Tactical Asset Allocation - March 2016 Update

by: Paul Novell

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 at month-end. FINVIZ will, at times, generate signals that are slightly different from those of Yahoo Finance.

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 some more bonds and a holding in real estate, VNQ. The approximate monthly and YTD performance is below.

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.