100 Level

Asset Allocation: How Important?

Asset Allocation Due to a recent Ibbotson study (Unfortunately, this article now requires one to register.) asset allocation is not the investment elixir today it was thought to be in the late 1980s and 1990s. Nevertheless, it remains the best method for constructing portfolios if our goal is to outperform a broad market benchmark index such as the VTSMX while reducing portfolio risk. Readers of … [Read More...]

News Flash

The following special message is for Platinum members only. … [Read More...]

300 Level

Einstein Portfolio Review: 19 September 2011

Several portfolios are scheduled for review this week and the Einstein is first on the list.  Platinum members who follow ITA regularly know that I review the portfolios approximately every four to five weeks.  The first thing I do is look at the Dashboard, a worksheet housed within the all important TLH Spreadsheet.  The Dashboard lays out the asset classes and the percentage … [Read More...]

Newton Portfolio Update: 12 October 2012

Fifty years ago today, Oregon suffered what is now known as the Columbus Day Storm.  Fortunately, the weather is close to normal for this time of year and the Newton portfolio reflects that normality.  When I first updated the portfolio this morning, I noticed it contained $20,000 more dollars than were supposed to be in the account.  After searching the brokerage account I realized … [Read More...]

200 Level

Active vs. Passive Investing: Part 1

The article, "Why I Prefer Index Instruments" stirred up a little discussion on Seeking Alpha.  Within all the comments was a link to a most interesting 12 page rebuttal of passive investing.  I suggest readers print out this article and number the bullet points of each section.  My plan is to write twelve (12) blogs using as an outline the twelve points discussed in the … [Read More...]

Portfolio Performance – 22 October 2010

The following data table exhibits the latest portfolio performance information through October 22. Two critical measurements are found in the last two columns, the Sortino Ratio (SR) and the Retirement Ratio (RR). Of the ten portfolios tracked using the TLH spreadsheet, most showed a slight decline in the SR and RR values since last posted. Other data to pay attention to is the difference between … [Read More...]

400 Level

Bullish Percent Indicator: Additional Information

In 1995 A.W. Cohen developed the New York Stock Exchange Bullish Percent Index.  Some technicians call it the greatest market indicator as it gives a broad overview of the market direction.  In our case, we are tracking several markets.  In the data table several market index are recorded as well as several popular ETFs.  The ETFs are on a separate worksheet and are not shown … [Read More...]

Momentum-Optimization Model (MOM) YouTube Presentations

Platinum members using the Momentum-Optimization Model (MOM) spreadsheet will find two help sessions at this address. http://www.youtube.com/user/Physlab Look for Momentum-Optimization and Momentum-Optimization Part 2.  Keep in mind that the resolution is not the greatest when viewing material on YouTube.  At least the Camtasia recordings are not as sharp as I prefer. Lowell   … [Read More...]