100 Level

Stay Attentive to Coming Posts

Weekend Activities 1) Look for the "Creme List" of stocks to be posted soon after the market closes today. 2) The business month closes today and if all goes well, TDAmeritrade will have their monthly statements available before the market opens on Monday. This permits TLH spreadsheet users the opportunity to balance the portfolio data with the broker statement. I don't know if … [Read More...]

Three Basic ETFs Plus TLT

What if we add one more asset class, a treasury ETF to the basic portfolio?  How will this addition improve the Return/Uncertainty ratio and the Diversification Metric?  Keep in mind these are only general guideline projections so accept them with a good dose of skepticism.  The R/U ratio is up to 0.55 and the Diversification Metric rose a modest 4% points.  If one income … [Read More...]

300 Level

Merging The Swensen And Faber Portfolios

Swensen and Faber-Richardson Portfolios Merging the Swensen and Faber-Richardson portfolios is an effort to extract the excellent logic behind the "Swensen Six" portfolio and expand the number of asset classes as advocated in the "Faber-Richardson Ten" portfolio.  Parts of the logic behind the "Swensen Six" can be found in this Seeking Alpha article.  In … [Read More...]

Newton Portfolio Review: 6 October 2011

While it is a little early to update the Newton Portfolio, shares of NLY were purchased and shares of SDS were sold this week.  Those changes did little to change the asset allocation as shown in the Dashboard worksheet below. … [Read More...]

200 Level

Portfolio Performance: 9 September 2011

The first full week in September was a mixed bag.  For starters, the market was down when measured by the VTSMX.  Several portfolios gained ground with respect to the ITA Index, our customized benchmark.  A few portfolio picked up fractions of a percentage point on the VTSMX.  A few also showed stronger Sortino ratios while others declined in value. Below is the performance … [Read More...]

Stress Testing the Kepler Portfolio

Next week the Kepler Portfolio is up for review.  In advance of that update I am running what I call a "stress test" assuming this to be your retirement portfolio.  Given a set of assumptions laid out in the first slide, would this portfolio last through retirement? Here we have a 40 year-old who plans to retire in 2040 at age 68.  Having already saved $200,000 and planning to put away another … [Read More...]

400 Level

Keeping It Simple With An Global Nine ETF Portfolio

A portfolio does not need to be complicated to be global in its structure.  Nor does it need to be all that complex to bring success to the investor.  The following portfolio is simple and stands a greater chance of success if one employs the Momentum-Optimization Model (MOM) as explained below. This material is not available for publication elsewhere on the Internet. … [Read More...]

Preparing the Euclid and Maxwell for October

Platinum members tracking the discussion on Seasonal Timing Strategy (STS) are aware of an alert signal that will arrive on October 1st.  In preparation for that time I am positioning the Euclid and Maxwell portfolios to hold assets in seven different asst classes.  I was hoping to use IWM, but it is not among the TDAmeritrade commission free ETFs.  Here are the ETFs I plan to use … [Read More...]