100 Level

Maxwell Portfolio Review: 1 November 2012

Since the last Maxwell review, share of VB were sold to bring Small-Cap Blend back into balance.  Shares of VO and VNQ were added in a rebalancing effort.  Now all asset classes are in balance with exception of Cash and some of that excess will be used to pick up additional shares of VWO. Since the Maxwell is one of the ITA Risk Reduction model portfolios, special attention now focuses on … [Read More...]

Harvest Tax Losses

With Halloween on the horizon, now is the time to go through taxable accounts and identify investments that are below the average purchase price.  While I would not pay attention to stocks, mutual funds, or ETFs that are losing a few hundred dollars, concentrate on the larger losers and take advantage of tax losses.  If you are holding ETFs, and do not want to remain out of the market, … [Read More...]

300 Level

Einstein Portfolio Review

Last week I added a few shares of RWX, VWO, and EMB to the Einstein to bring a few asset classes into balance.  Other than the Bonds & Income asset class, this portfolio is now in balance. One Tactical Asset Allocation I will be making is to shift one percentage point from Small-Cap Growth over to Small-Cap Value.  i will use IWN for my Small-Cap Value ETF.  Another change is … [Read More...]

“Creme List” for 29 July 2011

Photograph:  Santiago, Spain (Represents current feelings in America) This week the "Creme List" is a shorter group of stocks with only 18 companies surviving the weak market.  AGL, CL, TOT, and WFC were wiped from the list as none of these companies cracked the elite list for the last 13 weeks. … [Read More...]

200 Level

Positioning the Maxwell, Euclid, and Madison

In preparation to launch the ITA Risk Reduction model for the Maxwell, Euclid, Madison, and possibly one or two more portfolios, the basic asset allocation is laid out below.  SDS is shown only as a possibility in unusual circumstances.  The percentages as shown apply only when the ETF price lies above its 195-Day Exponential Moving Average (EMA).  Such is not the case right now as … [Read More...]

Low Price/Book/Share And Small-Cap Stocks Provide Value To Index Investors

Test yourself again. Which stocks are more likely to generate a higher return, those with a low price-to-book value or a high P/B ratio?  If you don’t recall the answer, run a search on Fama & French and read those posts again on this blog. Roger Ibbotson also answered this question in his “Decile Portfolios of the New York Stock Exchange, 1967-1984″ paper where he … [Read More...]

400 Level

Using the Delta Indicator

Quantext Portfolio Planner Expanded While I hope to have the following article published on Seeking Alpha, I am permitted to make it available to Platinum readers since it is not readily available free on the Internet.  Here is the article as I submitted it to SA.  Platinum members have see this expansion of the QPP analysis before, but I don't recall ever posting both extremes so … [Read More...]

Portfolio Preparation for Euclid and Maxwell Portfolios

In preparation to activate the return-uncertainty plan for the two under performing portfolios, I set up several sell moves for each portfolio.  The first thing I did was to place trailing stop loss orders for each ETF now in the portfolio, but not part of the future plan.  Shares of VOE, VBR, VOT, VO, VTV, and VSS will be sold when the strike price is hit for each ETF. … [Read More...]