Simple Pair Switching Update

Well that didn't last long...

As of December 4, 2015, the "Simple Pair Switching" strategy has given a signal to switch allocations from stocks back to bonds. The return for SPY (SPDR S&P 500 ETF) for the previous period is +0.4%, based on the adjusted close prices of November 30, 2015 and December 4, 2015. TLT (iShares 20+ Year Treasury Bond ETF) would've returned -0.5% for the same period.

December 2015 Allocations

I've decided to stop tracking the GMR, Simple GMR and GTCR strategies, since in my books, they've failed in their promise. I'm keeping Dual Momentum around for now, with the addition of the two new strategies I recently presented: Vanguard High Growth and Low Volatility Bond strategies.