March 2024
Apr 06, 2024
Reminder of Bamboo Portfolio allocation strategies, post on the front page of the website currently.
Not an April Fools Joke - I was able to find annual data for Managed Futures from the Barclays CTA Index from 1980 through 1999, so I will be able to extend the Bamboo Portfolios back to 1980. It would be great to have monthly data for the Barclays CTA Index for that time period, if you have or have access to it, please reach out. I will just use the annual returns broken down to monthly increments for the mean time - hope to be able to put out the extended reports soon, anxious to see how they look!
I’ve been so busy with Bamboo, that I’m just going to ask that you look to the reports for all the fun data this month, almost no changes to investment strategies for April, GPMv has a minor increase in conviction and a change to Commodities, all else the same.
Full Dual Momentum Reporting Deck
New DMS Bamboo Portfolio allocation Reporting Deck
Allocation worksheet
Subscribe to the monthly emails (free) in order to get the Reporting Decks at the end of the month without delay.
Not an April Fools Joke - I was able to find annual data for Managed Futures from the Barclays CTA Index from 1980 through 1999, so I will be able to extend the Bamboo Portfolios back to 1980. It would be great to have monthly data for the Barclays CTA Index for that time period, if you have or have access to it, please reach out. I will just use the annual returns broken down to monthly increments for the mean time - hope to be able to put out the extended reports soon, anxious to see how they look!
I’ve been so busy with Bamboo, that I’m just going to ask that you look to the reports for all the fun data this month, almost no changes to investment strategies for April, GPMv has a minor increase in conviction and a change to Commodities, all else the same.
Full Dual Momentum Reporting Deck
New DMS Bamboo Portfolio allocation Reporting Deck
Allocation worksheet
Subscribe to the monthly emails (free) in order to get the Reporting Decks at the end of the month without delay.
Comments
February 2024
Apr 06, 2024
Please see the reporting decks linked below for full month, year, and far further back results.
It seems like the market is just continuing to melt up on the strength of AI stocks even through market breadth is narrowing Enjoy!
I’ve mentioned about a post coming, for a while now, on the DMS Allocation Strategies, it was delayed in part because I had to build a new model to house the strategies, and that is now largely complete. I have a few things I would like to add and some tweaks, but at least it is in a working state now. So for today, enjoy the very first DMS Allocation Strategies monthly Reporting Deck, and I’ll follow up soon with a post on the strategies.
Enjoy
Full Dual Momentum Reporting Deck
New DMS Allocation Strategies Reporting Deck
Allocation worksheet
If you are a thrill seeker, I do still update the three “High Test
strategies just don’t post them in the main deck, High Test Reporting Deck
It seems like the market is just continuing to melt up on the strength of AI stocks even through market breadth is narrowing Enjoy!
I’ve mentioned about a post coming, for a while now, on the DMS Allocation Strategies, it was delayed in part because I had to build a new model to house the strategies, and that is now largely complete. I have a few things I would like to add and some tweaks, but at least it is in a working state now. So for today, enjoy the very first DMS Allocation Strategies monthly Reporting Deck, and I’ll follow up soon with a post on the strategies.
Enjoy
Full Dual Momentum Reporting Deck
New DMS Allocation Strategies Reporting Deck
Allocation worksheet
If you are a thrill seeker, I do still update the three “High Test
strategies just don’t post them in the main deck, High Test Reporting Deck
January 2024
Apr 06, 2024
Please see the reporting deck linked below for full month, year, and far further back results.
Good start to the year, I’ll have the Allocation Strategies post up in about a week.
Enjoy
Full reporting Deck
Allocation worksheet
If you are a thrill seeker, I do still update the three “High Test
strategies just don’t post them in the main deck, High Test Reporting Deck
Good start to the year, I’ll have the Allocation Strategies post up in about a week.
Enjoy
Full reporting Deck
Allocation worksheet
If you are a thrill seeker, I do still update the three “High Test
strategies just don’t post them in the main deck, High Test Reporting Deck
December 2023
Jan 01, 2024
Please see the reporting deck linked below for full month, year, and far further back results.
I came to realize that sometimes the published results are updated after the fact, so I fully updated 2022 and 2023 monthly results in my database, not sure if it is dividend activity not captured in the month it took place or what. The changes weren’t large but I wanted to make sure I had the ‘final final’ numbers.
The fixed allocation DMS-4ETF, and I’ve got a variation of it that I think is worthwhile have been getting some of my attention, I owe info on this, I hope very soon.
Happy New Year to you, and a quick look back at the year in DMS Strategies 2023.
GPMv: The most conservative strategy had the lowest full year return of 2.83%. It also had the lowest drawdowns this past year, and on a percentage basis substantially lower than the 60/40 drawdown. However, compared to the 60/40 the returns for the year were paltry, knock this up to a great rebound year for bonds in 2023, and the Magnificent 7 driving the market this past year. 60/40 took advantage of both. Not that GPMv is really designed to target the 60/40, it is targeted at ultra low drawdowns and good long term gains.
