DM Systems Month End Reports

February 2026

Randy Harris — 2026-03-05T17:38:49-07:00

The reporting decks are sent out to subscribers as soon as possible following the month end.

You can reach out to subscribe at randy@dualmomentumsystems.com

RIA versions with even better risk adjusted performance are available for subscription, email for more information.

Here are the reporting decks for this month.

Thank you,

Randy

January 2026

Randy Harris — 2026-03-05T17:38:45-07:00

December 2025

Randy Harris — 2026-03-05T17:38:41-07:00

November 2025

Randy Harris — 2026-03-05T17:38:37-07:00

October 2025

Randy Harris — 2026-03-05T17:38:32-07:00

September 2025

Randy Harris — 2026-03-05T17:38:28-07:00

August 2025

Randy Harris — 2026-03-05T17:38:21-07:00

July 2025

Randy Harris — 2026-03-05T17:38:15-07:00

June 2025

Randy Harris — 2026-03-05T17:38:09-07:00

May 2025

Randy Harris — 2026-03-05T17:37:58-07:00

April 2025

Randy Harris — 2025-05-31T14:17:42-07:00

March 2025

Randy Harris — 2025-03-31T15:02:09-07:00

All of the strategies go less risky. Many go into VGSH, short term Government debt. Others scale back significantly. The strategies are taking a wait and see approach after the performance of the past months.

Be sure to look at the Strategy and Model Portfolio Fact Sheets, the following PDF/Excel files are combined into the single ZIP for download, link below:

DMS Model Portfolios
DMS Strategies
DMS Bamboo Allocations
DMS High Test
DMS Allocation Spreadsheet

…all of the above included in this Zip file.

As always, subscribe for free to get the Reporting Decks as soon as they are released.

February 2025

Randy Harris — 2025-03-31T15:02:00-07:00

Last month I mentioned: “We got news of North America tariffs, 5 years ago we signed the USMCA (new NAFTA) and now it is broken with new tariffs to Mexico and Canada. Is this a posturing or is it just a new tax on the American public? Regardless of the answer to that question, it caused a 1% drop in the market late Friday afternoon, bump in the road or something more? We will see soon enough.”
Looks like we got a bit of pullback, likely from all the tariff talk, and other geopolitical events.

Regardless, we had a great January, and February was looking stellar right up until it wasn’t… Time to see if this is a ‘buy the dip’ or something else.

Not many changes for the strategies month to month, see the reporting decks, and image below of changes to the main strategies is after the chart of February 2025 Russell 1000.

GPMv goes fully invested for February, and Triad goes more aggressive, but keeps a 1/6th position in BIL.

Be sure to look at the Strategy and Model Portfolio Fact Sheets, the following PDF/Excel files are combined into the single ZIP for download, link below:

DMS Model Portfolios
DMS Strategies
DMS Bamboo Allocations
DMS High Test
DMS Allocation Spreadsheet

Reporting Desks and Allocation file download.

January 2025

Randy Harris — 2025-03-31T15:01:53-07:00

We got news of North America tariffs, 5 years ago we signed the USMCA (new NAFTA) and now it is broken with new tariffs to Mexico and Canada. Is this a posturing or is it just a new tax on the American public? Regardless of the answer to that question, it caused a 1% drop in the market late Friday afternoon, bump in the road or something more? We will see soon enough.

GPMv goes fully invested for February, and Triad goes more aggressive, but keeps a 1/6th position in BIL.

See the Model deck for the history of the Model Portfolios, and the DMS Strategies for the main deck with all the individual strategies. Bamboo Allocation deck of course included - but until we go into Smart Leverage, Bamboo remains a fixed allocation. The High Test deck is included, for entertainment value only.

Happy New Year! January was great, though with a bit of volatility. Let’s work towards a profitable 2025.

…all of the above included in this Zip file.

Good luck out there, and happy investing. Please forward this to anybody who you may think would appreciate it.

December 2024

Randy Harris — 2025-01-02T14:25:04-07:00

Happy New Year to the now 379 subscribers, I hope that you find far more value than your annual subscription price of $0.00. As always, please forward to friends and family who may find this valuable.

Golden material for sure, no the strategies haven’t kept pace with the S&P the past couple of years, nor should they. Keep in touch and watch over a longer time frame a you will see the value of the higher absolute returns with less drawdown. That is mission accomplished.

Starting this month, I broke out the Model Portfolios into their own PDF. I feel so strongly that these are terrific portfolios for many people, I didn’t like seeing them sort of buried in the main reporting deck so I broke them out into their own Deck.

December wasn’t great, and no Santa Claus Rally this year. All in all a solid year, after a solid year in 2023. So I hope nobody is complaining about a slightly sour end to an otherwise productive year

CHANGES FOR JANUARY:

GPMv goes very bearish for January, and the Triad strategies also go defensive. Full steam ahead with the other strategies.

Happy New Years to you all, and Happy Investing.

Be sure to look at the MODEL PORTFOLIOS in the Reporting Decks, it is where I think is the best place to be.

