100 Level

Seeking Alpha Articles

Over the last few weeks I've been writing a few articles for  Seeking Alpha and they have pulled a few blog posts off this site.  In case you missed any of these articles, here are the links. Emerging Market Countries: Properly Priced Probabilities Portfolio Risk: Is It Worth Taking a Chance? Stress Testing Retirement Portfolio: Will It Last? A 10 … [Read More...]

Bullish Percent Indicators: 12 October 2012

Major Indexes:  The single major change this week is the move out of the overbought zone for the NYSE BPI.  That is the column that somehow was changed to 68.  That should read, NYSE.  Of less importance is the transportation average moving from defense to offense.  Nevertheless, that move is positive.   Sectors:  There were no significant changes in the 10 … [Read More...]

300 Level

ITA Rebalance Spreadsheet Available To Platinum Members

As mentioned in a comment, I have a new spreadsheet available for Platinum members who are not inclined to learn how to use the ITA Spreadsheet, but would like a way to set up a Strategic Asset Allocation model with guidelines for rebalancing.  Hence, the development of the ITA Rebalancing spreadsheet. Here is the link. … [Read More...]

QPP Analysis of Kepler Portfolio

Nearly six months rolled by since the last Quantext Portfolio Planner (QPP) analysis of the Kepler Portfolio.  Platinum readers can go through the QPP analysis and do not neglect the correlation matrix.  Take a close look and let me know your observations. … [Read More...]

200 Level

Value Oriented Portfolio

Last evening a value oriented portfolio was mailed to me so I thought I would run it through a Quantext Portfolio Planner analysis.  Unfortunately, three of the thirteen ETFs have "short records."  This simply means the data does not extend back a minimum of three years. The ETFs with limited data are: MGV, VXUS, and VSS.  Nevertheless, here are the results. To view this … [Read More...]

Portfolio Performance: 9 March 2012

Portfolio Performance:  The following table shows the performance data for eleven portfolios tracked here at ITA Wealth Management.  The ITA Index is a customized benchmark that one can develop within the TLH Spreadsheet.  The Sortino Ratio (SR) and Retirement Ratio (RR) are semi-variance calculations to determine portfolio risk or volatility. … [Read More...]

400 Level

Tilting the Portfolio With Help From the “Delta Factor”

In an earlier post I made the case for using the "Delta Factor" as a "tilting" model.  Since market timing is generally considered to be a losers game, is there use for a probability argument as to when it makes sense to overweight a particular asset class, assuming the investor is constructing a portfolio based on a Strategic Asset Allocation plan?  In the prior post … [Read More...]

Delta Factor Results From Recommended Stocks

Adding a few recommended stocks to the "Mad Money" group, plus a few more, and Platinum members have the beginnings of some interesting companies.  No recommendations are implied.  I have room for another 15 to 17 before I need to create another list.  ROIC does not have the requisite history, so take that into consideration.  For this QPP analysis I used a 57-month … [Read More...]