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

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.

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

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