HOW DID THE STRATEGIES PERFORM IN 2024:

GPMv [Generalized Protection Momentum variant], This is the only model that I didn’t come up with myself, GPM you can search, it is a highly regarded low vol strategy from two original thinkers in the investment space. I had found myself re-visiting it and thinking that I had some ideas on how to improve it, and thus GPMv was born.

For the past two years, GPMv has outperformed GPM by a staggering 18.4%. That actually is something to write home about, and with lower volatility also. 2024 specific, while GPM generated a 4.67% return, GPMv managed a far better than 60/40 return of 21.40%.

Bamboo Allocations are a trio of investment options which are an alternative to a 60/40, or Golden Butterfly, or Permanent Portfolio, or All Weather, etc. For 2024 the Bamboo, Bamboo+, and Bamboo++ all had the exact same return since Smart Leverage was not in play, the return was 15.95%. Marginally better than the 60/40 return of 14.65% and more significantly better than the Golden Butterfly return of 11.275. Ray Dalio’s All Season had a paltry return of 5.28%, and Harry Brown’s Permanent Portfolio 11.73%. (I am not throwing stones at lower returns, things different than the indexes perform differently, just stating the 2024 returns to compare.)

Triad Strategies had an ok year, not bad, not great, they were marginally lower than the 60/40’s return of 14.65% at 14.31%. Ironic since the Triad strategies are far more diversified than the 60/40, and similar to the Bamboo Allocations, none of the Triad strategies were in Smart Leverage during 2024.

Global Navigator+ This is essentially my riff on Gary Antonacci’s GEM strategy. For 2024 GN+ returned 19.40%, better than the 60/40 return of 14.65%, not as high of return as the Russell 1000 return of 23.95%. Remember, our goal isn’t to beat the market year in year out, but do well in good years, far better in bad years, and crush it with Smart Leverage.

LT Gain+ and ++ These returns both equaled the Russell 1000 for the year these are single choice in risk on markets, with variable risk off choices, and 2X and 3X options when Smart Leverage is enabled. Solid return for both of these this year.

Please note that while 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. I personally max out my risk at LT Gain++, YMMV.

I apologize that last month the Allocation Excel spreadsheet had some issues. I had made some changes with the Model Portfolios and they did not correctly flow through to the Allocation spreadsheet. Thanks to the astute and attentive subscribers who pointed this out and allowed me to know it needed correcting.

If you are just watching, now may be a great time to join the strategies, this crazy bull market won’t last forever, and we will steer you on a better course than the major indexes are able to do.

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.

November 2024

Randy Harris — 2025-01-02T14:23:53-07:00

Wow, another stellar month in the markets - and for the strategies, The Russell was in IWP this month with really flew. The Russell had been lagging a bit this year but caught up in November. I guess this is the Trump Bump 2.0.

Great year to be in equities, enjoy!

Be sure to look at the MODEL PORTFOLIOS in the Reporting Decks, it is where I think is the best place to be.

GPMv had a slight reduction in equities for December, no changes in the other strategies.

I would be interested to hear from subscribers how you are using the DMS models, are you investing in them, using them for alternate investment input, or?

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.

October 2024

Randy Harris — 2025-01-02T14:23:22-07:00

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.

September 2024

Randy Harris — 2025-01-02T14:16:58-07:00

Always a delay by a day getting this out when the 1st day of the month is mid-week. I checked at 10PM last night and the final results for September still weren’t available to me.

Another plus month after a minor draw down. Middle East conflict may impact markets further than today, we will know more later.

Just a single file to download with all Reporting Desks in it.

Not much change this much, Triad strategies swap Foreign in favor of the Russell 1000, and Global Navigator does the same.

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.

August 2024

Randy Harris — 2024-09-07T16:18:03-07:00

All strategies profitable in August (other than MAX PAIN, which I seriously hope you are only watching for entertainment value.) We saw a big dip in the markets in August with a speedy retracement. There may be more fun ahead in the next several months, time will tell. For now all the strategies remain as last month with the exception of The Russell which switches from Mid Cap Value to the Russell 1000.

Several strategy changes this month, pay attention to the info in the Decks.

From last month, I made this comment about Smart Leverage, crazy month and I didn’t get to it but hope to in September. Thanks for your patience.

I receive emails from people now and then seeking clarification on the Smart Leverage 15% drawdown and exactly how it works, I realize that it is hard to give exact detail so that everybody understands how I am describing it - so I have decided that I will do a post in August on this topic to help clarify how Smart Leverage is triggered.

Full Dual Momentum Reporting Deck

DMS Bamboo Portfolio allocation 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

July 2024

Randy Harris — 2024-09-07T16:17:57-07:00

All strategies profitable in July. This market just keeps melting up even if there seems to be a rotation.

Several strategy changes this month, pay attention to the info in the Decks.

I receive emails from people now and then seeking clarification on the Smart Leverage 15% drawdown and exactly how it works, I realize that it is hard to give exact detail so that everybody understands how I am describing it - so I have decided that I will do a post in August on this topic to help clarify how Smart Leverage is triggered.

Full Dual Momentum Reporting Deck

DMS Bamboo Portfolio allocation 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

June 2024

Randy Harris — 2024-09-07T16:17:23-07:00

Another month in the books, and it was another good month. No changes in any of the main strategies this month, holding steady.

