Portfolio on 10.25.19

Up half a percent for the week. Slow steady gains, and slowly moving more into equities. On October 25th, 2019, the portfolio rebalanced to: 56% SPY , 32% TLT , 12% GLD

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Randomness in Momentum Everywhere

Randomness explains much of the “Momentum Effect” in stocks.  Yes, you read that correctly, much of the evidence for momentum can actually be explained through randomness. In part 2 of my evaluation of momentum, I’m going to show you how. Randomness (and Rebalancing) Hiding In Plain Sight In my post on when you eat matters…

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Portfolio on 10.18.19

Up 0.15% for the week. Pretty tame week. Volatility has come down across the board and now the portfolio is now pretty close to average. On October 18th, 2019, the portfolio rebalanced to: 52% SPY , 32% TLT , 16% GLD

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Portfolio on 10.11.19

Down two thirds of a percent for the week. All asset’s have higher than average volatility right now. On October 11th, 2019, the portfolio rebalanced to: 47% SPY , 25% TLT , 18% GLD , 10% CASH

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Portfolio on 10.4.19

Thanks to a strong close, Geometric Balancing gained 0.4% for the week. Bonds are becoming more correlated with stocks. So they provide less benefit to the portfolio, and gold comes back in. Since nearly everything is increasing in volatility, cash comes back in as well in order to control potential draw down. On October 4th,…

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