as something gets turned into an investable product it becomes a mechanism for bringing efficiency to that element of the market. It will be interesting to see how it works going forward. The longer I’m around this stuff the more I become...
- Sun Jun 16, 2019 5:42 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
iShares has a set of lower volatility ETFs which could produce better GEM signals which are less "whippy" than using regular S&P 500 and ACWI ex-US ETFs. These are USMV and ACWV. Let's compare them to VOO and VEU. Unfortunately, the history is very limited, only spans 2013-2019. USMV/ACWV CAGR 13.1...
- Mon Jun 03, 2019 5:37 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Good to know about iShares. Schwab seems to be working hard GEM's rolling 12-month return is -5.47%. Not all strategies are created the same. My modified version of GEM has a rolling 12-month return of +11.4% (unlevered). Unless you are willing to share signals on a regular basis, it is hard to fol...
- Sun Jun 02, 2019 10:14 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
- Sat Jun 01, 2019 7:10 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Good to know about iShares. Schwab seems to be working hard
GEM's rolling 12-month return is -5.47%.
GEM's rolling 12-month return is -5.47%.
- Mon May 20, 2019 6:26 am
- Forum: Variable Portfolio Discussion
- Topic: Invest like Buffett?
- Replies: 24
- Views: 12846
Invest like Buffett?
What do people here think of Buffett's investing style? He goes after long-term and has performed relatively well. Currently, he is after AMZN.
- Sun Apr 28, 2019 10:09 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Is everyone ready for "Sell in May and go away?"
- Wed Mar 27, 2019 9:38 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Thanks for the numbers! What do you use for gold? Which option for gold do you recommend at Schwab?
- Tue Mar 26, 2019 9:25 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Thanks, ochotona-san! You are a true samurai. You honestly share your thoughts, ups and downs, and your plan of action. I always appreciate it in people. As for HBPP, among which assets do you spread the capital by 25%? Hi all, The last trade day of this month is this Friday. Momentum, so far, point...
- Tue Mar 26, 2019 8:59 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
Hi all,
The last trade day of this month is this Friday. Momentum, so far, points to stocks. Bonds have outdone them. Where will you invest for April?
The last trade day of this month is this Friday. Momentum, so far, points to stocks. Bonds have outdone them. Where will you invest for April?
- Thu Jan 31, 2019 10:18 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Tactical Asset Allocation + HBPP an intriguing combo
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?
- Wed Jan 09, 2019 9:28 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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 ...
- Sat Dec 29, 2018 1:55 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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
https://www.reuters.com/article/usa-bon ... SL1N1YX139
- Sat Dec 22, 2018 9:37 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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 ...
- Wed Dec 19, 2018 10:17 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
- Mon Dec 17, 2018 9:49 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
Would be cool to continue comparing them. Keep 'em coming, IG.
- Mon Dec 17, 2018 9:30 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
With you, ochotona.
- Mon Dec 10, 2018 9:39 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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, ...
- Mon Dec 10, 2018 2:52 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
If only there were a way to find out for sure ...InsuranceGuy wrote: ↑Mon Dec 10, 2018 12:20 amThat 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.
- Sun Dec 09, 2018 8:33 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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?
- Sat Dec 08, 2018 9:18 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
- Fri Nov 23, 2018 9:16 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
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...
- Sun Nov 18, 2018 10:44 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
Another account went 100% bonds. 3 of 5 now in bonds. I'm a member of allocate smartly and going back to 1990 they have a 50/50 of PP and GEM vs. a 60/40 as follows: 9.1 CAGR vs. 8.5/-13.3 vs. 29.5% max dd/Sharpe .81 vs. .66 Hi, Which bonds? If you do not mind me asking, what's the principle behind...
- Sun Sep 30, 2018 5:46 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
Is it time to replace IVV with QQQ? They are correlated. Once below, QQQ now brings almost double the return since Feb 2017. Disadvantage - Schwab and co charges buy/sell fees. https://www.portfoliovisualizer.com/backtest-portfolio?s=y&timePeriod=4&startYear=1985&firstMonth=1&endYear=2018&lastMonth=...
- Sun Jul 29, 2018 10:10 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 500
- Views: 297232
Re: Dual Momentum GEM + HBPP a great combo, easy to test
My criterion was: how much can I tolerate losing, emotionally, if interest rates were to rise? That's why I chose that duration. It's my pain threshold. Through the long bond fluctuations I have not had much discomfort, and on a point-forward basis, 4 year bonds are in the meaty, juicy part of the ...