100 Level

Optimization-Momentum and QPP Analysis of Schrodinger: Part 1

Even though it is not time to update the Schrodinger, I am using it this Memorial Day (was called Decoration Day when I was a kid) to illustrate the OM Model.  Let me state immediately that I don't have a clue what the QPP analysis will project when the assets are optimized.  Wait and see what comes out of this analysis. I'll first start with the optimization-momentum model where I am using the … [Read More...]

Brahms Requiem: CD Recommendation For The Week

  Brahms Requiem is one of my four favorite requiems.  The other three were composed by Mozart, Fauré, and Karl Jenkins.  I'm sure I could come up with a fifth, but these four quickly come to mind.  The link provided happens to be one of the recordings I have, but the one conducted by Robert Shaw is also an excellent alternative.  Before making a purchase, read the reviews.  For many of … [Read More...]

300 Level

Bohr Portfolio Review: 25 October 2012

The Bohr Portfolio is working about as well as one can expect in this market.  All asset classes except cash are within the specified target ranges.  I picked up another 50 shares of PCY in order to bring international bonds (actually distressed debt) into balance.  Even so, the Bohr is down an additional 100 shares in this asset class.  Limit orders are in place to pick up those shares. Bohr … [Read More...]

Modifying Dual Momentum Investing Model

Investors interested in the "Dual Momentum" model should check out the following summaries of this method of portfolio management.  The third link explains how the DM model can be modified. Dual Momentum:  How to Implement Strategy For Higher Returns With Lower Risk A Brief Look at Dual Momentum Modifying The Dual Momentum Strategy … [Read More...]

200 Level

Active vs. Passive Investing: Part 9

Section Nine of the Active vs. Passive article focuses on the chance argument. "Indexers dismiss individuals' long-run record of outperformance with the argument that "It doesn't count because it was only to be expected from the random variable outcomes of cumulative 50/50 yearly probabilities of beating the index (i.e. luck not talent)". The intuitive error in that logic … [Read More...]

Portfolio Performance: 18 February 2011

  ITA Wealth Management readers will find the February 18 portfolio performance data table below. Since the last update, the Curie, Newton, Schrodinger, Einstein, Bohr, and Maxwell gained ground on either the VTSMX or ITA Index benchmarks.  Several of these portfolios also showed an increase in the Sortino or Retirement Ratios.  When this occurs, it is a significant positive … [Read More...]

400 Level

Dow 30 And The “Delta Factor”

Normally, I reserve the "Delta Factor" analysis for non-managed index ETFs.  Deviating from that pattern, below is a table for the Dow Jones Industrial 30 stocks.  ITA followers, who are also Mosaic investors, will find this list of interest.  Are there any mega-cap stocks that show promise of price growth over the next six to twelve months? When examining a table such as … [Read More...]

Bullish Percent Indicators Gain Ground

The weekly update of index and sector Bullish Percent Indicators showed gains in some critical areas.  Those are shown in the data tables presented below. The following information is not for publication elsewhere on the Internet. … [Read More...]