100 Level

Delta Factor After 400 Point Drop

ITA Wealth Management readers likely want to know what the Delta and Delta Factor projections are indicating after the 400 point drop yesterday.  The buying trend has started, although we still could be early in the cycle.  The reason I think we may be early is that it is not unusual for the Delta Factor to make projections a few months early.  Two time ranges are shown in the … [Read More...]

Critical Questions

When it comes to investing, critical questions need to be asked over and over. Right now I am seeking an answer to whether one should be involved in active or passive management. Should one seek active management or is it better to become a passive investor? Long-time readers of ITA Wealth Management know that I come down on the side of passive investing as that is what the data is telling me. … [Read More...]

300 Level

“Holy Grail” List of ETFs for Momentum-Optimization (MOM) Portfolio

Readers who have been following The Feynman Study will be interested in this list of ETFs that can potentially be used to build a "momentum" style portfolio.  What I've done is to include the 18 ETFs from the Feynman Study, add four sector ETFs that currently outperform both SHY and VTI, and included a few options that might be useful in a bear market.  If you missed some prior references related … [Read More...]

Optimized Portfolio Using Core ETFs

As mentioned in the last post, I'm working on an optimization worksheet that connects directly with Quantext Portfolio Planner (QPP).  The following analysis is the result of optimizing the Return/Risk to its maximum setting using the array of ETFs shown below.  As one might expect, forcing the Return/Risk ratio to its maximum setting vs. a more modest 0.60 results in a concentration of the … [Read More...]

200 Level

Low Risk Portfolio Using Dividend Oriented Stocks: Part III

Low Risk Portfolio Number Three Portfolio number three in this series of low risk asset allocations is shown below.  The percentage of funds was suggested by a Platinum member.  One of the major changes in this portfolio involves decreasing the allocation to VNQ from 7% down to 2%.  No dollars are assigned to TIP and we add a few more dividend stocks.  Since these are not … [Read More...]

Portfolio Performance Data: 22 July 2011

How did your portfolio perform this last week?  Did you gain in absolute terms but lose the relative race?  Well, that is what happened to most of the portfolios tracked using the TLH Spreadsheet.  We lost most of the ground gained last week when examining the VTSMX and ITA Index benchmarks.  Nearly all the portfolios showed a decline in both the Sortinio and Retirement … [Read More...]

400 Level

Bullish Percent Indicator

Regardless whether it is an index or sector Bullish Percent Indicator, nearly every section of the market saw a decline this past week.  The Dow Jones Industrial Average (DJIA) joined the defensive teams, just another indicator the U.S. Equities market is weakening.  All indexes except for the NASDAQ are still hovering in the over-bought zone (70% or above) and we know this is unlikely to … [Read More...]

Tactical Plan for Maxwell & Euclid Portfolios

As mentioned in an earlier post, I need to set out a plan of action so as to pull the IRR values of both the Maxwell and Euclid portfolios ahead of the IRR for the VTSMX benchmark.  Both portfolios are lagging, in part due to inattention and carrying too much cash.  The follow approach is designed to turn this around. This material is not available for Seeking Alpha. … [Read More...]