100 Level

Madison Review: 5 June 2013

Since the last update a few shares of VNQ were sold out of the Madison portfolio.  Limit orders are in place to add to VTI as recommended by the momentum-optimizer spreadsheet.  Below is the efficient frontier graph and the current Dashboard for the Madison. Efficient Frontier:  The efficient frontier graph provides a quick look at how well the current portfolio is positioned with respect to an … [Read More...]

Modest Portfolio

Portfolio for Advanced and Beginning Investors Return and risk are highly correlated terms when it comes to portfolio construction.  A goal, when running analysis on sample portfolios, is to come up with a Return/Ratio in excess of 0.60.  A second goal is to seek diversification so the Diversification Metric exceeds 40%.  That goal floats as market conditions change.  A third … [Read More...]

300 Level

Portfolio Rebalancing Revisited

One reader requested a review of how portfolio rebalancing is handled.  There are several ways one can set up a rebalancing program and all require the investor have an investment plan.  If one builds a portfolio around individual stocks with no sector or asset class allocation model in place, this review is of little use.  Rebalancing has two primary models (listed below) and the entire concept … [Read More...]

“Creme List” for 22 January 2011

CSCO is back on the list and we lost LLY.  Otherwise, only minor shifts occurred this week.  No stock was priced to purchase according to my analysis. Platinum membership available for a mere $5.00 per month. … [Read More...]

200 Level

Portfolio for 25-Year Old: The Positives and Negatives

As a followup to William Bernstein's e-book, "The Ages of the Investor," what might a portfolio look like for a 25-year old investor?  The following portfolio is built around 15 ETFs that cover the U.S. Equities market, developed international markets, commodities, emerging markets, both domestic and international REITs, sovereign debt, bonds, and treasuries.  In other words, we are diversifying … [Read More...]

Kenilworth Portfolio Review: 11 November 2011

Portfolio review time is here again for the Kenilworth.  As usual, we first examine the Dashboard to see which asset classes need attention and why.  Below is the worksheet extracted from the TLH Spreadsheet. … [Read More...]

400 Level

The Delta Factor and International Markets

Recently I was looking at Price-195-Day EMA graphs for a number of international countries and I came upon one for Italy, a country in distress.  While I normally view this graph over a one-year period to gain additional clarity, I changed the scale to three years as that is the time frame I used for the QPP and Delta Factor analysis.  I noticed that EWI hit a peak around May of 2012.  As a … [Read More...]

Monitoring The Eight Critical ETFs For the ITA Risk Reduction Model

Photograph: Pinnacles National Monument - California After the market closes tomorrow, I will be examining the Gauss Portfolio to see if any of the eight critical ETFs show prices crossing from above to below their 195-Day Exponential Moving Averages.  While we may avoid activity within the Gauss, if the markets continue to behave as they have for the last week, there most certainly will be … [Read More...]