I was thinking about what a powerhouse the markets have been the past 15 years and doing a post on that, may still, but suffice it to say the broad markets have been in beastmode since the GFC. WHEN the shit hits the fan, being in strategies will prevent those long drawdowns. Be strong.

This month Gus sent a note to me and it was really nice to hear, thanks for the kind words!

Hello Randy,

Just want to say as an experienced financial markets participant (ex-CTA) and having just signed up to DM Systems, the end-of-month May/June email report is really impressive!

I am currently setting up TAA strategies and subscribe to Portfolio Visualizer, Allocate Smartly, and monitor Logical Invest, so have 5+ strategies to go live but always looking for ideas from other financially sophisticated investors and the breadth and depth of the June report is outstanding. Wish you the best if you are preparing to launch as a business using the models.

Gus

Full Dual Momentum Reporting Deck

DMS Bamboo Portfolio allocation 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

May 2024

Randy Harris — 2024-06-17T20:09:44-07:00

Full steam ahead captain! Markets keep winding their way higher. Could see some pullback and volatility before election time, and after.

I see there is a hiccup with the new website host, a certificate expired and it is giving warnings about it could be compromised, web maintenance is not my strong point, but I will try to get that fixed soon. The site is safe, just an expired certificate.

Be sure to look at the Model Portfolio’s in the main reporting deck, really strong approach to take.

Dual Momentum Reporting Deck

DMS Bamboo Allocation 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

April 2024

Randy Harris — 2024-05-20T19:32:44-07:00

Housekeeping:

Slight change to Triad, Thanks to the person who asked why I hadn’t already included short term treasuries in the Triad strategies, took me a while to realize he was right.

GPM → GPMv, it has now been 2 years since GPMv was born. Here is a recap of how it has performed over those 2 years.

Changed the word “Retire” to Conservative in the Model Portfolios.

Insight into the Model Portfolios. One of the reasons that the Bamboo Portfolios were created is that I think it helpful to hold a collection of different strategies, one of those strategies being buy and hold, Bamboo was created as an alternative to a 60/40 allocation which is used in some of the Model Portfolios with great success.

Dual Momentum Reporting Deck

DMS Bamboo Portfolio allocation 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

March 2024

Randy Harris — 2024-04-06T14:46:49-07:00

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.

February 2024

Randy Harris — 2024-04-06T14:46:36-07:00

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

January 2024

Randy Harris — 2024-04-06T14:45:57-07:00

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

December 2023

Randy Harris — 2024-01-01T14:22:41-07:00

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

November 2023

Randy Harris — 2023-12-07T20:55:31-07:00

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

October 2023

Randy Harris — 2023-12-07T20:55:24-07:00

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.

September 2023

Randy Harris — 2023-12-07T20:55:17-07:00

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.

:)

August 2023

Randy Harris — 2023-12-07T20:55:07-07:00

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.

:)

July 2023

Randy Harris — 2023-07-29T14:23:59-07:00

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.
Dual Momentum Systems is a passion project, I do it because I love it, but more directly because I needed to find a better way to invest my own money. No small effort goes into the strategies, and reporting decks for all to see and use. I sincerely hope that you are using the information for your personal gain and insight.

Thank you very much to the people who have made contributions which help pay for the hosting and subscription costs necessary to make this possible.

I prefer to reach out once in a great while to ask for some help, I have no interest in charging an ongoing subscription.

If you find the strategies and their presentation useful, please help out with a contribution that you feel is appropriate, it will be much appreciated, thank you.

Thank you for your patronage. Your support can be directed here.

I gave some thought to my personal portfolio allocations this month and made some adjustments. Previously I was allocating 25% to the Russell Midcap, and 15% to DBMF, a Managed Futures ETF; I decided to drop the buy and hold IWR and increase my DBMF to 20%. DBMF only has a few years of actual history, but I was able to find the Societe Generale CTA Index going back to 2000 which is the benchmark for DBMF. DBMF will deviate from its benchmark because it isn’t designed to follow it, but in general it is a decent proxy in order to go back to 2000 and see how it may look. Managed Futures really complement equities as an alternative, they move very differently and tend to do better when equities aren’t doing great. The long term average of the CTA index isn’t as high as my strategies, but that’s ok, they work nicely together smoothing out the returns and lessening the drawdowns a bit.

I am including a few charts down below the usual charts included in the month end email showing how these portfolios play out from 2000 forward.

Very little changes from July to August, outlined in the image below and in the Reporting Deck available here. The official month end numbers haven’t come out yet so I am publishing with what I have available and will update after the final numbers drop. I’ll update the Reporting Deck online at that time, shouldn’t affect any of the investments but want to use the final numbers to keep it clean.

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 August 2023.

Don’t forget that you can track the strategies any day of the month from this URL.

Cheers

June 2023

Randy Harris — 2023-07-24T14:13:04-07:00

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.

May 2023

Randy Harris — 2023-06-01T07:57:30-07:00

All in all it was a pretty flat month in May. There are a few changes to the strategies detailed below.

