100 Level

Kenilworth Portfolio Review: 24 April 2012

Today is monthly review time for the Kenilworth Portfolio.  Checking the critical ETFs, three of eight ended up in the "sell" zone, but two are so close the end of day price could reverse the trigger.  Since I will not be making any moves before the business day tomorrow, I'll wait to see the opening prices for VEU and VWO. The Dashboard is shown in the following screen … [Read More...]

Searching for the Holy Grail of Investing

The following blog was posted about 1.5 years ago and it is still timely here at the end of 2011.  I made a few minor changes in the post below.  Kenneth French continues to update this research and it is still valid.  If readers ever wonder why we tilt our asset allocations they way we do, the reason is based on the following research. … [Read More...]

300 Level

Core ETFs Optimized for Maximum Return

To answer my own question of what ETFs are critical to most portfolios, I put together what I call the "Essential Twelve."  The plan is to cover the U.S. Equities, Emerging and Developed International Markets.  REITs, commodities, bond, and treasury instruments are included in the following analysis. The following information is not available for publication elsewhere on the Internet. … [Read More...]

Retirement Ratio: Building a Higher Standard

The Ultimate Return/Uncertainty Ratio Built into every TLH spreadsheet is the "Retirement Ratio," a look-alike of the Sortino Ratio (SR).  Readers can read about this Return/Uncertainty ratio over on Seeking Alpha.  Inside the Sortino Ratio is a trademark term, Desired Target Return™, a percentage determined by the investor.  In the Retirement Ratio we use Portfolio … [Read More...]

200 Level

Are You Ready for Retirement? Most Americans Are Not Prepared

The Encore section of the January 14 Wall Street Journal points out that many people are behind on their preparations for retirement. 67% of workers say they are behind schedule in planning and saving for retirement.  These folks violated The Golden Rule of Investing. One 58% of works say they or their spouse are currently saving for later life.  Perhaps the middle class has fallen so far … [Read More...]

Portfolio Performance Data

Portfolio Performance Data Table Below is the weekly update for portfolio performance. If you are comparing SR and RR values from past weeks, there are some major shifts in the values as I corrected a bug in the semi-variance calculation. Some of those corrections took place last week, other changes were made this week. I still need to do some close "desk checking" as there are still … [Read More...]

400 Level

Delta Factor: Second Draft

Below is the second draft of additional Delta Factor calculations.  As one can see from this table, the trends or signals arrive early.  I'm still not satisfied with the algorithm used to generate the Buy, Hold, and Sell signals for these ETFs. Note the dramatic shift between 9/15/2008 and 10/15/2008.  When I see something like this I recheck my figures. … [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...]