100 Level

The Trend is Our Friend: Risk Parity, Momentum and Trend Following

A few days ago I ran into an article Platinum members may find interesting.  There are some possible underlying benefits to applying the "Delta Factor" and the Bullish Percent Indicator.  You will need to download this article from Mebane Faber's site as I did not find it available as a stand along article.  I'll provide the best path I could find. … [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

“Creme List” for 2 September 2011

Seventeen stocks made the "Creme List" this week.  There were major changes in the Point n Figure (PnF) graphs and that shook up the list more than usual.  However, no new stocks made the list, nor were any companies excised from the group. … [Read More...]

Swensen Six: Comparing Optimizers

Using the simple Swensen Six, the following analysis compares the QPP and Hoadley optimizers when no constraints are applied.  The recommendations are quite different.  In both situations I used five years of historical data and assumed the market would grow at 7% annually. First, let's look at the QPP optimization.  With not constraints applied, the QPP recommends 100% of the portfolio be … [Read More...]

200 Level

Twelve ETF Portfolio

When designing a portfolio several goals need to be considered.  Here is a blueprint for portfolio construction. Build the portfolio using non=managed ETFs and index funds.  Don't over complicate by using too many ETFs. Keep costs low by using inexpensive ETFs.  For most investments we use Vanguard ETFs. When running a QPP analysis, set these standards. Projected … [Read More...]

“Holy Grail” Portfolio: A Revised Look

QPP Analysis of "Holy Grail" Portfolio While I hope to have the focus of this blog post show up on Seeking Alpha, here is an advanced look at what I've been working on for Platinum members. This is quite a strong portfolio based on QPP analysis. Platinum membership is available for $5.00 per month.  Help provide capital for individuals starting their own business in developing … [Read More...]

400 Level

ETFs As Market Predictors

While our focus is on the long-term rather than market timing, it still makes sense to pay attention to market action.  This article is one I thought readers would find interesting.  In addition to following RSP and IYT, I recommend Platinum members also track VTI, Vanguard's total U.S. equities market and VT, Vanguard's Total World equities market. … [Read More...]

Bonds “Delta Factor” Data

In the following screen shot, readers can see the "Delta Factor" projections for the Bond ETFs I've compiled.  If you are new to ITA Wealth Management and are not familiar with the "Delta Factor," check out the blogs listed in the DF category or search the term. … [Read More...]