I *finally* got the ‘next month prediction’ of what the strategies will invest in posted to the site. 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”.

The broader markets are doing well this year, broader markets being defined as the S&P 500 or the Russell 1000. They are each up right around 9% year to date. This is a very narrow rise in the markets though, the breadth is not broad. As shown in the image just below (as of a week ago), you can see that all the gains have been the result of just a few stocks, the median component is actually negative on the year. Apple, Microsoft, Nvidia, Google, and Meta; these 5 stocks account for 80% of the S&P's positive performance year to date. In other words, if you aren't in Big Tech this year, you likely aren't faring nearly as well as the broader markets, (or the Q's.)

Yet another way to view it is from the Finviz Heatmap which shows that it's basically all tech in the green YTD.

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 June 2023.

Here is a link to the May Reporting Deck

Don’t forget that you can track the strategies any day of the month from this URL.

Cheers

April 2023

Randy Harris — 2023-05-13T14:02:27-07:00

All strategies ended the month of April in the black, aside from The Russell which was a bit of a surprise. Global Navigator has the highest 12 month returns, besting all other DMS strategies, and the S&P and the QQQ. Very little changes for the strategy holdings for May. GPMv switches to Intermediate Bonds, and The Russell switches to the Russell 1000, all else holding steady.

I put a post on the site recently to introduce an allocation based holding, not an active strategy, but an allocation between 4 ETF’s, aptly given the sexy name ‘DMS-4ETF’. It is a nice low vol strategy which uses several newer ETF’s so it doesn’t have the ability to go back really far in time to show how well it works, but the history it has is really encouraging, great returns and very low volatility and downside. Check it out on the site here.

I didn’t get to point about Google Colabs, soon!

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 May 2023.

Here is a link to the April Reporting Deck

Don’t forget that you can track the strategies any day of the month from this URL.

Cheers

March 2023 Deck

Randy Harris — 2023-04-12T20:17:41-07:00

Sign up for automatic emails with the reporting decks just after the month closes.

March felt like a very volatile month to me, looking at it in retrospect it doesn’t look so bad. The Triad strategies were rewarded for staying in the markets in March - they earned between 3.6% and 5.7% for the month of March depending on the version.

The other strategies were sitting in Risk Off and still made some money, almost 1.7% so it wasn’t so terrible.

Even though it’s been a very up/down many months in the markets, the prior six months are rather positive, so the strategies are going in full bore!

I’ve got a couple things I’ll be posting on the site this month. A post about a static 4 ETF allocation with some newish ETF’s, I can’t show much back test history because the components are new, bit it’s a viable option to my eyes for some.

Also, a post coming about how to track the DMS strategies using Google Colabs.

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 April 2023.

Here is a link to the March Reporting Deck

Cheers

February 2023 Deck

Randy Harris — 2023-03-05T19:38:41-07:00

Another terrible month in the markets. Most of the strategies are going to safety, Triad with it’s less whipsaw style is staying in for March.
The GPMv strategy has a broad investment array that spans the globe and includes alternatives, take a look at the chart below showing the performance of all it’s constituents for the month of February, pretty grim.
Quick reminder as we endure some whipsaw this year so far. Momentum strategies do suffer whipsaw in turbulent markets. But they are also very good at keeping us in the markets when things are good, and keeping us out in longer downturns. This is one of those not so great periods right now, but enduring it leads you to better times.
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 March 2023.
Here is a link to the February Reporting Deck
Cheers

January 2023 Deck

Randy Harris — 2023-02-06T17:21:31-07:00

January investing has now completed. Subscribe to get the notice as soon as they are ready, not delayed.

December was a terrible month in the markets, and January was the inverse, a great month! December 1, 2022 was the prior recent closing high for the SPX of 4,076.57, it felt like the target was set today as the close neared and the S&P kept climbing higher and higher to close at 4,076.60, eclipsing that prior recent high by merely 3 basis points. As we look back at the S&P there are a few more prior highs that will provide resistance on the way back up.

I am not convinced that we are ready to run from here and that we don’t have more downside coming, however, the strategies are very positive right now. GPMv just went 83% invested this month, and all the other strategies are in big.

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 February 2023.

Here is a link to the January Reporting Deck

Cheers

December 2022 Deck

Randy Harris — 2023-01-01T14:07:26-07:00

December investing has now completed.
It felt like December was an exclamation point to a really bad year in the markets!
Jim Bianco has some nice charts summarizing the terrible year that 2022 has been in the markets.
I put together an 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 January 2023.
Here is a link to the December Reporting Deck

November 2022 Deck

Randy Harris — 2022-12-03T21:14:06-07:00

November investing has now completed.

RELEASE THE HOUNDS!

All month we have been on the verge of tripping the strategies to go back into equities and after today’s massive upside day it has happened. All strategies are back into equities to some extent or another.

Smart Leverage has been triggered months ago so any + or ++ strategy is going in with leverage. Please make sure you are comfortable with your allocation. Please read the post I put up the other day talking about this very situation because it is possible that we get some whipsaw here, a rising market within a greater bear market and we go up for a bit, then back down.

