Up just under half a percent for the week. Slow and steady gains. I’m going to jinx everything now: the portfolio is nearing the all time high set back in late February. From a monthly perspective, it’s already in place to set a new high next week. The strategy is lightening up further on cash,…
Category: Strategy
Portfolio on 4.17.20
Up one percent for the week. Still gaining solidly each week. Not as strongly the market itself, but the strategy isn’t sitting out the rally either. A reader mentioned that I should chart the allocations of the strategy since I started publishing it every week. I agree. So here is a chart of the performance…
Portfolio on 4.9.20
In this malaise of working from home, I totally forgot markets were closed on Good Friday, and did not rebalance on Thursday. I’m going to have to rebalance on Monday. The strategy gained 2% for the week. A great week under normal conditions. Geometric Balancing aims to make every week feel like a normal conditions,…
Portfolio on 4.3.20
Nearly a flat week, down a tenth of a percent. Still barely holding onto gains for the year. Volatility is falling. Correlations seem to be acting more normal, more negative again. The portfolio is moving back into “risky” assets. While asset volatility did fall, the portfolio reacted more to the assets beginning to show negative…
Portfolio on 3.27.20
Up just over three percent for the week. The strategy crossed back into positive territory for the year today. In September coming out the the August pullback, I wrote: If it [the market] does bottom, expect the strategy to under perform the S&P 500 for a few weeks. Historically it has always lagged a bit…
Portfolio on 3.20.20
A loss of one and two thirds percent for the week. The strategy is now down 2.8% for the year. It’s holding up to the selling onslaught well though as the S&P 500 is down 28%. Nearly every other asset in the world is down year to date as well, except for government debt. Below…
The Typhoon Returns: Portfolio on 3.13.20
After a nice reprieve the prior week, the losses returned with a vengeance this week, down 5.4%. Turns out the back side of the storm brings more damage than the front. The week of March 9th, 2020 will go down in the history books with the likes of 1929, 1987 and 2008. In some ways…
Portfolio on 3.6.20
That’s more like it, up just over 3% for the week. The markets were still quite volatile, but the strategy stayed fairly stable. Compared to the prior week, it called for a similar ratio of assets the entire time. But as the volatility continued to climb, cash increased to limit the potential drawdown. This is…
Navigating the Pandemic Week: Portfolio on 2.28.20
The sea was angry this week my friends. Prices rose, crested and crashed violently for five straight days. Sadly, the waves spent the majority of the time cresting and crashing. The market threw portfolios around at its will, with no regard for historical expectations or precedents. I suspect few were spared from its wrath. Navigating…
Portfolio on 2.21.20
A good week again, up just under a percent, continuing a steady stream of small gains. I wanted to rebalance the portfolio on Friday, but couldn’t get away from work, so I didn’t. I’m going to have to rebalance on Monday. Normally, this wouldn’t make much of a difference. But the way the markets look…