Portfolio , TAA Investing


Happy Leap Day! Here is the tactical asset allocation update for March 2016. As I mentioned last couple of months, I am now using a new data source for the portfolio updates. I am also maintaining the old portfolio formats, in Yahoo Finance, for a while.  Here  is the link to the Yahoo data.

Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found  here . The big change here is the use of FINVIZ data and more importantly that 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.

Screen Shot 2016-02-29 at 9.20.35 PM

This month AGG3 is 33% in Gold, a new holding, and one that has not been in the portfolio for quite a while. AGG6 has the some more bonds and a holding in real estate, VNQ. Approximate monthly and YTD performance is below.

Screen Shot 2016-03-01 at 8.38.21 AM

For the  Antonacci dual momentum  GEM and GBM portfolios, GEM is still in bonds, BND, and the bond portion of GBM is in SHY. I’ve also made my  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 VGLT, IEF, and HYMB.

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

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5 thoughts on “ Tactical asset allocation – March 2016 update

  1. Hi Paul!

    Thansk again for keeping the portfolios updated!

    You mention that the bond portion of GBM is invested in VMBS, but that symbol is not even included in the Antonacci tracking sheet that you link in the post. In that sheet only the symbol SHY is marked as “invested”.

    Thanks for clarifying what the correct option is.


  2. Hi Paul,
    Thanks again for the update.

    You say that GBM should be invested in VMBS, but when I go to your spreadsheet it seems to say that it should be invested in SHY. Am I reading it wrong? Thanks.

    1. You’re 100% right. Must have been an error in the sheet last night or plain ole user error.


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