New Developments Are in the Works

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  • You'll get a monthly email newsletter, and it will be short and to the point— about what RB's New Program and the momentum program are telling us about the current state of the equity markets.
  • And crucially, in addition to the monthly newsletter, once in a great while you will get a special notice of some critical development in the markets. For example, when either of the two basic programs that are maintained here are rushing into cash, you'll be notified. And you will be told of new services, from this site alone, as they become available.
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Momentum Developments

Here are recent changes in position sizes in the momentum portfolios:

  • In the international portfolio, the ETF EWJ for the Japanese market is now unfunded, as is SPY which represents the US S&P500; all of the others are funded. Portfolio: 100% long.
  • In the mostly-usa portfolio the small-cap ETF IWM and the real estate ETF IYR remain unfunded and now RSP, the unweighted S&P500 ETF, is also out of the picture. Portfolio: 100% long.
  • In the industrial sector portfolio is this month utterly unchanged, with XPH, XES, XLE, XOP and XRT remaining unfunded. All others are funded. Portfolio: 86% long.

RB's New Program

The overview page shows that the program did not at first keep up with the benchmarks during the steep rally that started in November because in late 2016 and in the first two months of 2017 it had been staying mainly in cash. However, in more recent weeks— since about the beginning of March— it's been doing fine... keeping up with the benchmarks despite only partial commitment to the market. This week is one of modestly increased commitment to the market in all three portfolios. Here are the current allocations: International 38%; MostlyUSA 17%; and, Sector 75%. See this blog entry for YTD figures for the first five months of the year, which show the effect of the poor performance in the first two months of this year.

Refining the structure of the program— it's called "refactoring"— is finally underway, big time... to be followed by exhaustive testing. There is no target date for deployment as yet.

Questions and Comments Are Welcomed

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