100 Level

Quantext Portfolio Planner Analysis of Faber Ivy Portfolio

As promised, here is the first of several Quantext Portfolio Planner (QPP) evaluations of the portfolios mentioned in an earlier post.  In this QPP analysis I'll look at the Faber-Richardson Five ETF portfolio.  Equal percentages are allocated to each ETF so there is no fudging with the percentages to increase return or reduce risk.  This array of ETFs is a solid starting point … [Read More...]

Ten ETF Commandments

An Internet friend pointed out this site that features many key ETF guidelines. The catchy title of "Ten Commandments of ETF Investing" does not hurt either. While I consider all these commandments valuable, I recommend concentrating on #s 10, 9, and 3. When you have more time, come back and review the other seven. … [Read More...]

300 Level

Piotroski Screen of Stocks

One of the most successful stock screens from the American Association of Individual Investors (AAII) "Stock Investor Pro" software is the Piotroski Screen.  Piotroski begins with low Price/Book ratio, a fundamental reason why all ITA Wealth Management portfolios are skewed toward the value side of the investing spectrum.  Other factors that work into the Piotroski screen are … [Read More...]

Schrodinger Portfolio Review: 2 September 2011

The Schrodinger was not scheduled for an update for a few weeks, but it has been some time since I last reported on this passively managed portfolio.  This portfolio is operated in contrast to what I plan for the Maxwell and Euclid portfolios.  Little attention is paid to the Schrodinger other than keeping the asset class close or in balance with the target percentages.  Otherwise, … [Read More...]

200 Level

Swensen Portfolio Plus Dividend ETF VIG

As suggested by one reader, I removed the individual stocks from the Swensen-Six Portfolio and added VIG, a dividend oriented ETF.  Below is the Quantext Portfolio Planner (QPP) analysis, correlation matrix, and "Delta Factor" projections when using five years of historical data.  One big advantage of using VIG instead of several individual stocks is one of simplicity.  … [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

Bullish Percent Indicators: Markets Beginning to Weaken

For the first time in many weeks we are beginning to see some cracks develop in what has been a very strong stock market.  To see what I mean, examine the two screenshots shown below. The following information is not for publication elsewhere on the Internet. … [Read More...]

Basic Portfolio Information

The ITA blog was down most of the day due to a backup file causing the server to close down.  That file was removed and the blog is again functioning.  Platinum members will find my most recent post using the link provided below. … [Read More...]