100 Level

Madison Review: 5 June 2013

Since the last update a few shares of VNQ were sold out of the Madison portfolio.  Limit orders are in place to add to VTI as recommended by the momentum-optimizer spreadsheet.  Below is the efficient frontier graph and the current Dashboard for the Madison. Efficient Frontier:  The efficient frontier graph provides a quick look at how well the current portfolio is positioned with respect to an … [Read More...]

Technical Analysis: Is the Market Overbought?

Examining the S & P 500 A number of weeks ago I mentioned the high percentage of individual stocks that were registering a Bull indication in the Point & Figure (PnF) graphs.  While the percentage tailed off a little last week, yesterday's market surge will likely increase the percentage once more.  Here is another important indicator of the current market condition and what … [Read More...]

300 Level

Low Risk Retirement Portfolio

Yesterday, I wrote an article for Seeking Alpha and one reader suggested a simple portfolio where equal percentages be allocated to VTI, GLD, SHY, and TLT.  Exactly what does such a portfolio look like when a Quantext Portfolio Planner (QPP) analysis is applied?  What does the correlation matrix look like and would such a portfolio work as one prepares for retirement?  The following … [Read More...]

Curie Portfolio Update: 4 January 2012

All the portfolios need to be reviewed after the fourth quarter dividend distributions.  The Curie is no exception.  The cash from the dividends will be used to bring some of the under-target asset classes back into balance.  There are quite a few asset classes that need attention as viewers can see from the following Dashboard.  We use the Dashboard as a way of displaying the … [Read More...]

200 Level

Active vs. Passive Investing: Part 5

The author of the Active vs. Passive Investing Returns: Does Passive Outperform? paper begins Section Five with this statement.  "Other research supporting the conclusion that passive investing outperforms, comes from analysis of pension plan returns.  Although slightly different, pension plans have most of the same problems as mutual funds.  They are only a subset of the … [Read More...]

Portfolio Performance: 3 June 2011

Measuring Portfolio Performance You cannot manage what you do not measure.  How true.  These portfolio performance data tables are all about portfolio management, measurement, and monitoring.  The table shown below does not include current updates for all portfolios tracked using the Captool software.  I plan to take care of that early next week. Looking over the portfolios … [Read More...]

400 Level

Position of Kenilworth Portfolio

This past Tuesday was "examination day" for the Kenilworth Portfolio. Several key asset class ETFs were priced above their 195-Day EMA so shares were purchased based on the Buy and Sell rules laid out in the ITA Risk Reduction model.  Two asset classes that did not make the "Buy" list were International REITs and Commodities.  Checking this morning, both RWX and DBC … [Read More...]

Kenilworth Portfolio Review: 24 May 2012

It is hard to believe another month rolled around and it is once more time to update the Kenilworth Portfolio.  As one might expect, a number of the asset classes are under target as five of the critical eight (VTI, IWN, VEU, VWO, VNQ, RWX, DBC, & PCY) ETFs are priced under their respective 195-Day Exponential Moving Averages (EMAs).  Below is a slide of the Dashboard, one of the … [Read More...]