Good investing, be smart. Reach out with any questions.

I put together an 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 December 2022.

Here is a link to the November Reporting Deck

Please refer to the Reporting deck for positions this month.

October 2022 Deck

Randy Harris — 2022-11-03T21:09:23-07:00

October investing has now completed.

The DMS strategies hold tight again for November, no change of investment in any of the strategies - they are all on maximum pullback mode, even with the markets powering higher in September. I saw that it was the biggest month gain since 1976!

Time will tell, but is sure feels like a bear market rally.

Very short note this month, Happy Halloween, play it smart. Reach out with any questions, thanks for your interest in the strategies - I know this has been a crazy year in many regards.

I put together an 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 November 2022.

Here is a link to the October Reporting Deck

Please refer to the Reporting deck for positions this month.

September 2022 Deck

Randy Harris — 2022-10-02T11:50:58-07:00

September investing has now completed.

The DMS strategies hold tight again for October, no change of investment in any of the strategies - they are all on maximum pullback mode, and thank god with the markets tanking in September.

It still seems like we haven’t hit the bottom, there hasn’t been any fear in the markets yet, it seems like bear markets don’t end until the retail investor looses faith because it is so bad. And that sentiment is why I use these strategies myself and am not a buy and hold investor.

I put together an 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 October 2022.

Here is a link to a September Reporting Deck

Below is a little data showing the drawdowns for the indexes, strategies, and Model Portfolios.

This is what I said last month…
Nothing posted this month, I was just watching in amazement as the market kept going up, and then feeling more grounded as it came back down.
AND this month I watch the markets come right back down and then a bit more.

August 2022 Deck

Randy Harris — 2022-08-31T20:41:55-07:00

August investing has now completed.

Welcome new subscribers, if you haven’t already, poke around the website, there are many of blog entries, presentations, the current Reporting Deck is of prime interest, if you have questions or comments please send them my way: randy@dualmomentumsystems.com

The markets kept powering upward through mid-month before plunging back to reality. I would speculate that we have been seeing a bear market rally, but I invest with the strategies and not my subjective opinion. I was a concerned mid month when we tripped the investment strategy signals to go back into the markets (because it seems likely that we are in a bear market rally to me), didn’t want to get left holding a leveraged bag… But we go with month end performance figures and we are not going back into equities for September. Whether we see more downside is something we will know in time. With inflation so high, even with gas prices coming down, it seems like we are already in or very likely we will see a recession soon.

I put together an 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 September 2022.

Change of investments from August to September:

Not significant changes of investment positions for September.

The Triad strategies all switch this month from VCSH to VGSH for 100% of the portfolio. We have a little whipsaw and exit VCSH after only 1 month, we also exit the commodities position of either DBC/PDBC.

No other changes for September with any of the strategies.

Here is a link to a August Reporting Deck

July 2022 Deck

Randy Harris — 2022-08-05T15:48:11-07:00

Change of investments from July to August:
Very little change in the strategies this month. Only the Triad strategies have any change of investment. GPMv remains 100% in BIL, and The Russell, Global Navigator+, LT Gain+, and LT Gain++ all remain in VGSH.
The Triad strategies all switch this month from VGSH to VSCH for 5/6th of the portfolio.
You may note that I switched the Commodities holding in the Triad strategies from DBC to PDBC, if you are already holding DBC I would not recommend selling it to purchase PDBC, just hold DBC and the next time we go into Commodities, then use PDBC.

Here is a link to a July Reporting Deck

July investing has now completed.
A big welcome to the many new subscribers, if you haven’t already, poke around the website, there are many of blog entries, presentations, the current Reporting Deck is of prime interest, if you have questions or comments please send them my way.
The markets saw some recovery in July, a bear market gain, or the start of a bigger new upward trend? Time will tell.
I put together an 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. Link to download the Excel Allocation Workbook for August 2022.

June 2022 Deck

Randy Harris — 2022-06-30T21:43:36-07:00

June 2022 Reporting Deck Download here

Change of investments from May to June:

Nothing, everything remains the same from June to July

Market volatility continued in June, all strategies are on the side line, except for the Triad strategies 1/6th allocation to commodities. I am going with the strategies and what they tell me to do with regards to my investments. I will say that it doesn’t feel like the bottom yet to me, we haven’t had a real panic yet, and when I put on my technician hat and look at a chart, I have been seeing the S&P retracing all the way back to 3,200 which is still a ways below the end of June levels.

I read today that this is the worst 1st six months performance in the markets since 1970, saw somewhere else where they said since 1962, which ever it is, this has been a terrible 1st half to the year, and I would guess one of the absolute worst for a 60/40 (have you been made aware that both GPMv and Triad are far better alternatives to a 60/40…)

Smart Leverage was triggered in June, so the next time we go into equities, the + and ++ strategies will do so with leverage. Smart Leverage is triggered with a 15% or greater drawdown in the Russell 1000 from the month end high water mark to the current month end results. From December month end through June month end, the IWB is down 21%.

