Up until now we followed our four model portfolios on a weekly basis and incorporated them (all four) with four benchmark indices in one comparative sheet.
Now that we have to add week 6 and week 7 since we started, this format is not feasible anymore. It would imply 48 and 58 weekly returns respectively plus 8 more for the cumulative returns.
We will therefore - starting tomorrow in our first new update - opt for a template that is more focused on the long term, i.e. one in which we will follow the four portfolios with their relevant benchmarks separately and then in a separate template all strategies on a cumulative instead of weekly basis.
Returns during the last 2 weeks were good.
More news tomorrow.