The winning streak comes to an end, down a quarter of a percent for the week. The streak still looked ok until the last few hours today. For the month, the strategy was up about 2.7%. The S&P 500 ended up flat. We rode the market up in the first half of the month and…
Month: January 2020
To Infinity and Back
Out of the blue, my daughter says to me: “Infinity is when you keep counting forever.” That’s not something you hear every day from a 4 year old. We have been working on simple addition, so intrigued, I ask her: “What is infinity plus 1?” My daughter looked at me confused: “Daddy, counting to infinity…
Portfolio on 1.24.20
Up 0.14% for the week. The winning streak continues, while the market took a pause. I thought my volatility signal would spike, and while it did go up, it didn’t really jump. The strategy lightened up on stocks some, but not aggressively. On January 24th, 2020, the strategy rebalanced to: 56% SPY , 28% TLT…
Portfolio on 1.17.20
Up 1.1% for the week. For 9 weeks, the largest weekly pullback has been a minuscule 0.15%. This actually isn’t that uncommon, as a similar run occurred last summer and last winter too. On January 17th, 2020, the strategy rebalanced to: 64% SPY , 24% TLT , 12% GLD
Convergence Time
There’s a saying about prediction models, garbage in/garbage out. All true. This begs the question, how long do you have to sift through garbage until you actually find something useful? The answer depends on what you are looking for. I’m often asked about the “look back” periods in Geometric Balancing. Many investment models use months…
Portfolio on 1.10.20
Up two thirds of a percent for the week. It’s getting to be a bit of a broken record, but not much change the the portfolio again. On January 10th, 2020, the strategy rebalanced to : 64% SPY , 20% TLT , 16% GLD
2019 Year in Review and Portfolio on 1.3.20
We’ve closed another year, did Geometric Balancing perform like a fancy expensive hedge fund? Did it produce an exceptional return, with little volatility? Let’s find out. Actual Geometric Balancing Results The results below show actual returns from my account. This is the same portfolio I update and publish each week1, and the same strategy that…