Timing Model = -.5
40% long, 60% cash
Global allocation of long positions
MSCI EAFE Index 40%
MCCI Emerging Markets Index 20%
Russell 3000 Index - U.S. 40%
Top U.S. Sectors
U.S. Oil & Gas 5.5
U.S. Oil Equipment, Services & Distribution 5.5
U.S. Biotechnology 4.5
U.S. Basic Materials 4.0
Precious Metals 3.5
Top Intl. ETFs
S&P Latin America 40 Index Fund 3
MSCI Brazil Index Fund 3
MSCI Canada Index Fund 2
MSCI Emerging Markets Index Fund 2
MSCI Spain Index Fund 2
Strategy 3
Money Market 25.0%
Agriculture 25.0%
Precious Metals 25.0%
Industrial Materials 25.0%
Emerging Markets 0.0%
EAFE 0.0%
U.S. Large Cap 0.0%
U.S. Small Cap 0.0%
U.S. Long Bonds 0.0%
U.S. REITs 0.0%
Saturday, March 15, 2008
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2 comments:
Hi Tom, just found your blog and had a couple questions. Are these acutual portfolios you own? Can you post the ETF's, if that's all you're using. Do you post performance. Any explanations of your objectives and anything else that might be of interest. Thank you.
I have a tactical asset allocation portfolio based very closely on my model readings. I use mostly Profunds for U.S. sectors and ETFs for internationals. Strategy 3 is not fully implemented but I do hold some asset classes not reflected in my TAA portfolio.
I don't report performance accept for year end - which I have done twice on Random Roger's blog.
The objective of this portfolio is to outperform the S&P 500 with slightly less risk over any 3 year period.
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