GPMv, my adaptation of Keller & Keuning's GPM strategy was the only strategy this month to eek out a positive gain, and in fact it is the highest performing strategy and the only strategy with positive returns over the past 12 months. It can be mind bending how the most conservative strategy performs the best in volatile and downward market conditions. The Triad strategies are very close to GPM over the past 12 months, and the other strategies are not significantly behind at all. A 12 month rolling return chart is shown just below.

If you receive these emails, I’m going to start delaying the posts on the website to the reporting decks which contains what the investment allocations for the month ahead are, I would like to encourage people to subscribe. Donations are always appreciated, I am not looking to profit from individual investors but do hope to cover the costs of hosting the site.

Maybe significantly lower market action ahead, but maybe not… I’m sticking with the DMS evidence based, rules based strategies to guide me and my investments.

Happy investing, and good luck to you all.

May 2022 Deck

Randy Harris — 2022-05-31T18:07:10-07:00

May 2022 Reporting Deck Download here

May had some volatility but ended relatively flat. May be lot of upside in the market, but could be some more up, then more down, have to wait and see.

Change of investments from May to June:

Nothing, everything remains the same from May to June

Be sure to read the GPMv is born article for the newest strategy which has fantastic risk adjusted returns, a variation of Keller & Keuning’s GPM strategy.

A Smart Leverage reminder, it is triggered when our month end results for IWB has 15% or greater drawdown, not a 15% drawdown from all time highs. At the end of May IWB has about a 13.74% month end drawdown so Smart Leverage is not yet triggered for the next time we go back into equities.

April 2022 Deck

Randy Harris — 2022-04-30T10:27:22-07:00

April 2022 Reporting Deck Download here

The markets were not healthy this month, I mentioned in the email sent with March 2022 that I feared for April, thinking that the huge runup at the end of March could reverse. Unfortunately that did happen. Even though I had this thought, I stuck to the strategies, they do better over time than I do - sometimes I have to remember that the strategy can get a month wrong and gets caught up in some whipsaw, this will happen. However, the flip side is that the strategies will also keep you out in the really big, long drawdowns, as well as keep you in when things are grinding upward.

Smart Leverage is triggered, in the strategies that use them, with a 15% or greater drawdown. IWB has a 13.55% at the end of April, almost triggering Smart Leverage. As a reminder, Smart Leverage is only triggered with the end of the month drawdown, so for conversation if the IWB drops to a drawdown of 20% mid May but ends the month down 12%, Smart Leverage is not triggered because the drawdown was not 15% or greater at a month end.

Treasury Duration Limiter, TDL, is in effect this month and restricting all of the strategies go into Short Term Government Treasuries, VGSH, for May. Triad doesn't not use TDL, but also happens to be invested primarily in VGSH for May, and the Triad strategies also maintain a 1/6th position in Gold, SGOL.

As a reminder for everybody, momentum strategies in general tend to be hit or miss on short term volatility and drawdowns, and they tend to be spectacular on the large drawdowns.

The S&P remains well under both the 50 say and 200 day SMA.

Major indexes remain down YTD

March 2022 Deck

Randy Harris — 2022-03-31T16:47:19-07:00

March 2022 Reporting Deck Download here

UPDATE: Here is the new version of the March 2022 Reporting Deck with Treasury Duration Limiter integrated.

NOTE: I said below that everything was in stocks for April 2022, I mistakenly said that because the Triad Strategies are NOT in a 1/3rd IWB position for April but VGSH instead.

NOTE: I was didn't have the correct numbers for LT Gain 2X with Treasury Duration Limiter in the original post, I have corrected it, and it is now more in line with the Gain to Pain Ratio improvements as the other strategies now.

This was a painful month for all but the Triad Strategies. Yields didn’t just rise on treasuries, they flew higher this month causing pain in long duration Treasuries. In last month’s email I wrote about the 1970’s, a decade of high inflation and how that worked with the Global Navigator strategy which has results back through that decade (it worked out well). Maybe ‘this time is different’, or maybe we just got caught in the huge rising of yields this past month. Regardless, I am not willing to take that sort of hit again without some sort of precaution in place. I find it prudent to implement a duration limiting filter into the strategies.

Treasury Duration Limiter, aka TDL. It looks at the spread of 30 year treasuries minus the 5 year Treasuries, if that spread is below 1% the strategy will go into short duration treasuries instead of long duration treasuries. In order to prevent whipsaw (switching back and forth month after month from one duration treasury into the other), the following rule is obeyed. While out of equities and in treasuries, we can shorten the duration if the filter indicates to do so, but we hold that shorter duration treasury until we go back into equities, we do not move from shorter duration into longer duration. If I let the duration move up or down the results are a little better, but it makes for a lot more switching for what really isn’t a meaningful increase in performance. The goal of TDL is to limit duration risk.

Triad and the new Triad+ (which I wrote about on the website recently - please go visit the article if you haven’t yet seen it) do not use this treasury filter, those strategies only go between short and intermediate duration and do not need the TDL filter.

MAX PAIN does not use the TDL filter, this turbo charged strategy can’t be limited full steam ahead! In reality, the shorter duration treasuries should be considered for holding by anybody using this strategy, but the mixing of short duration treasury with the 3X equities doesn’t mix well on paper so I am leaving MAX PAIN unchanged.

