Thursday, September 6, 2012

TAQK Update ... 9.6.12

This is the mid week update of the TAQK long term portfolio as of Thursday 2 hours in..  Current metrics are all green, indicating solid equity accumulation.  The Model is lagging slightly on 5 day returns but otherwise is outperforming the SPY.

Note that the pending rebalancing values, which were previously divergent by over 5% on several days, have now settled now considerably.

The big surprise is the Momentum ranking of TLT in the #1 slot as of Wednesday night. This is an end of day (EOD) ranking and TLT was in the same position on Friday also.
A closer look at the actual ranking calculations shows that the variance between the ranked components is actually very slight (see below) but the ranking results are still odd at first glance.  We may get a change at today's close based on the equity surge today.


 SPY   QQQ   TLT   AGG   SH   XLK


3.00 3.02   3.03  3.01  3.00  3.01