100 Level

Portfolio Construction Index Funds Advisors (IFA) Style

Bob Warasila passed on several references from the http://www.ifa.com web site that deal with portfolio construction.  [I consider Mark Hebner's web IFA site to be one of the best available.]  Keep in mind that IFA is a company that uses Dimensional Fund Advisors (DFA) mutual funds and the only way one gains access to these funds is through an approved advisor such as Index Funds … [Read More...]

Low Risk Retirement Portfolio

Yesterday, I wrote an article for Seeking Alpha and one reader suggested a simple portfolio where equal percentages be allocated to VTI, GLD, SHY, and TLT.  Exactly what does such a portfolio look like when a Quantext Portfolio Planner (QPP) analysis is applied?  What does the correlation matrix look like and would such a portfolio work as one prepares for retirement?  The following … [Read More...]

300 Level

Market Conditions of Concern

Market Worries Two days ago I wrote a piece on Technical Analysis and how the market is overbought.  This morning I ran into a related column and the reference is provided below.  The concern is tied to mounting oil prices.  Not addressed in the article is the assault on jobs at the state level.  If the the widespread cuts continue, Ben Bernanke predicts future growth could … [Read More...]

Bohr Portfolio Review: 27 July 2011

Few changes occurred in the Bohr Portfolio since the last review.  The asset allocation remains the same, and as readers can see in the first screen shot, most of the asset classes are in balance.  Excluding cash, only Small-Cap Growth and Bonds/Income are out of balance.  Limit orders are in place to correct these imbalances, but as I wrote last weekend, I lowered the … [Read More...]

200 Level

Optimization Correction For 12 ETF Portfolio

Here are the following assumptions I used to create the portfolio shown below.  1)  The S&P 500 is assumed to grow at 7% per year.  This percentage is adjusted by setting the Delta Return to -3.3% inside the QPP software.  2) I used five years of data running from 2/6/2008 through 2/6/2013.  3) The Solver Parameters are listed below. The following material is not available for publication … [Read More...]

Portfolio Performance Data Table For Eleven Portfolios: 22 June 2012

After missing last week, here is the latest portfolio performance data for the eleven portfolios tracked at ITA Wealth Management.  Seven of the eleven gained ground on the VTSMX over the past two weeks and the other four held even.  Those that pulled ahead of the benchmark were: Curie, Newton, Einstein, Kepler, Bohr, Kenilworth, and Gauss.  Since I made some asset allocation … [Read More...]

400 Level

Reviewing RSI and PnF Technical Indicators

Checking RSI and PnF Graphs Periodically I'll go through the ETFs held in most of the ITA Wealth Management portfolios and give each a visual technical check.  This examination is nothing more than a quick performance look of the Relative Strength Indicator (RSI) and the Point and Figure (PnF) graphs.  In the two links I use VWO as the example ETF. … [Read More...]

Delta Factor Projections for International ETFs

Nearly two months ago I published "Delta Factor" projections for a wide array of international ETFs.  Using data from the last three years, what are the current projections and of those showing a Buy opportunity, which are most promising to grow over the next six to twelve months.  The data table makes for a colorful array of options. … [Read More...]