October 2024
Jan 02, 2025
There are some changes to the investments this month, foreign investments went on a big enough run to switch into them last month with some of the strategies and then they completely broke trend and fell apart in October, we’ll try again next time! That end of month drop didn’t really affect the changes, they were already set before that.
When the broader US market is on a tear, it is really something. From November 2022 through October 29th, 2024 the Russell 1000 is up a monster 54.05% aka a 24.12% CAGR. My strategies have paled in comparison to those high flying numbers.
Should we be concerned that the Dual Momentum Systems strategies have lagged the broader markets over the past 24 months? Absolutely not. The strategies don’t catch every little uptrend or downtrend on queue, but they perform exceedingly well over time and when the market has more ups and downs.
For example, here are some CAGR results compared to the Russell 1000 over the past 1, 3, 5, 10 year rolling periods, and from 2000, and also 1980 forward.
STRATEGY 1 Year 3 Year 5 Year 10 Year 2000+ 1980+
Russell 1000 40.88% 8.78% 15.34% 12.85% 7.80% 11.98%
GPMv 27.79% 6.92% 8.69% 7.00% 10.26% 13.00%
Triad+ 19.55% 5.14% 18.23% 10.01% 11.72% 13.39%
Global Nav+ 24.05% 3.93% 15.35% 10.30% 15.99% 17.82%
LT Gain++ 30.21% 2.73% 25.36% 15.66% 23.08% 23.92%
The further back we go, and include not just stellar market times, but also so-so, and some really terrible times - we see the strategy returns shine in comparison to the broader markets. This is only the return side of things, it is even more dramatic when we look at drawdowns. Please re-visit the strategy Fact Sheets in the reports for a the numerical data as well as the charts illustrating the returns, equity curves, and drawdown curves.
I am including the High Test Reporting Deck in the download, for gods sake, please don’t invest in them or if you must only a small percentage of your investments.
Reporting Desks and Allocation file download.
Good luck out there, and happy investing. Please forward this to anybody who you may think would appreciate it.
When the broader US market is on a tear, it is really something. From November 2022 through October 29th, 2024 the Russell 1000 is up a monster 54.05% aka a 24.12% CAGR. My strategies have paled in comparison to those high flying numbers.
Should we be concerned that the Dual Momentum Systems strategies have lagged the broader markets over the past 24 months? Absolutely not. The strategies don’t catch every little uptrend or downtrend on queue, but they perform exceedingly well over time and when the market has more ups and downs.
For example, here are some CAGR results compared to the Russell 1000 over the past 1, 3, 5, 10 year rolling periods, and from 2000, and also 1980 forward.
STRATEGY 1 Year 3 Year 5 Year 10 Year 2000+ 1980+
Russell 1000 40.88% 8.78% 15.34% 12.85% 7.80% 11.98%
GPMv 27.79% 6.92% 8.69% 7.00% 10.26% 13.00%
Triad+ 19.55% 5.14% 18.23% 10.01% 11.72% 13.39%
Global Nav+ 24.05% 3.93% 15.35% 10.30% 15.99% 17.82%
LT Gain++ 30.21% 2.73% 25.36% 15.66% 23.08% 23.92%
The further back we go, and include not just stellar market times, but also so-so, and some really terrible times - we see the strategy returns shine in comparison to the broader markets. This is only the return side of things, it is even more dramatic when we look at drawdowns. Please re-visit the strategy Fact Sheets in the reports for a the numerical data as well as the charts illustrating the returns, equity curves, and drawdown curves.
I am including the High Test Reporting Deck in the download, for gods sake, please don’t invest in them or if you must only a small percentage of your investments.
Reporting Desks and Allocation file download.
Good luck out there, and happy investing. Please forward this to anybody who you may think would appreciate it.