Wednesday, January 30, 2013

LM, TAQK and AB Updates..1.30.13

Here are the current tactical allocation model metrics. As indicated previously the TAQK model will be retired this month and replaced with the AB model.  Based on the lagging returns of TAQK versus our other more diversified models this looks like a timely decision. 
Going forward I intend to focus more on models built and tested in the T2 and T6 labs so that readers can use the software to refine models of their own design and more closely track the performance metrics of the sample portfolios.
Note that LM and TAQK are back in cash as of yesterday's close. 
The rebalance date is also tomorrow 1.31.13 and the rebalance calculator sent to each reader can be used to calculate the new share allocations per the posted models.