100 Level

High Dynamic Range Photography

The image of a neighborhood house is my first effort at HDR photography.  Expect to see more HDR images later this summer. … [Read More...]

Quantext Portfolio Planner Analysis of Faber Ivy Portfolio

As promised, here is the first of several Quantext Portfolio Planner (QPP) evaluations of the portfolios mentioned in an earlier post.  In this QPP analysis I'll look at the Faber-Richardson Five ETF portfolio.  Equal percentages are allocated to each ETF so there is no fudging with the percentages to increase return or reduce risk.  This array of ETFs is a solid starting point … [Read More...]

300 Level

“Creme List” for 8 July 2011

Twenty-five companies made the elite list this week, the largest number in recent memory.  No new companies cracked the "Creme List" and only one was cut from the list. For new readers, note that the "Creme List" comes from a very old tradition that goes back beyond the creation of ITA Wealth Management.  While I've moved through my stock picking days, I now … [Read More...]

“Creme List” for 4/1/2011

This is no fools list of interesting companies, even though we are not advocates for building portfolios through the process of stock selection.  Only 17 stocks made the list this week.  Three companies were culled from the list since they have not scored over the last 13 weeks.  Those eliminated were: FDO, MMM, and T.  One new company is back on the list after many weeks of … [Read More...]

200 Level

Portfolio Performance: 1 April 2011

Below is the Performance - Uncertainty data table for April 1, 2011.  In the process of updating the table, I focus on the changes in Sortino Ratio (SR) and Retirement Ratio (RR) as those values combine both return and uncertainty for each portfolio.  Since the last update, four (4) portfolios showed gains in the Return/Uncertainty ratio while three (3) showed losses and three (3) came … [Read More...]

Supercharging Portfolio With Low Beta Stocks

In response to recent discussions surrounding Geoff Considine's article, "Why Low Beta Stocks Are Worth a Look," I put together a simple portfolio made up of several ETFs found in many of the ITA Wealth Management portfolios.  I added two low volatility ETFs, SPLV and USMV.  These are new ETFs requiring a shorter time frame in the following QPP analysis. … [Read More...]

400 Level

Current State of ITARR ETFs

Platinum members paying attention to the ITA Risk Reduction model will note that the prices of three of seven critical ETFs moved above their 195-Day EMAs.  Those ETFs are listed below with the link to the critical graph. … [Read More...]

News From Recent Conference

Two days ago I returned from a conference in St. Louis.  Our hotel overlooked Busch Stadium where the St. Louis Cardinals were playing the Washington Nationals in the first playoff series.  Walking on the streets among the fans was a blast as everyone was in a good mood and it was easy to talk with strangers, particularly when I mentioned Tommy Herr, a former second baseman with the … [Read More...]