All‑Weather ETF Combo Beats AOR on Returns and Risk
Here's an update on an ETF combo portfolio I have discussed before (I don't trade it). It contains: 30% $SPHB 30% $GLD 40% $DBMF The All Weather variant is a fixed allocation rebalanced monthly. CAGR 13.9% maxDD -20.7% Vola: 12% Sharpe: 1.10 The Tactical variant uses a trend filter and rebalances monthly. CAGR 9.9% maxDD -9.6% Vola: 9.1% Sharpe: 0.77 For comparison, the benchmark is the $AOR ETF CAGR 7.6% maxDD -22.9% Vola: 11.1% Sharpe: 0.70
Tech‑Focused TLT Portfolio Delivers 23% CAGR, Beats Nasdaq
Launched in 2018, the Trade Long Term (TLT) portfolio targets leading technology stocks based on my expectation of sustained sector growth through 2030. Since its inception, it has achieved a CAGR of 23.1%, outperforming the NASDAQ’s 17.2% over the same...
Rebalance Concentrated Position by Adding All‑Weather
Doing some portfolio rebalancing today. The Trade Long Term strategy ran hard recently and one position grew to 28% of the account — too concentrated for a multi-strategy book. Where to redeploy? This entity has zero exposure to All-Weather, which has...
Long-Term Portfolio Soars on MU, INTC, SNDK Gains
Simple strategies applied for the long term. Main $IBKR account which contains Weekend Trend Trader and Trade Long Term Portfolios. The latter is on a tear due to the likes of $MU, $INTC and $SNDK. https://t.co/zXSYjoNEU4
Consistency Over Rules: Build Business, Mindset for 25‑Year System
"...in systematic investing, the interesting question is rarely “what are the rules?”, but rather “how do you build a business and a psychology that can execute those rules, exactly as written, for 25 years?”. - @ConcretumR As I've said forever,...
Regime Filters Cause Divergent Momentum Returns Across Portfolios
Two momentum strategies in the same broader market, US equities, but with different results? The top matrix is the NASDAQ-specific Trade Long-Term portfolio. The lower matrix is the US Momentum portfolio, which focuses on the R-1000 universe. Why the difference? All our strategies...
Customize and Retune Strategies to Stay Ahead
Two important factors when trading systematically, and I'll use my Weekend Trend Trader strategy as an example. (1) It is important to personalise a strategy and make it your own. Any strategy in the public domain tends to have its edge...
Long-Term Risk-Adjusted Gains Outshine Short-Term Market Moves
Some of our strategies have been sitting in cash this month as a defensive mechanism. I'm also seeing a few comments about the strength of the market this month and how such a defensive mechanism we use is ineffective. Well, that's...
Beta Portfolio Tracker and Sizing Tools Launch with Real Trades
UPDATE: As mentioned last week, Zach has been working on various value-added products for our members, namely portfolio position sizing calculators (live) and an online portfolio tracking tool (Beta). I uploaded 5 years' worth of Weekend Trader trades of mine (see below)....
Start Now: Act Deliberately, No Need to Wait
I often get asked, "When is the best time to start with your strategies?" My facetious answer is "10 years ago" Seth Godin puts it more elegantly... _______ Start where you are. Start with what you’ve...
AI Reveals Optimal Sub‑System Pairings and Allocation
I've been playing around with AI to look closer into some old strategies of mine by feeding it a 10-year trade list. I initially asked it to assess the 10 sub-systems within this short-term strategy and look for issues that...
Australia’s Fuel Prices Up 50% While Messenger Drives Tesla
Fuel prices FYI... 50% higher in Australia. Don't shoot the messenger - he drives a $TSLA https://t.co/j1j9ciCW0D
From Quant Momentum to Buffett: Targeting Cheap Ball‑Bearing Stock
Big news: After 40 years of running quant momentum models fancier than a meat pie at a hatted restaurant, I've decided to go full Warren Buffett. I'm burning the data, binning the computer terminals, and I'm now going deep on...
Quality Stocks Need Patience: 20‑year Gains, Short‑term Pain
I just had several days at a planning conference where several presenters discussed the long-term reliability of selecting quality stocks that showed resilience regardless of economic conditions, fiscal stimulus or inflationary environments. Example below of a popular concentrated portfolio of high-quality...
AI Transforming Trading and Fund Management – New Article
A new article dropping from Zach tomorrow about AI and its role in trading and funds management. If you're not already signed up, you can do so here >>>