100 Level

Bullish Percent Indicators and Portfolio Performance Data

Check out the Bullish Percent Indicators and Portfolio Performance data over on the "new" ITA Wealth Management site.  This new site (http://itawealth.com) has been operational for about 1.5 years so check out all the new information. Also, do a search for Rutherford Portfolio and Dual Momentum.   Lowell … [Read More...]

Basic Information for Momentum-Optimization Model Investors

Investors wishing to set up a basic portfolio will find all the essential information in the following three screenshots.  The slides are as follows. Ranking of ETFs that will provide global coverage and include low correlated securities that can be used during bear markets. Current Buy-Hold-Sell recommendations for rebalancing assume the investor is employing the ITA Risk Reduction … [Read More...]

300 Level

Accuracy of QPP Projections

How accurate have Quantext Portfolio Projections been over the last bear and bull markets.  Back on 12/31/2007, QPP projected an annualized return of 7.4% with a standard deviation of 10.5% for a portfolio made up of SPY, IWM, EFA, EEM, TIP, TLT, AGG, and IEF.  The exact percentages are listed in the screenshot below.  That low risk percentage looked great in December 2007, but we did not foresee … [Read More...]

TLH Spreadsheet Hint

Photograph: Colter The following video/audio clip is a small hint of how to avoid the manual update on the Holdings spreadsheet.  Users of the TLH spreadsheet will find this hint useful. … [Read More...]

200 Level

Rebalancing Portfolio: Blending Dashboard and Optimizer

Now that an optimizing tool is available, how does one rebalance a portfolio by combining the output of an optimizer with the Dashboard guidelines?  The larger topic is one of asset allocation so I will start with the following Dashboard that defines an asset allocation plan. Dashboard:  Assume the following Dashboard lays out the Strategic Asset Allocation plan for a portfolio.  Only pay … [Read More...]

Annuities: Are They For You?

To read this article over on Seeking Alpha, go to this site.  There are links available you will not find in the posting below. … [Read More...]

400 Level

Seasonal Timing Strategy Update

Now that May is not far away articles and blog posts are springing up around the adage:  "Sell in May and go play" or "Sell in May and go away."  That is, play or stay out of the market until after Halloween.  I've written about this seasonal timing model myself, but is there anything to it?  After all, is the market not efficient?  If you Google Seasonal Timing Strategy a long list of articles … [Read More...]

Return and Risk Relationship

What is the relationship between return of a portfolio and the associated risk involved? Quoting from an “Active vs. Passive” paper I found in my files. “High potential returns always involve high potential risks. There are no low-risk/high-return investments. Investment risk comes in many forms but, to most investors, risk means the potential for losing investment capital and … [Read More...]