100 Level

Passive – Active Investing Reviewed

Investors interested in knowing why I prefer taking a Passive-Index approach to investing will find this article of interest.  I do want to amplify one point I did not go into in the article. I mentioned the negative of not having complete control over Social Responsible Investing.  A few years ago I went through a detailed analysis of finding where several hundred "sin … [Read More...]

Broad Market Outlook Based on Bullish Percent Index

Based only on gut feeling, most of us would expect rather good numbers to show up this week when we drill down into the Bullish Percent Index values for the major indexes and individual sectors.  The following two tables will not be a surprise if this is your impression of the trading week just passed.  First, the major markets. Index BPI:  All indexes showed a slight uptick in the actual … [Read More...]

300 Level

Using the Ranking Spreadsheet as a Timing Tool

This Post is in response to a comment from a member concerning whether the Ranking Sheet (and Momentum Percentage) might be useful as a general market timing tool for different markets (e.g. US Equities, non US Equities). As suggested by the member, I've setup the spreadsheet with only 4 ETFs, US Equities (VTI), Developed Markets ex-US (EFA), Emerging Markets ex US (VWO) and (the inevitable) … [Read More...]

Four ETFs Plus Two Stocks Create a Winning Combination

Instead of calling this the "Holy Cow" portfolio, I'll refer to it as the "Basic Four" from now on. Below is the first iteration of the four ETFs using in last Friday's QPP analysis.  This is one of ITA Wealth Management's top projected portfolios so far, and we are not finished looking for winning combinations. The following material is reserved for Platinum … [Read More...]

200 Level

Portfolio Performance: 16 March 2012

Results for the week of March 16th shows the continued power of the broad U.S. Equities market.  The VTSMX benchmark moves forward while broadly diversified portfolios advance, but not to the same degree.  This difference in performance was again the case for nearly every portfolio in the following data table. Should we change the diversification within the portfolios?  Not at this … [Read More...]

Portfolio Performance: 16 December 2011

This is the first showing of the new truncated performance data table.  While the portfolios took a hit as the market declined over the last several weeks, this latest update showed relative improvement when portfolios are measured against the ITA Index, a custom benchmark, and the VTSMX benchmark.  Portfolios reveling the greatest gains were: Curie, Kenilworth, Euclid, and … [Read More...]

400 Level

Bullish Percent Indicators For Major Markets

Below is the current data for the Bullish Percent Indicators.  The big changes this week showed up in the NASDAQ 100 and S&P 500 as both dropped sufficiently to hand the ball over to the defense.  In another post I will show the sector breakdown, but I can tell readers that energy is going through the roof.  The hot weather on the east coast is moving a lot of money into the … [Read More...]

Sharpe Ratio: Why I Prefer the Sortino and Retirement Ratios

The Sharpe Ratio is a measure of return-risk for a portfolio or individual investment.  Like many concepts that lend themselves to mathematics, it is easier to understand what the Sharpe Ratio means if written in the form of an equation. S = (R - T)/Sigma    (My editor does not have the correct symbol for Sigma.) Developed by Stanford Professor, William F. Sharpe, the return … [Read More...]