Wednesday, 1 September 2021

End of AUG 2021 "12% solution" portfolio changes

For the end of August the emailed trading signal is to invest 60% in QQQ and 40% in TLT. As this is the same allocation as last month, I don't need to do any trades this month, which will help reduce trading costs.

My current IG trading account balance is A$14,054.53. In addition to the "12% solution" holdings I have A$519.00 invested in the ASIA (Betashares Asia Technology Tigers) ETF which results in my IG account not tracking perfectly the "12% solution" benchmark.

According to the monthly newsletter, the 2020 performance for this model was +40.6% and for 2021 YTD performance is now +20.7%. My YTD performance is 27.56%. The performance difference is a result of trade timing differences, buy/sell spread, trading costs, not having an exact 60:40 asset allocation (due to rounding down to the nearest tradeable quantity) and the fact the my '12% solution' portfolio is on my IG trading account which also includes some ASIA (Betashares Asia Technology Tigers ETF). There is also an impact from AUD/USD currency movements some months, as my portfolio result is reported in AUD terms, whereas the '12% solution" model portfolio reports returns in USD terms.

So far the "12% solution" trading signals seem to result in market timing that might actually add to long term performance (compared to a simple buy-and-hold with annual rebalancing strategy). For anyone that wanted to invest a significant portion of their financial investments to this strategy I'd suggest tweaking the 60:40 "risk-on":"hedge" ratio to match your personal risk tolerance (eg. a more risk averse investor might want to adjust it to 50:50, while a more risk tolerant investor may move to  70:30 allocation). One concern is that this is a US-centric model portfolio, so it may underperform in periods when US equities underperform non-US global stock market returns.

Personally I only have 0.42% of my NW invested in my IG trading account used to follow this strategy, so it's performance won't have a material impact on my overall wealth.

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