[Nick Radge]

The Chartist will release both an ASX and US All Weather portfolio effective close of business on January 31st. I personally trade both with 100% of my retirement account allocated to the US version.

[Nick Radge]

Sean,
STT has been quite stable for a number of years now. Some of these prior post are several years old. 
STT doesn’t like when there are other sheets or Excel books open. Try closing any others. If you still have issues, you can submit a ticket.

Nick

[Nick Radge]

Not an All Weather per se, but a 60/40 portfolio with a twist.

CAGR 8.7% vs 9.4%
maxDD -12.7% vs -55.2%
Vola 9.1% vs 19.3%
Sharpe 0.79 vs 0.49
Exposure 70% vs 100%

[Nick Radge]

Thanks Julian. 
Nice result with the US WTT.

[Nick Radge]

DECEMBER 2023

ASX
Growth Portfolio: +2.74%
WTT: +1.63%
ASX Momo:0%
ASX Momo PLUS: +10.88%

US
HFT: +1.90%
US Momo: +11.13%
MOC: 0%
DTVI: +6.89%

Managed Account
Multi: +6.55% (net of fees)

All Weather
Aggressive:  +3.32%
ASX:            +0.26%

Total account was about +3.81% for the month. Still holding a fair amount of cash.

[Nick Radge]

Recording for November

 

[Nick Radge]

Thanks. I tried reading his book, The All Weather Trader. Got halfway through and had to stop. Incredibly convoluted and overly complex solution. 

[Nick Radge]

Just a heads up on the meaning of All Weather.

All Weather is NOT a strategy that trades ETFs. It’s a strategy that uses ETFs to trade a mix of uncorrelated asset classes to ‘weather’ economic storms.

Shouldn’t be confused with an ETF strategy that is used for purely growth.

[Nick Radge]

November 2023

ASX
Growth Portfolio: -1.97%
WTT: +0.15%
ASX Momo:0%
ASX Momo PLUS: 0%

US
HFT: +3.00%
US Momo:0%
MOC: 0%
DTVI: +3.27%

Managed Account
Multi: -1.93% (net of fees)

All Weather
Aggressive:  +1.15%
ASX:            +2.64%   

Total account was about +1.18% for the month

[Nick Radge]

It can be used for both. For example, when I did my MOC orders after Wednesday’s close, it knew that (a) it was a public holiday on Thurs, and (b) a half session on Fri. So even though I placed the orders pre-Thursday, it auto-calculated to cancel on Friday 20 minutes before the early close time. 

No input from me required.

[Nick Radge]

Quote:

This is my first experience of RT where I reckon it isn’t done very well. I’d have thought it would just use the most recent bar to generate the orders, but I guess if it was that easy it would already be fixed by now…

Unlike AB,  RT can run on full automatic, so holidays and partial sessions need to be accounted for. 

[Nick Radge]

IMO, you should stick to the R-1000 for short side only

[Nick Radge]

I’d be inclined to use AAA.ax for the ASX cash element and SHV or BIL for the US side of things.

[Nick Radge]

Another heads up…(learning new things!)

If you use the IBKR Rebalance Tool to rebalance the portfolio each month, it places LMT orders. You may need to transmit those then amend to MKT. Due to a gap up I missed a buy adjustment in QQQ last night, which of course rallied +1.7%. 

[Nick Radge]

Hi Chris,
As an adjunct to what Said has already mentioned:

Focus only on the R-1000 to short. Beyond that raises questions about the availability
While I use the same setup, I use a slightly wider stretch, say 1.0 vs 0.5 for longs
To balance longs vs shorts with regard to performance output, I use a slightly larger position sizing on the shorts vs longs

[Author]

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