Portfolio , TAA Investing


Here is the tactical asset allocation update for August 2016. Below is the snapshot for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found  here . This is a new version of the sheet. Google updates the Sheets program every so often and old version of sheets just stop working. That happened this month so I had to do a new version. The sheet contains the IVY5, GTAA5, and the Permanent Portfolio as well. These signals are valid after every trading day. So, while I’ll maintain these month end updates this means that you can implement your portfolio changes on any day of the month, not just month end. FINVIZ will at times generate signals that are slightly different than Yahoo Finance. Also, year to date performance figures have been updated and are included in the sheet.

Note: I am not maintaining the Yahoo Finance versions any more.  All portfolios now use FINVIZ data.

Screen Shot 2016-07-30 at 10.59.32 AM

There is one change this month for the AGG3 portfolio. VBR is replacing VGLT. Risk assets are starting to move up the rankings again. For AGG6 there are three changes. There you can really see the move up in risk assets. VBR, VBK, and VWO replace VCIT, VGIT, and IGOV. Approximate monthly and YTD performance is below. Diversified portfolios continue to do quite well this year.

Screen Shot 2016-07-30 at 11.00.05 AM

I’ve started to use the Performance charts in Stockcharts.com for some of the return data. Below is a histogram of June’s AGG3 and AGG6 holdings along with a couple of benchmarks.

Screen Shot 2016-07-30 at 11.00.53 AM

For the  Antonacci dual momentum  GEM and GBM portfolios, GEM remains in SPY, and the bond portion of GBM is in CRED. The  Antonacci tracking sheet  shareable so you can see the portfolio details for yourself.

The Bond 3 quant  model , see  spreadsheet , ranks the bond ETFs by 6 month return and uses the absolute 6 month return as a cash filter to be invested or not. The Bond 3 quant model is invested in JNK, VGLT, and EMB.

That’s it for this month. These portfolios signals are valid for the whole month of August. As always, post any questions you have in the comments.


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10 thoughts on “ Tactical asset allocation – august 2016 update

  1. Hi Paul,
    as you often refer to Finviz data, I assume you connected GooSheets to some kind of Finviz web service. But I can’t find any published Finviz API. Is there one?

    1. There isn’t an API. The sheet just uses web queries. See one of the cells in the sheet for reference.

  2. Thanks for sharing all your work and insight. I assume you have updated the unemployment indicator or do you only report that when it crosses the 12 month moving average?

    1. Only when the employment report comes out aka Jobs Friday. Aug 5th is the next release.

  3. The FINVIZ data is showing a 13% return for the Permanent Portfolio, easily beating all other strategies. I recall you have most of your family’s retirement investments in this strategy. You must be very popular! Cheers!!

    1. They’re pretty happy but fortunately they don’t pay much attention to their portfolios too often, which is a good thing.


  4. Paul,
    Is there a reason you are using a 4 week average, instead of a 1-month average for the monthly % returns on the new FINVIZ sheet? If you use the whole month of July for the 1-month return instead of the 4-week (July 5th – July 29th) average, VGLT remains in the AGG3 and VBR would Rank 4th. Thanks for any clarity you can provide.

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