100 Level

Kenilworth Portfolio Update: 24 October 2012

The one change I made since posting the following screen shots was to sell shares of DBC, the commodities holding.  The current price of DBC is below its 195-Day EMA and since this is one of the ITA Risk Reduction (ITARR) model portfolios, a sell was necessary.  I held 25 shares of DBC and I sold 20 shares.  The remaining 5 shares were left in the portfolio so I will have an ongoing calculation … [Read More...]

Go With Index Funds

Flee Actively Managed Mutual Funds Let me quote extensively from Ferri's "Power of Passive Investing" book. "In every asset class, the odds of beating index funds are low, and the payout for being right is well below what a fair payout should be.  The only conclusion one can draw from this data is that active management cannot compete against passive management in any … [Read More...]

300 Level

Piotroski Stock Update: 4 January 2013

Nearly two weeks transpired since I last posted data on the "Piotroski Stocks."  This morning I downloaded the latest information and only four companies out of nearly 10,000 passed the High F-Score screen of eight or higher.  Those stocks are as follows. The following information is not available for publication elsewhere on the Internet. … [Read More...]

QPP Analysis of Kenilworth

As a follow up to the update of the Kenilworth, below is a Quantext Portfolio Planner (QPP) analysis of the current holdings. When running a QPP analysis under the current market conditions, inflation is set at 4.0% and the S&P 500 is assumed to grow at 7.0% over the next six to twelve months.  An "ideal" portfolio will see the projected return exceed 8%, projected standard … [Read More...]

200 Level

ITA Wealth Management Suggested Asset Allocations

The following data table lays out different risk portfolios built around nine ETFs that make use of The Three-Factor model from Fama and French. Platinum membership is available for $5.00 per month. … [Read More...]

Kepler Portfolio Review: Strategic Asset Allocation Changes

Review time has arrived for the Kepler Portfolio and I am making changes in the Strategic Asset Allocation plan.  Platinum members will find two Dashboards presented so you can easily see the changes I am making. … [Read More...]

400 Level

Bullish Percent Indicators: 9 November 2012

Friday, November 9th, was a flat market, but the direction over the course of the week was down and that is reflected in many of the indexes and sectors.  Our most important index changed direction and handed the ball over to the defense.  Other BPI values moved out of the overbought zone.  Check the details below. Index BPIs:  The NYSE and Dow Jones Transportation were the last holdouts.  Both … [Read More...]

Delta Factor: What Is It?

Exactly what is the "Delta Factor?"  While I don't plan to reveal the exact algorithm, here are the basic ideas.   1.  A growth projection is estimated for the S&P 500 for the next year.  In most cases, I assume the S&P 500 will grow at an annualized rate of 7% over the next several months. 2.  The historical period is set for three to five … [Read More...]