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New Developments Are in the Works

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Or just sign in with a social account. Here's why you should do that or sign up for a Retail Backtest account now:

  • 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.
  • You don't want to end up like the painting contractor of this article do you? So register!

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Momentum Developments

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

  • In the international portfolio, the ETFs EWC, EWH, EWU and EWW for the Canadian, Hong Kong, United Kingdom and Mexican markets are now unfunded; all of the others are funded. Portfolio: 100% long.
  • In the mostly-usa portfolio the small-cap ETF IWM is now unfunded and the real-estate ETF IYR remains unfunded along with RSP, the unweighted S&P500 ETF; the medium-cap IWV is now funded. Portfolio: 100% long.
  • Holdings in the industrial sector portfolio have shifted slightly again this month, with XES, XLE, XLP, XOP and XRT remaining unfunded and XPH being dropped in favor of XME. Portfolio: 79% 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 marks an abrupt return to nearly full commitment to the markets, with none of the three portfolios now being less than 89% invested. Here are the current allocations: International 100%; MostlyUSA 100%; and, Sector 89%. 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, with a lot of it now done... to be followed by exhaustive testing. There is no target date for deployment as yet.

Questions and Comments Are Welcomed

If you like forms you can reach Mike O'Connor, the Proprietor of this website, through the Contact menu. Otherwise, write to Mike using your own email client. Your comments will not be made public unless you give permission. Corrections are appreciated.