Triad Strategies: These are billed as a better 60/40 for the future, but they had a misstep this year only returning roughly half what the 60/40 does. The strategy is not broken, the foundation of it is solid, it has had this sort of under performance in the past, it has a terrific long term record and is designed to be far more broad and adaptable than a 60/40 - it was not designed to take advantage of the Magnificent 7’s stellar year. Lick your wounds and continue on with Triad.
The Russell: This never leveraged strategy had a solid year coming in at just under 16% for the year with a low drawdown of just 6.45%. I still like this strategy very much.
Global Navigator+: The same 6.45% drawdown as The Russell, just slightly lower performance, this variation of GEM is still a winner, and always posed to take advantage when International equities outperform.
LT Gain Strategies: These strategies only invest in the Large Cap US when invested, as a result they both had very good years even with larger than the S&P Drawdowns.
Full reporting Deck
Allocation worksheet
I came to realize that sometimes the published results are updated after the fact, so I fully updated 2022 and 2023 monthly results in my database, not sure if it is dividend activity not captured in the month it took place or what. The changes weren’t large but I wanted to make sure I had the ‘final final’ numbers.
The fixed allocation DMS-4ETF, and I’ve got a variation of it that I think is worthwhile have been getting some of my attention, I owe info on this, I hope very soon.
Happy New Year to you, and a quick look back at the year in DMS Strategies 2023.
GPMv: The most conservative strategy had the lowest full year return of 2.83%. It also had the lowest drawdowns this past year, and on a percentage basis substantially lower than the 60/40 drawdown. However, compared to the 60/40 the returns for the year were paltry, knock this up to a great rebound year for bonds in 2023, and the Magnificent 7 driving the market this past year. 60/40 took advantage of both. Not that GPMv is really designed to target the 60/40, it is targeted at ultra low drawdowns and good long term gains.
Triad Strategies: These are billed as a better 60/40 for the future, but they had a misstep this year only returning roughly half what the 60/40 does. The strategy is not broken, the foundation of it is solid, it has had this sort of under performance in the past, it has a terrific long term record and is designed to be far more broad and adaptable than a 60/40 - it was not designed to take advantage of the Magnificent 7’s stellar year. Lick your wounds and continue on with Triad.
The Russell: This never leveraged strategy had a solid year coming in at just under 16% for the year with a low drawdown of just 6.45%. I still like this strategy very much.
Global Navigator+: The same 6.45% drawdown as The Russell, just slightly lower performance, this variation of GEM is still a winner, and always posed to take advantage when International equities outperform.
LT Gain Strategies: These strategies only invest in the Large Cap US when invested, as a result they both had very good years even with larger than the S&P Drawdowns.
Full reporting Deck
Allocation worksheet
November 2023
Dec 07, 2023
Please see the reporting deck linked below for full month, year, and far further back results. I wish I could more easily get the results out for a month completed when the last day of the month is a weekday, but this will have to do (the next day) for now.
Thanks you, don’t forget you can see daily updates on the strategies with near real time results. I owe a writeup on the DMS-4ETF allocation which is doing well.
Basically, the strategies are back in equities after a very strong November, see the deck for all the deets.
Happy holidays!
Full reporting Deck
Allocation worksheet
Thanks you, don’t forget you can see daily updates on the strategies with near real time results. I owe a writeup on the DMS-4ETF allocation which is doing well.
Basically, the strategies are back in equities after a very strong November, see the deck for all the deets.
Happy holidays!
Full reporting Deck
Allocation worksheet
October 2023
Dec 07, 2023
No changes in investments from yesterday’s Preliminary distribution, images below are from the Preliminary email. See link to the full deck just below for final numbers.
Quite a [difficult] year this is becoming.
Full reporting Deck.
Allocation worksheet.
Quite a [difficult] year this is becoming.
Full reporting Deck.
Allocation worksheet.
September 2023
Dec 07, 2023
Hi Randy,
What a terrible month September ended up being, and it actually triggered the majority of the strategies into Risk Off.
This has been a difficult year to be sure, and elections are around the corner. September is often a poor month in the markets and this year did not disappoint.
Here is the final September Reporting Deck.
Here is the Excel Allocation worksheet for October.
If you have any questions feel free to write me, that’s it for now.
:)
What a terrible month September ended up being, and it actually triggered the majority of the strategies into Risk Off.
This has been a difficult year to be sure, and elections are around the corner. September is often a poor month in the markets and this year did not disappoint.
Here is the final September Reporting Deck.
Here is the Excel Allocation worksheet for October.
If you have any questions feel free to write me, that’s it for now.
:)
August 2023
Dec 07, 2023
I had a crazy busy weekend working on a rental house, so an extremely short email with final results this time around.
Here is the final August Reporting Deck.
