100 Level

Bonds: Should They Be Part Of The Asset Allocation Plan?

While I am not going to go into the details until a later post, this is a quick note to let Platinum members know that bonds are on "notice." … [Read More...]

“Ten” Ivy ETF Portfolio

Ivy 10 Portfolio As you read through this 10-ETF portfolio, you may want to toggle back and forth between the latest analysis and this analysis I finished approximately four and one-half months ago. When I last analyzed the Ivy 10, little was gained by moving from five to ten ETFs. That is still the case.  In the 10-ETF portfolio, there are not ten different asset classes.  In my … [Read More...]

300 Level

Newton Portfolio Review

While the Newton is not one of the original ITA Risk Reduction portfolios, I'm planning on moving to the Momentum-Optimization Model with this portfolio as the enhancement of the ITARR model seems to be working well with other portfolios. The following information is not available for publication elsewhere on the Internet. Efficient Frontier:  As the Newton is currently constructed the … [Read More...]

8 Dividend Stocks Supercharge the Swensen-Six Portfolio

Eight dividend aristocrats added to the "Swensen-Six" Portfolio boost return, increase yield, without doing extensive damage to the portfolio volatility. The following screen-shots show the original "Swensen" portfolio, a supercharged version, the correlation matrix for the supercharged portfolio, and the "Delta Factor" projections for the supercharged portfolio when … [Read More...]

200 Level

Asset Allocation for Small Global Portfolios

If your portfolio is small and yet you want global diversification, this portfolio is one to consider.  This six asset class portfolio is built around asset allocation guidelines laid out by David Swensen in his book, "Unconventional Success."  Thirty percent of the portfolio is allocated to U.S. Treasury Bonds (TLT) and TIPs (TIP).  Domestic REITs are covered with the VNQ … [Read More...]

Schrodinger Portfolio Faces Off Against Similar DFA Asset Allocation

The Schrodinger Portfolio is our premier passively managed portfolio that has been operational since 12/01/2000.  Looking back over the past five years (6/29/2007 - 6/29/2012), how well has this portfolio performed when compared to a portfolio made up of DFA mutual funds with a similar asset allocation plan?  The results are rather stunning in favor of the Schrodinger. Schrodinger … [Read More...]

400 Level

Bullish Percent Indicators Update: 7 September 2012

Despite the strong market today, several sectors and one index handed the ball over to the defense.  Check the tables to see which areas of the market moved from X's in the right-hand column over to O's. … [Read More...]

Market Watchers Pay Attention

Technical Analysis: StockChart Graphs ITA Wealth Management readers know I am not a market timer.  Nevertheless, one should not be oblivious to market movements, particularly when cash is sitting on the sideline.  When is a good time to start investing that cash?  Possible technical signals are shown below.  As I update my "Watch List" I will post the percentages of … [Read More...]