Monday, July 9, 2012

Template Overview

1.   Current status of portfolio performance using the Mosaic panel of indicators to identify relative  robustness of the aggregate portfolio model.  The solid bar signals the current consensus recommendation of either HOLD or ACCUMULATE for new capital infusion.
2.   The SpreadX / TrendX chart provides an instant profile of whether the portfolio is moving to a "risk on" or risk "off" mode.
3.   Table profiles the % weekly change in Mosaic vs RM version vs SPY.  This is quick snapshot of how well the model is performing relative to SPY.
4.   The Allocations matrix defines the specific % capital allocated to each model component.  The numeric column reflects a portfolio sizing factor.
5.   Defines the maximum equity drawdown over the course of 4 years.
6.   APR - Annual Percentage Return - details the model vs SPY returns each year over 4 years as well as the total average return for that period.
7.   Charts the 6 month behavior of the portfolio equity curve using actual dollars.  The M14 and M30 provide a baseline to assess equity performance.  
8.   Model components are ranked for momentum and RS relative strength in multiple time frames to help determine tactical allocation adjustments.
9.   Indicates the actual percentage adjustments to each position to be executed monthly in order maintain a true balance of the allocations.
10. Charts the 6 month % gain or loss of equity in Mosaic vs SPY.
11. The FLUX chart examines the % daily range in equity in Mosaic vs SPY are reflects the efficiency of the current market neutral balance.
12. Short Term snapshot of equity returns for Mosaic models vs SPY.
13. Indicates status of the Mosaic RM model. ON indicates the model has an equity position. OUT indicates the model is in cash.   
14. 1000 day relative performance chart for Mosaic, Mosaic RM and SPY