The image down below shows the changes in three key metrics for the strategies implementing TDL.

CAGR is the Compound Annual Growth Rate, or the average annual return, all else equal the higher the better.

Ulcer Index is a measure of downward volatility, the higher the rating the more downward volatility. All else equal, the lower the number the better.

Gain to Pain Ratio by Jack Swagger measures how much downward pain you have to endure to get the upside gain. The higher the rating the better.

Through end of the month March I have stats on the strategies before TDL (Treasury Duration Limiter), and then with TDL. For each of the strategies, with the same TDL rules across the board, you can see that the reduction in CAGR is from around 4% to almost 7%. With the exception of Global Navigator, all of the strategies had higher percent improvements in the Ulcer Index than the reduction in CAGR. Global Navigator didn’t fare quite as well as the others in this downward volatility measure, but it did see improvements all the same. The Gain to Pain Ratio is where we see massive improvements.

The strategies with the TDL filters added to them all saw a minor decrease in the CAGR but with the benefits of meaningfully lower Ulcer Index rating and substantially better Gain to Pain Ratio. Especially in the current environment we find ourselves in, I find this to be a worthwhile tradeoff. I will not be able to get this fully implemented in the model before this month’s report is sent out, but check back to the website to the Reporting Deck page, and I will post an update deck with TDL implemented before mid-month.

February 2022 Deck

Randy Harris — 2022-02-28T18:26:42-07:00

The strategies were correct in calling a switch out of Equities and into Treasuries for February 2022 in so far as Treasuries outperformed Equities, however, the "win" is muted by the fact that Treasuries still returned a negative return for the month. It would seem that for February the rising Treasury yields outweighed the "Safety Trade" into Treasuries.

The full reporting deck with Month and YTD returns through February 2022 as well as March 2022 results can be downloaded in the reporting deck here.

January 2022 Deck

Randy Harris — 2022-02-01T01:56:51-07:00

The markets have had two very strong days in a row, one of the investors in DMS strategies wrote me this afternoon, replying to the email I sent yesterday in which I said I will follow the strategies, if they say Treasuries then I will go Treasuries. He commented today that while the markets may not have gone up quite enough to keep the strategies in equities - he is, and making a deviation to the strategy signals and staying in equities.

I mention this, because I understand that it can be difficult for people to follow the signals because of the circumstances. I got curious and went back and looked from 1980 through 2021 at every 1st month the LT Gain 2X strategy went into TLT but filtered it when the weighted lookback was less between -1.5% and 0% as it is at the end of January 2022. The results are that you would have been much better off going to Treasuries instead of staying in the market. The past events do not give us certainly to February 2022, only that in the past we would have been better sticking to the signal.

I trust the strategy signals better than my gut, and quite honestly I am ambivalent about February 2022 market performance, I have no idea what February may hold for equity performance one way or the other. We have earnings still being released, the Fed is raising rates soon and I don’t know those and other factors will ultimately be digested by Mr Market.

However you position yourself for February, I wish you the best outcome! I’ll be following the strategies, my wife tells me I am so literal - maybe so.

The full deck can be downloaded here.

December 2021 Deck New

Randy Harris — 2022-01-10T09:01:18-07:00

This is a republish of the December 2021 with the new strategy lineup. Gone are The Russell, Global Navigator XL, and The Russell XXL, and in are LT Gain 2X, and LT Gain 3X.

See the deck for investment selections for January 2022. Link to the full Reporting Deck

December 2021 Deck

Randy Harris — 2022-01-01T09:01:11-07:00

2021 comes to a close, we can look at full year info on how we and our strategies did during 2021, and implement any change before 2022 gets underway.

This was a strong year for stocks in particular. Many of the DMS strategies were a little ahead of the market until Mid-Cap Growth took a hit in November. Triad kept Mid-Cap Value out of the mix in December which markedly hurt its performance by over 2 full percentage points for the year. I mention these two recent less than perfect allocation items not to lament them, but to remind that the strategies will never always get it right. At least not when right means perfect. We have the comfort of long term backtests to know that the strategies do exceedingly well over time, yes they will make less than optimal allocations here and there, but they do a terrific job over the long haul, far better than we would do on our own subjective terms.

Happy New Year, I hope you had a decent 2021 what with all the changes we've had with Covid. I am hopeful that we may see the end of lockdowns and big changes to our life sometime in 2022, however, whether or not that happens this year, we can at least do our portfolios proud and have one less thing to have to worry about.

Images are included below for the rolling 12 month performance, and annual results from 1980 forward.

Please see the full reporting deck for January 2022 Investments for the strategies.

November 2021 Deck

Randy Harris — 2021-12-02T13:13:47-07:00

Fears of the Omicron variant of Covid-19 made for a big tumble in the markets at the end of November. All month long growth stocks were getting hammered, including The Russell strategies which were invested in the Russel Mid-Cap Growth ETF.

Investments for November are below, as well as the rolling 12 month performance.

The full report can be downloaded here.

