ETF Model Portfolio

Portfolio management these days is all about coming up with a globally diversified portfolio benchmarked against some largely irrelevant index. Portfolio management  should be about absolute returns, but instead it’s about relative returns vs. an index. Back in the early 2000s, I noticed that in general college endowments routinely outperformed average investors and I wondered whether any of the strategies they used where transferrable to individual investors. In 2009, I authored the book entitled, How Harvard and Yale Beat the Market (which is available via Amazon for those seeking further information). The book was about how individual investors could use some of the strategies that college endowments were using to create better portfolios. 

The views and opinions expressed herein are those of the Chief Executive Officer and Portfolio Manager for Tuttle Capital Management (TCM) and are subject to change without notice. The data and information provided is derived from sources deemed to be reliable but we cannot guarantee its accuracy. Investing insecurities is subject to risk including the possible loss of principal. This communication is not an offer to buy or sell securities and nothing contained herein should be interpreted as a recommendation regarding any investment or investment strategy. Before making any decision to invest, first read the relevant disclosures and important information provided to you. © 2023 Tuttle Capital Management LLC (TCM). TCM is a SEC-Registered Investment Adviser. All rights reserved.

In the years since the book’s publication, there have been a number of advances, most notably the rise of exchange-traded funds (“ETFs”). Tuttle Capital Management (“TCM”) uses the concepts from the book along with what we have learned in the years since to design our ETF model portfolios. Unlike traditional asset allocation portfolios, which rebalance based on the calendar and focus on risk by age, we rebalance and risk our models based on the current market environment. TCM also uses a process we call Forward-Looking Due Diligence vs. traditional backwards looking due diligence.

Current Allocation: TCM ETF Model Portfolio

We use the asset allocation methodologies we first used in How Harvard & Yale Beat the Market, combined with technical analysis on the current market environment, macro economic analysis of the current market environment, and qualitative analysis on various ETFs.

US Equity/US Equity Hedged47%
Trend Following/Tactical33%
Treasury Bills19%
Other01%

TCM ETF Model Portfolio Current Investments

PORTFOLIO HOLDINGSYMBOLOVERALL %
IMGP DBI MANAGED FUTURES STRDBMF10.00%
GOOSE HOLLOW TACTICAL ALLOCGHTA7.00%
RAREVIEW SYSTEMATIC EQUITYRSEE6.00%
INVERSE CRAMER TRACKER ETFSJIM10.00%
US TREASURY 3 MONTH BILL ETFTBIL19.00%
BLUEPRINT CHSPK MA TREND ETFTFPN10.00%
LAFFER TENGLER EQUITY INCTGLR23.00%
BRENDAN WOOD TOP GUN STRATEGYBWTG12.00%
ASTORIA US QUALITY KINGSROE02.00%

The TCM ETF Model Portfolios are hypothetical models for illustrative purposes only to demonstrate how ETFs, including those sponsored by TCM can potentially fit into an investor’s portfolio. This is not personalized investment advice or an investment recommendation from TCM. Financial advisors can use this, with other information, as a resource to help build a portfolio or to aid in the development of investment advice for your clients. You are responsible for making your own independent judgment as to how to use this information.

Tuttle Capital Management, LLC is an investment adviser registered with the U.S. Securities and Exchange Commission.

The hypothetical model portfolios discussed herein are provided for illustrative purposes only. This information should not be relied upon for trading purposes or as investment advice, research, or a recommendation by TCM regarding (i) any fund, (ii) the use or suitability of the model portfolios or (iii) any security in particular. Financial advisors are responsible for making their own independent judgment as to how to use this information. Target allocations contained herein are subject to change. There is no assurance that the target allocations can or will be achieved, and actual allocations and risk or return profiles of actual portfolio holdings may be significantly different from those shown here.

The information presented is not definitive investment advice, should not be relied on as such, and should not be viewed as a recommendation by TCM generally or for any purpose outside of TCM’s model portfolios as of the date indicated. It is presented solely to illustrate TCM’s investment process in developing the model portfolios and its analysis and views of the funds that comprise the model portfolios as of the date indicated. The funds presented herein are not representative of all of the funds purchased, sold or held for advisory clients, and it should not be assumed that investment in the funds identified was or will be profitable. TCM’s views of, recommendations with respect to, and investment decisions regarding, securities may vary across TCM’s strategies. Such recommendations are subject to change continually and without notice of any kind and may no longer be true after the date indicated.

The information presented in this presentation has been developed internally and/or obtained from sources believed to be reliable; however, TCM does not guarantee the accuracy, adequacy or completeness of such information. Predictions, opinions, and other information contained in this presentation are subject to change continually and without notice of any kind and may no longer be true after the date indicated. Any forward-looking statements speak only as of the date they are made, and TCM assumes no duty to and does not undertake to update forward-looking statements. Forward-looking statements are subject to numerous assumptions, risks and uncertainties, which change over time. Actual results could differ materially from those anticipated.

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mtuttle@tuttlecap.com