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

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

Post by ochotona » Sat Dec 01, 2018 7:33 am

No change to the GEM portfolio for December 2018. Still 100% in US stock ETFs like SCHX, IVV, VOO, etc. (1-year look-back, and using 4-week T-Bills as the risk-free rate).
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ochotona
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by ochotona » Sat Dec 08, 2018 5:02 pm

If you look at a chart of PTLC, you can see where it popped out of equities. Interesting. I wonder when VMOT goes... maybe end of month.
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by HappyMan » Sat Dec 08, 2018 9:18 pm

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

Post by ochotona » Sun Dec 09, 2018 8:00 am

Sorry but GEM is still invested. There is an error in that sheet.
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by HappyMan » Sun Dec 09, 2018 8:33 am

That's what I thought as well. Hmm, perhaps they've modified their formula?
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by InsuranceGuy » Mon Dec 10, 2018 12:20 am

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

Post by HappyMan » Mon Dec 10, 2018 2:52 am

InsuranceGuy wrote:
Mon Dec 10, 2018 12:20 am
That 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.
If only there were a way to find out for sure ...
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by stuper1 » Mon Dec 10, 2018 11:11 am

If December ends today, then we have bigger problems than worrying about which asset to be invested in.
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by InsuranceGuy » Mon Dec 10, 2018 8:14 pm

HappyMan wrote:
Mon Dec 10, 2018 2:52 am
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, so $77.948 adjusted close
BND closed today at $78.64
MTD BND return of 0.89% (77.948/78.64-1)

Image

They show a Dec 2018 return of 4.32% in the far right column which matches the IVV return implying GEM is still invested in IVV. If they were in BND their Dec return would instead be +0.89%.

The signal assumes the month ended today per their disclaimer (Signals only valid after Close of Month) which would imply a projected switch to BND at the end of Dec 2018.
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by HappyMan » Mon Dec 10, 2018 9:39 pm

That's a very important point. Thank you for taking the time to research it.
InsuranceGuy wrote:
Mon Dec 10, 2018 8:14 pm
HappyMan wrote:
Mon Dec 10, 2018 2:52 am
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, so $77.948 adjusted close
BND closed today at $78.64
MTD BND return of 0.89% (77.948/78.64-1)

Image

They show a Dec 2018 return of 4.32% in the far right column which matches the IVV return implying GEM is still invested in IVV. If they were in BND their Dec return would instead be +0.89%.

The signal assumes the month ended today per their disclaimer (Signals only valid after Close of Month) which would imply a projected switch to BND at the end of Dec 2018.
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Re: Dual Momentum GEM + HBPP a great combo, easy to test

Post by ochotona » Mon Dec 10, 2018 9:52 pm

Ohhhh OK
Partial month results. Not the signal for the month.
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