Wednesday, December 12, 2012
LM & TAQK Updates + a Long Term T2 ...12.12.12
Since you asked: here's a 7 year look at the VTV really low drawdown model posted yesterday. In this case we do engage the top 2 strategy but the algorithm only looks at weekly bars, not daily bars as in the typical T2 model. All indications are this is a robust model requiring minimal maintenance and a providing a safe place to park some of those long term dollars that would otherwise be in money market or piddling CDs. Another attractive feature: incredibly liquid...convert to cash in less than 5 minutes during market hours. Note what happened in late 2008 when the SPY hit a nose dive.
And, here's the TAQK update.