100 Level

Sample Portfolio Requested By Platinum Member

The following set of tickers and percentages were sent to me for analysis.  I used five years of historical data and set, as I generally do, a 7.0% return projection for the S&P 500.  I used TIP (1.0%) for the cash holding.  That choice has little impact on the final projections.    Below is the analysis data.  Instead of me writing up my observations, I'll … [Read More...]

Why Do Amateurs Continue To Try When Professionals Fail?

Seeking Alpha is the scene of a debate around the viability of the Efficient Market Hypothesis (EMH).  Before going very far into this topic, please keep in mind that we don't want this information to be scattered very far in the world of investing as we want active manager to keep throwing those $20 dollar bills on the ground so we as passive managers can come along a scoop them up for … [Read More...]

300 Level

Is It Worth 50 Basis Points? Part II

Yesterday, I posted a conservative portfolio built around index funds only available through qualified advisors.  The portfolio projections were based on the last five years of data.  The following screen shot presents future projections of the same portfolio using the last four years of data.  As readers will see, nothing really changes in the way of projections.  What does … [Read More...]

Newton Portfolio Update: 12 October 2012

Fifty years ago today, Oregon suffered what is now known as the Columbus Day Storm.  Fortunately, the weather is close to normal for this time of year and the Newton portfolio reflects that normality.  When I first updated the portfolio this morning, I noticed it contained $20,000 more dollars than were supposed to be in the account.  After searching the brokerage account I realized … [Read More...]

200 Level

$100,000 Starter Portfolio

For prospective investors just beginning a portfolio, here is a sample based on the Momentum-Optimization Model (MOM).  MOM is discussed elsewhere on this blog.  Just search to full title or MOM to find this material. We first begin with a ranking of all the securities we might consider for our holdings.  This includes approximately 30 ETFs.  Most are commission free to clients of … [Read More...]

Setting Up a Dividend Oriented Portfolio for Retirement

A number of months ago I came across advice from a Certified Financial Planner (CFP) that peaked my interest.  Using the data as given, what are the projections if one uses the Quantext Portfolio Planner (QPP) for the analysis?  Are the results similar to those posited by the CFP?  To answer the question, I set up a dividend oriented portfolio made up of fifteen ETFs.  Without … [Read More...]

400 Level

Momentum-Optimization Analysis of Equity Oriented Portfolio

Momentum-Optimization Analysis In the prior blog post I analyzed a sample portfolio using Quantext Portfolio Planner (QPP).  In this analysis I will use the momentum-optimizer spreadsheet to come up with the efficient frontier, a ranking of the securities, and the "decision maker," a Buy-Hold-Sell recommendation table.  We first take a look at the efficient frontier graph to see where the current … [Read More...]

Bullish Percent Indicators Gain Ground

The weekly update of index and sector Bullish Percent Indicators showed gains in some critical areas.  Those are shown in the data tables presented below. The following information is not for publication elsewhere on the Internet. … [Read More...]