100 Level

Starting From Scratch: The Logic Behind the “Swensen Six” Portfolio

When it comes to building a portfolio, David Swensen's general guidelines provide numerous strong starting points.  His portfolio satisfies requirements of numerical diversification, equity orientation, and functional diversification.  While Swensen does not recommend specific tickers in his book, Unconventional Success, he lays out basic guidelines I consider vital to portfolio … [Read More...]

Harvest Tax Losses

With Halloween on the horizon, now is the time to go through taxable accounts and identify investments that are below the average purchase price.  While I would not pay attention to stocks, mutual funds, or ETFs that are losing a few hundred dollars, concentrate on the larger losers and take advantage of tax losses.  If you are holding ETFs, and do not want to remain out of the market, … [Read More...]

300 Level

Curie Portfolio Update: 21 December 2011

After making minor adjustments in the Strategic Asset Allocation plan, I picked up shares of VB and RWX for the Curie Portfolio.  These few shares brought Small-Cap Blend (SCB) into balance, but we are still several hundred shares below target with International REITs.  One reason for not purchasing more RWX has to do with the large price differential between the current price and the … [Read More...]

“Creme List” Stock Additions For Special Index Oriented Portfolios

"Creme List" stocks have a history that goes back ten years or long before this blog was launched on February 14, 2008.  The original screen for "Creme List" stocks was a ranking system comprised of 20 to 25 metrics.  Many of the stocks were familiar names to investors.  I closed down that system when one or more data sources changed their format making it … [Read More...]

200 Level

Optimizing the “Swensen Six” Portfolio

To answer the question of how much the "Swensen Six" portfolio changes when placed under the optimization microscope, here is the following analysis.  The percentage changes from asset class to asset class are not as different as one might expect. This material is not available for publication elsewhere on the Internet. … [Read More...]

Bohr Portfolio Review: Reworked Asset Allocation Plan

With developed international and emerging markets still priced below their 195-Day EMA, I took the opportunity to rework the asset allocation plan of the Bohr and move it a little more toward the "Swensen Six."  This required an increase in the bond-income asset class and reduce exposure to U.S. Equities.  Below is the revised Strategic Asset Allocation plan.  This move … [Read More...]

400 Level

Bullish Percent Indicators: 26 July 2013

While this past week did not seem to be a particularly strong for the stock market the Bullish Percent Indicators (BPI), for the most part, tell a different story.  Nearly every major market and sector increased the percentage of stocks with a bullish Point and Figure graph.  There were no changes as to who controlled the ball - the offensive of defensive teams. … [Read More...]

New Feature: ETF Evaluation Model

ETFs Positioned to Buy The following data table is something new, although I did mention the possibility I would be putting together such an ETF evaluation.  In the following table I've combined a number of variables such as the 195-Day EMA and Chaikin Money Flow and quantized them into a percentage that you see in the right-hand column.  Platinum membership available for $5.00 per … [Read More...]