Here is the Excel Allocation worksheet for September.
If you have any questions feel free to write me, that’s it for now.
:)
Here is the final August Reporting Deck.
Here is the Excel Allocation worksheet for September.
If you have any questions feel free to write me, that’s it for now.
:)
July 2023
Jul 29, 2023
June was a fabulous month for the overall Market (at least as defined by the Russell 1000 (or the S&P 500). Ditto July, while not quite as big of gains as June, July continued the upward trend very nicely.
June 2023
Jul 24, 2023
June was a fabulous month for the overall Market (at least as defined by the Russell 1000 (or the S&P 500).
Quick reminder to check out the Google Colab’s which show where the next months investments will be, if the month ends as it is when you run it. Laurent was skilled and gracious enough to code the DMS strategies into Google Colab where you can run the strategies to see what they will be invested in as of the information on hand. Check it out on the website from the Menu select “Strategy Next Month”.
This year has been a very narrow outperformance by a handful of stocks, which is driving up the major indexes of which they are a large part because they are market weighted indexes. It can often be advantageous to be diversified and hold investments different from the big indexes, however, it is not without some pain when seemingly only the big indexes are doing well. If your allocation isn’t performing as well as the big indexes this year, your time will come. It’s ok to look different and perform different than do the big indexes.
Small note, the version of Excel on my daily driver, an iMac, is having issues this month printing out the PDF, so I printed it out from my work machine which is Windows based - so if the reporting deck looks a little different, that is why.
Very little change from June to July, outlined in the image below and in the Reporting Deck available here.
This year to date:
GPMv has relatively struggled this year, it is inherently a protective and cautious strategy. Note that GPMv is doing ever so slightly better than GPM year to date, both are slightly down.
Triad/Triad+/Triad++ are doing well and are up 5.73%/10.7%/12.12% YTD. Even though they are more cautious and far more diversified than the major markets, they are doing a great job this YTD.
The Russell has solid returns this year, it is ahead of a 60/40 and a bit behind the major markets, doing what it is supposed to do.
Global Navigator+ GN looks different than the market and will sometimes mimic its performance, other times not. GN was holding International in May when it underperformed. YTD GN+ is slightly ahead of a 60/40. It is not currently leveraged because when it went out of treasuries and into equities, International was the investment. By the time it switched to US equities it did so in unleveraged equities.
LT Gain+/LT Gain++ These strategies are doing fantastic YTD with returns of nearly 25% and 35%. They have been in leveraged US markets this year other than March when they hid out in treasuries.
Here is the allocation spreadsheet in case that helps working with multiple strategies. Just enter the percent allocated to the strategies, and the amount of money to allocate overall to the strategies, and it tells you which ETF’s that you should be holding in what quantities. Excel Allocation Workbook for July 2023.
Quick reminder to check out the Google Colab’s which show where the next months investments will be, if the month ends as it is when you run it. Laurent was skilled and gracious enough to code the DMS strategies into Google Colab where you can run the strategies to see what they will be invested in as of the information on hand. Check it out on the website from the Menu select “Strategy Next Month”.
This year has been a very narrow outperformance by a handful of stocks, which is driving up the major indexes of which they are a large part because they are market weighted indexes. It can often be advantageous to be diversified and hold investments different from the big indexes, however, it is not without some pain when seemingly only the big indexes are doing well. If your allocation isn’t performing as well as the big indexes this year, your time will come. It’s ok to look different and perform different than do the big indexes.
Small note, the version of Excel on my daily driver, an iMac, is having issues this month printing out the PDF, so I printed it out from my work machine which is Windows based - so if the reporting deck looks a little different, that is why.
Very little change from June to July, outlined in the image below and in the Reporting Deck available here.
This year to date:
GPMv has relatively struggled this year, it is inherently a protective and cautious strategy. Note that GPMv is doing ever so slightly better than GPM year to date, both are slightly down.
Triad/Triad+/Triad++ are doing well and are up 5.73%/10.7%/12.12% YTD. Even though they are more cautious and far more diversified than the major markets, they are doing a great job this YTD.
The Russell has solid returns this year, it is ahead of a 60/40 and a bit behind the major markets, doing what it is supposed to do.
Global Navigator+ GN looks different than the market and will sometimes mimic its performance, other times not. GN was holding International in May when it underperformed. YTD GN+ is slightly ahead of a 60/40. It is not currently leveraged because when it went out of treasuries and into equities, International was the investment. By the time it switched to US equities it did so in unleveraged equities.
LT Gain+/LT Gain++ These strategies are doing fantastic YTD with returns of nearly 25% and 35%. They have been in leveraged US markets this year other than March when they hid out in treasuries.
Here is the allocation spreadsheet in case that helps working with multiple strategies. Just enter the percent allocated to the strategies, and the amount of money to allocate overall to the strategies, and it tells you which ETF’s that you should be holding in what quantities. Excel Allocation Workbook for July 2023.