InvivoAnalytics.com

Thanks for providing this performance summary. I was wondering if you could provide the exact dollar amounts for the model US core and satellite portfolios at the end of May. I can eyeball it, but only very roughly (looks like core is around $125K and satellite is around $178k). A couple of weeks back, I had asked if the 65/35 core/satellite model portfolio had fallen more than 5% from its peak value during the recent correction. You didn’t provide a response, but from the looks of chart, the answer is a big “no”. I have been taking to heart your recent comments about minimizing portfolio volatility (as dscussed in the “last word on hedging” thread). So I have begun monitoring the model portfolios in a watchlist on a daily basis to use as a benchmark (i.e I track the daily EOD values of my own portfolio, models in a spreadsheet). Thanks again.

Its working for me. I have another all stock portfolio and it is all over the place. Right now it is underperforming the Core Satelite and has been for most of the last year or so. It needs a good Bull run to out perform but as you can see form the charts above a big bear is devestating.

Teresa – it seems the satellite portfolio had a drawdown of 25%. If leveraged 4x how large would the drawdown have been?

Have you looked into which components might have been leveraged, and how this might have affected drawdown of a leveraged satellite portfolio?

thnx in advance.

Have you ever used the inverse etf with the bond and gold portion of the Satellite Portfolio in a bear market? I would think bonds and gold would would continue to move in the other direction from stocks.I am planning on using leveraged etf’s in the Satellite to enhance the results and move more money into cash I assume the results would not be impacted,is that a correct assumption?

Teresa–I’ve been fooling around with trading Russell futures using your mechanical system,smarter stops, smarter swings on a 2500 tick chart. Any key reasons this is bad approach?

Thanks
Lynn