TAA Investing

TAA Strategy Performance Ranks For 2021

Happy New Year to everyone! A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Overall, it was a good year for my strategies and I’m quite pleased with how they are performing over the longer term. Let’s…

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Quant Investing , TAA Investing

Comparing Portfolio Performance (1973 To 2020)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2020 statistics. All portfolio stats were gathered using AllocateSmartly, P123, and various other sites like MSCI. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties; buy and hold, TAA (tactical…

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TAA Investing

TAA Strategy Performance for 2020

A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Let’s dive in. First, let’s look at the TAA strategies that are part of the Economic Pulse Newsletter. The table below shows various performance statistics for…

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TAA Investing

The Pain Factor in TAA Strategy Implementation

TAA strategies look amazing on paper. After all, what is not to like about higher absolute and higher risk-adjusted returns over a buy and hold portfolio? But in the real world when implementing TAA strategies there are a few common barriers that limit and make difficult their implementation for many investors. I call it the “Yeah, but..” or the Pain…

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TAA Investing

SPY-COMP on AllocateSmartly

A quick post today to let you know that my base strategy from the Economic Pulse Newsletter has been tested by AllocateSmartly and is now available on the platform. I wanted to put my base TAA model to the test on an apples to apples basis against the best TAA strategies available on the best TAA backtesting platform. I felt…

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Portfolio , TAA Investing

Comparing Portfolio Performance (1973 To 2019)

Time for my annual post updating statistics for the various portfolios that I track. This is the last post rounding up 2019 statististics. All portfolio stats were gathered using AllocateSmartly, P123, various other sites like MSCI, and the wonder that is Excel. Obviously, there are many more portfolio options out there. This is just a sampling of three main portfolio varieties;…

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TAA Investing

TAA Batting Averages 2019

In this post I update my TAA Batting Averages post from last year. The introduction to that post sums up the intent of this excercise pretty well so I’ll just say the same thing again this year. In today’s post I want to look at long term TAA model performance in a different way. I think intuitively most investors realize…

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