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Happy New Year everyone! Time to start fresh again in 2016. Here is the first tactical asset allocation update for 2016. As I mentioned last month, I am now using a new data source for the portfolio updates and also going to use a slightly different format for these monthly updates. I will also maintain the old portfolio formats, in Yahoo Finance, for a while. Here is the link to the Yahoo data. Let’s dive right in. Below are the updates for the AGG3, AGG6, and GTAA13 portfolios. The source data can be found here . The big change here is the use of FINVIZ data and more importantly that these signals are valid after every trading day. So, while I’ll maintain these month-end updates this means that you can implement your portfolio changes on any day of the month, not just month-end. FINVIZ will at times generate signals that are slightly different than Yahoo Finance (due to the use of month-end vs. weekly data). Click to enlarge The AGG3 portfolio is invested in Vanguard REIT Index ETF (NYSEARCA: VNQ ) and iShares MSCI USA Momentum Factor Index ETF (NYSEARCA: MTUM ) and so is the AGG6 portfolio. That means the AGG3 portfolio is 33% in cash and the AGG6 portfolio is 66% in cash. For the Antonacci dual momentum GEM and GBM portfolios, GEM is in SPY and the bond portion of GBM is in cash. I’ve also made my Antonacci tracking sheet shareable so you can see the portfolio details for yourself. Here is the data. Click to enlarge Performance data for 2015 is presented below for the various portfolios I track. The only portfolio I don’t have data for is the GTAA13 portfolio. I’m working on that. Click to enlarge It was a tough year for any diversified portfolio. It was one of the worst in the last 30 years for any diversified portfolio. See here for a brief roundup. The 60/40 US-centric portfolio was the best performer with just a slightly positive return of 0.37%, which was below the performance of just being in 100% cash. The best proxy for the Global portfolio, GAA, returned -4.1% for the year. I’ll have more on 2015 portfolio performance as more data becomes available, but overall, it was a tough year worldwide for most asset classes. On another note, I’ve commented here before on the performance difference of the tactical portfolios when using monthly vs. 4-week rebalancing intervals. I’ve noted this difference in the table above for the AGG3, AGG6, and GTAA5 portfolios. For the AGG3 and AGG6 portfolios, the difference is quite significant. Whether it is the use of lower volume ETFs, the increased popularity of these portfolios, or something else entirely, trading in some other date besides month-end made a significant difference in 2015, for the better. That’s it for this month. These portfolio signals are valid for the whole month of January. As always, post any questions you have in the comments. For those into trend following research, there is a great beginning of the year research piece here . Enjoy!