100 Level

Actively Managed Mutual Funds: Stay Away Despite This Article

In the July 2011 issue of the AAII Journal is an article titled, "The Truth About Top-Performing Mutual Fund Managers."  The title is an attention grabber as 'top-performing mutual fund managers' is an oxymoron.  Here are the article highlights. It is virtually certain that all top-performing managers will go through periods where they underperform. Most … [Read More...]

Alternative Portfolio: Increasing Allocation to PAAIX

Last week I published two portfolios that included the private equity ETF, PSP.  Here are links to the first and the second portfolios.  In the following portfolio, the allocation to PAAIX is moved up to 24% in hopes of pulling down portfolio volatility.  The assumptions in this analysis are identical to the previous two portfolios.  I did include last Friday's data in this … [Read More...]

300 Level

“Creme List” for 29 July 2011

Photograph:  Santiago, Spain (Represents current feelings in America) This week the "Creme List" is a shorter group of stocks with only 18 companies surviving the weak market.  AGL, CL, TOT, and WFC were wiped from the list as none of these companies cracked the elite list for the last 13 weeks. … [Read More...]

Gauss Update: 14 December 2012

A number of Platinum members are tracking the Gauss and use it as a template for setting up for their own portfolios.  The Gauss is one of the ITA Risk Reduction portfolios and I'm also experimenting with Piotroski stocks.  Within the past thirty days I sold off CRAI as it dropped below the required Piotroski High F-Score of seven (7).  Currently, there are two Piotroski stocks in the portfolio as … [Read More...]

200 Level

Weekly Portfolio Performance Update: 27 April 2012

The good news is that every portfolio increased in value this week.  The bad news is that all but one portfolio (Maxwell) lost ground relative to the benchmarks.  Two factors played into this scenario.  1) International markets continue to lag the U.S. Equities market.  2) Growth equities are performing better than value and that hurts our portfolios since we skew the Strategic … [Read More...]

Ranking Model Favors Small-Cap and Value ETFs

While the Quantext Portfolio Planner (QPP) software shows a high correlation between the "Big Nine" U.S. Equity asset classes, the Ranking Model, recently unveiled, shows a definite bias toward small-cap and value ETFs.  Below is the data table based on the latest three years of data.  To readers who are aware of the Fama-French research, this comes as no surprise. … [Read More...]

400 Level

ETF Analysis Using Technical Indicators

The following ETF evaluator is a relative new development so be wary of the results until more data is available.  It is important to note that not every ETF in the following table was updated.  Only VWO, RWX, VFH, IDV, and EPP are current.  As you look at the far right-hand column, you will see that no ETF is considered a buy under the current conditions. The best prospects at … [Read More...]

Gauss Portfolio Review: Efficient Frontier, Rankings, and Decisions

Thirty-three days rolled by and it is once more time to update the Gauss Portfolio.  Remember, this is one of the risk reduction model portfolios. Efficient Frontier:  Recent buy and sell adjustments moved the current portfolio (diamond dot) much closer to the optimized portfolio (red dot on EF curve).  In fact they are almost one and the same.  Platinum members can do a search of Gauss to see … [Read More...]