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Pure Momentum Performance Update. April 2019

The time has come for one of my rather infrequent updates on the performance of my trading as verified by Collective2.

Using more than one “system” which would fall under the banner of “tactical asset allocation”, I hold calculated allocations of a basket of ETF’s. Towards the end of each week, I make what are usually slight adjustments to the allocations based on the systems I use. The systems I use have evolved and, as far as I know, have improved over the past several years.

I benchmark my investing against a “do nothing” approach based on buying-and-holding a passive global allocation to seven ETF’s. As seen in the chart below, so far my investing style has produced a higher total-to-date return.

Visually, we can see that my monthly returns have not been as smooth as the global passive portfolio. The Gain-To-Pain ratios bear that out as the global passive portfolio has thus far produced a higher ratio.

My compound annual growth rate is 8.5% which is typical for a tactical asset allocation style of investing over the period covered.

As always, these investment performance posts have the goal of improving my accountability to myself for my investing. Publishing one’s personal investment performance results puts an uncanny responsibility on one to improve.

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