Narratives

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Tue 27 Dec 2011

Automatic 7 TAA Results for November 2011

Posted by Ed Mamula under Narratives , TAA

Automatic 7 was up 1% in the month of November, while Mom and Pop was up 0.8%.

In the first 12 months of live trading, A7 was up 22.1% and Mom and Pop was up 10%.  December is likely to be pretty close to flat (despite the swoon in gold…damn Federal Reserve ;-) ), leaving A7 up double digits for calendar 2011.

For next year, I will be doing less external benchmarking and more tracking of various flavors of my A7 portfolios.

Growth of $1
Month A7 M&P Msci 50/50 GTAA VT
12/2010 1.073 1.030 1.017 1.016 1.046 1.077
1/2011 1.103 1.043 1.006 1.028 1.049 1.092
2/2011 1.146 1.063 1.036 1.045 1.077 1.124
3/2011 1.163 1.073 1.020 1.044 1.072 1.123
4/2011 1.206 1.101 1.070 1.069 1.111 1.172
5/2011 1.183 1.094 1.055 1.076 1.082 1.145
6/2011 1.154 1.081 1.039 1.064 1.060 1.130
7/2011 1.172 1.098 1.069 1.071 1.059 1.106
8/2011 1.253 1.110 1.082 1.066 1.005 1.025
9/2011 1.242 1.106 1.021 1.041 0.978 0.916
10/2011 1.209 1.092 1.027 1.091 0.981 1.019
11/2011 1.221 1.100 1.025 1.092 0.963 1.006
Current Drawdown 2.6% 0.9% 5.2% 0.0% 13.3% 14.1%
Returns A7 M&P Msci 50/50 GTAA VT
Last Month 1.0% 0.8% -0.2% 0.1% -1.8% -1.2%
Year to Date 13.8% 6.8% 0.8% 7.5% -7.9% -6.5%

Systems / Benchmarks:

A7  (Automatic 7 – EdMamula.com aggressive)

M&P (Mom and Pop – EdMamula.com conservative)

Msci (MarketSci TAA)

50/50 – 50% SPY / 50% IEF

(GTAA) Cambria Global Tactical ETF

VT – Vanguard Total World Stock ETF

Notes:

Interactive Brokers Tier I USD Margin Interest rate applied to leveraged portfolios (A7)

MyETFHedgeFund.com portfolios have been removed;  the aggressive model is no longer freely available.

 

Wed 30 Nov 2011

Automatic 7 Allocation for December 2011

Posted by Ed Mamula under Narratives , TAA

Never a dull day, eh? As of last night, the system was prepared to drop gold and get more defensive. Thanks to coordinated central bank intervention on this final day of November, the models have shifted into a more aggressive stance…and not only that, it is a photo finish yet again on whether or not to include gold.  I decided to leave it in, since the alternative was to hold two asset classes (small cap US stocks — IWM; US Treasuries — IEF) instead of three.

So, for December 2011, the model portfolio allocations are:

  • Automatic 7 (aggressive, leveraged): 55% IEF / 18% GLD / 50% IWM
  • Mom and Pop (conservative) : 53% IEF / 12% GLD / 35% IWM

I will continue to trade the “Automatic 7″ variety in my personal account.

Now my account is so small that I don’t even deserve to be called a small fish.  I am a plankton on the ocean.  I do wonder though to what extent this coordinated action was timed such that it would persuade the bigger fish and momentum chasers to jump in and start talking about the fabled Santa Claus rally.

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