100 Level

Respighi’s “Pines of Rome”

While I recommended Ottorino Respighi's "Pines of Rome" back on August 29, 2010, it did not receive much attention at that time as it was a secondary selection.  This week I am making it my first selection, and as I wrote back in 2010, this is a must for any classical collection.  Here is one "Amazon" review that should further spark your interest in this piece of music. "Ever since Toscanini's … [Read More...]

The Simple Six Swensen Portfolio

Amid all the discussion of various technical indicators resides a simple six-asset portfolio advocated by David Swensen.  The six asset classes are: U.S. Equities, Developed International Markets, Emerging Markets, REITs, Treasury Bonds, and Treasury Inflation-Protected Securities.  That's it.  Six ETFs will provide global coverage. The following slide shows the Quantext … [Read More...]

300 Level

Madison Portfolio Update: 3 April 2013

Since the last update, shares of the financial sector (VFH) were added to the Madison.  As you will recall, the "Delta Factor" last showed VFH as a Buy and the Ranking Worksheet showed the same.  More on this below.  First we begin this review with the Madison Dashboard.  The Madison is one of three portfolios where all the transactions are not shown.  The other two are the Maxwell and Euclid.  … [Read More...]

“New Normal” Portfolio With Risk Reduction Allocation Plan

Following up on the risk adjusted Ten ETF Portfolio analyzed yesterday, what does the "New Normal" group of stocks and ETFs look like when the same risk management algorithm is applied.  In this analysis I was able to stretch the historical period out over five-years.  The percentage allocated to the different stocks and ETFs look reasonable when the low variance BND ETF is not … [Read More...]

200 Level

Portfolio Performance: 26 August 2011

The August 26th performance data was lost during the blog migration from Host A to Host B.  I'm re-posting the data table so this information is available. All portfolios tracked using the Captool software are now updated, something that was not complete last weekend. The August statements should be available this weekend so I will likely not post another performance table until I have … [Read More...]

Retirement Rule #4: Maximize Contributions to Employer Retirement Savings Plan

If you are fortunate and work for an employer who has any sort of matching savings plan, by all means take advantage of this offer and maximize your contribution.  To do otherwise is to leave good money on the table.  For example, assume your employer will match dollar for dollar any contribution you make to a saving plan up to 4% of your salary.  Further, assume you are earning $40,000 per year.  … [Read More...]

400 Level

Delta Factor Shouts – The Market Is Over Valued!

Based on the most recent Delta Factor data, the current market is over-valued, and that is putting it mildly.  I don't think I've seen this many "red" projections since the market hit its 2007 highs.  What I did was take both equity and bond ETFs that are commission free for TDAmeritrade clients and use percentages not all that far removed from the recommendations that come out of the … [Read More...]

ITA Risk Reduction Update

Photograph: One of the "Painted Ladies" in Eureka, California The broad market is taking a 3.5% hit today, not a trivial move to the downside.  Those of you following the ITA Risk Reduction (ITARR) model now have the opportunity to see the benefits in action.  While we are not fully employed with this model, holding off with VEU and VWO purchases worked quite well as both ETFs … [Read More...]