100 Level

Aristotle To Use VTI/TLT Ratio

Check this blog to see how the Aristotle Portfolio is going to be managed using ideas from Benjamin Graham. http://itawealth.com/2014/06/19/passive-investing-according-benjamin-graham/ If you have not recently checked out the upgraded ITA blog, check the URL under my name. Lowell http://itawealth.com … [Read More...]

Blog Hint

Readers interested in looking over the portfolios listed under Categories/ITA Portfolios over on the right-hand edge of each page will find this hint useful.  Assume you are interested in examining the Schrodinger Portfolio.  Two methods are available to bring up all information on the Schrodinger.  1) Move to the right-hand edge and click on the Schrodinger link under … [Read More...]

300 Level

“Holy Grail” List of ETFs for Momentum-Optimization (MOM) Portfolio

Readers who have been following The Feynman Study will be interested in this list of ETFs that can potentially be used to build a "momentum" style portfolio.  What I've done is to include the 18 ETFs from the Feynman Study, add four sector ETFs that currently outperform both SHY and VTI, and included a few options that might be useful in a bear market.  If you missed some prior references related … [Read More...]

QPP of Aggressive Portfolio

Back on January 18, 2012 I posted a table showing asset allocation plans that ranged from low risk to very aggressive portfolios.  At that time I posted a Quantext Portfolio Planner (QPP) analysis of the low medium-risk portfolio.  A Platinum member requested a similar QPP analysis of the high risk or aggressive portfolio.  Below is the analysis. QPP Analysis of High Risk Portfolio:  The … [Read More...]

200 Level

Basic Financial Principles To Consider When Building A Portfolio

Basic financial principles to consider when building a portfolio include the following. Diversity across global markets Orientation toward equity or growth Inflation protection Low correlated assets Diversity across global markets will include both developed international markets and emerging markets.  To provide the necessary growth for retirement, the portfolio will need … [Read More...]

The Power of Asset Allocation

Photograph: River activity on the Rhine River With permission from a Platinum member, here are some statistic of a portfolio launched in early January of 2002.  At the close last week, this portfolio generated an annualized return of 8.1% vs. 4.8% for the VTSMX benchmark.  That 3.3% point difference on an annualized basis resulted in a $26,573 portfolio moving up to $47,235 over the … [Read More...]

400 Level

“Delta Factor” Projections For Next Several Months

Every few weeks I post the market outlook for equity holdings (ETFs and/or stocks) we use in many of the portfolios.  The table below shows the probability projections based on what I call the "Delta Factor." … [Read More...]

Preparing the Euclid Portfolio for Timing Model

Preparing the Maxwell and Euclid Portfolios Further preparation in the Euclid Portfolio took place this morning as shares of VBR were sold.  What I am doing is selling off holdings outside the basic ETFs we plan to use in this experiment.  These ETFs include VTI, VEU, VWO, VNQ, and RWX as these are the instruments I will use in this modified Faber-Richardson model.  I probably will … [Read More...]