A review of our 2023 track record

Here is a review of our 2023 track record, starting with the Trend Asset Allocation Model. As a reminder, the trend model applies trend following techniques to a variety of global equities and commodities to arrive at a composite score that yields a buy, hold, or sell signal for equities. We’ve had an out-of-sample record of weekly signals since December 2021.
 
I constructed a model portfolio that either overweights or underweights the S&P 500 by 20% against a 60/40 benchmark of 60% SPY and 40% IEF based on trend model signals. The model portfolio had another good year with a total return of 17.6%, which was ahead of the 60/40 benchmark of 16.7%.
 
As the accompanying chart shows, the long-term track record of the model portfolio showed almost equity-like returns with balanced fund-like risk (see full details here).

My trading model had a good year. The model portfolio of the trend model was up 28.9% excluding dividends, which was ahead of the S&P 500 capital return of 24.2% (see full details here).

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