October 2021 Deck

Randy Harris — 2021-10-30T16:26:58-07:00

This months reporting deck can be viewed and or downloaded here.

Only one change to the strategies for November, Triad adds the Russell Mid-Cap Value [IWS] back into the mix, no changes for any of the other strategies.

September 2021 Deck

Randy Harris — 2021-09-30T21:11:51-07:00

A subscriber asked me to compare Triad to Harry Browne’s Permanent Portfolio, I did a post on this topic, it’s a brutal story worth the quick read.

Change of Strategy Notice:
Triad has been slightly changed, as well as the backtested results for it. Previously Triad would put up to 1/3rd into IWB [Russell 1000], up to 1/3rd into IWS [Russell Mid-Cap Value], and up to 1/3rd into SGOL [Gold]. If any or all of those 1/3rd investments were not invested, the money would go into the best performer of VCSH [Short Term Corporate Bonds], VGSH [Short Term Treasuries], or VGIT [Intermediate Term treasuries].

The change to Triad is that it will only invest up to 1/6th into Gold, instead of 1/3rd. Having personally being invested in Triad for the past 5 months, I have realized that the 1/3rd Gold position adds more volatility than was the goal for this strategy. By going only 1/6th into Gold, the returns only come down a very small amount (around 0.20% CAGR), but the volatility comes down more significantly, the Ulcer Index drops from about 3.25 down to 2.92.

September was no bueno!
August was a very good month for the markets, however, September was even worse. I am personally down 5.14% for the month of September, and my YTD returns now stand at 14.49%. For comparison, the S&P is down 4.65% for the month, and up 15.93% for the year.

There was a lot of volatility and an obvious downward bias this past month. In September we have seen the 2nd largest drawdown of the year, I am not expecting but would not be surprised for more drawdown to come in October, even with all the stimulus money. I am hoping for a Santa Claus rally toward the end of the year.

October Investment Changes:
There are changes to the Triad and Russell strategies for October. Triad goes out of both Gold and Russell Mid-Cap Value, and the Russell strategies exit Russell 1000 in favor of Russell Mid-Cap Growth.

See the October 2021 investments, September 2021 results, and link to the full reporting deck here.

August 2021 Deck

Randy Harris — 2021-09-01T17:44:25-07:00

August 2021 Performance

August was a good solid month, not much volatility. There are no changes for the strategies for September 2021.

The full reporting deck can be viewed / download from this link, and a quick view of monthly performance and monthly strategy investments can be seen in the images below.

July 2021 Deck

Randy Harris — 2021-07-31T10:05:06-07:00

July 2021 Performance

Summer volatility continued this July, the S&P was a great place to be, the strategies did their job, only Triad and The Russell OG have any changes for August.

The full reporting deck can be viewed / download from this link, and a quick view of monthly performance and monthly strategy investments can be seen in the images below.

June 2021 Deck

Randy Harris — 2021-06-30T21:00:20-07:00

June 30, 2021 Half-year update

The 1st half of 2021 is now in the books. While this year has been a good so far overall for the strategies, June was somewhat of a disappointment. The Russell and The Russell XXL were the only strategies which profited in June. The Global Navigator strategies went into VXUS for June and it completely fell apart in June, these strategies are going back into the Total US Market for July. MAX PAIN had seen Mid Cap outperforming and switched to it for June, however, it bit the bullet in June while Small Cap went higher. Triad went invested 1/3rd of it's assets into Gold which also tanked this past month.

This sometimes happen when investing in segments of the market not following the broad market. Sometimes the recent performance sends us off on a zig when the market then zags. This is not uncommon behavior, nor is it a failure in the strategies. If the strategies didn't switch us out based on recent evidence we would miss big runs and always be in the broad market. We just need to brush it off and continue to keep on keeping on.

The full reporting deck can be viewed / download from this link, and a quick view of monthly performance and monthly strategy investments can be seen in the images below.

Most of the strategies have a change of investments this month

May 2021 Deck

Randy Harris — 2021-05-29T08:58:59-07:00

This month ends a little early, Friday May 28, 2021 is the last trading day of the year because the financial markets are closed Monday May 31, 2021 which is Memorial Day.

Three of the strategies have a change of investment for June 2021. But it was almost only 1 very minor change, not 3.

Apr 2021 Deck

Randy Harris — 2021-05-01T08:10:16-07:00

Here is the April 2021 deck.

You can view the pdf linked just above online, or download it to save or read offline.

Mar 2021 Deck

Randy Harris — 2021-03-31T18:00:00-07:00

Here is the March 2021 deck.

You can view the pdf linked just above online, or download it to save or read offline.

Feb 2021 Deck

Randy Harris — 2021-02-28T18:00:00-07:00

Here is the February 2021 deck.

You can view the pdf linked just above online, or download it to save or read offline.

Jan 2021 Deck

Randy Harris — 2021-01-31T18:00:00-07:00

Here is the January 2021 deck.

You can view the pdf linked just above online, or download it to save or read offline.

Dec 2020 Deck

Randy Harris — 2021-01-01T08:13:05-07:00

Here is the December 2020 deck.

You can view the pdf linked just above online, or download it to save or read offline.