100 Level

Six Investing Basics

1.  Save 2.  Index 3.  Diversify 4.  Cut Costs 5.  Rebalance 6.  Monitor Save:  Follow "The Golden Rule of Investing."  There is no substitute for saving and living below your means. Save early in life and do it frequently. Index:  Use index funds or index ETFs.  Avoid picking individual stocks unless you are an expert.  Even most experts cannot do it successfully.  Remember, … [Read More...]

Checking Up On ITARR Indicators

For those investors who are either following or implementing the ITA Risk Reduction (ITARR) model, here are the latest results for the following critical ETFs:  VTI, IWN, VEU, VWO, VNQ, RWX, TIP, TLT, PCY, DBC, and GTU.  Only TLT, DBC, and GTU were priced below their respective 195-Day EMA when checked earlier this morning.  The relative positions can change so here is a link you may wish to … [Read More...]

300 Level

Bohr On April 30th: Example of New Spreadsheet

This is a sneak preview of the new optimizer-momentum spreadsheet David created today.  The data is what the Bohr portfolio looked like at the end of April.  Some trades occurred in May and those will show up when the Bohr is updated in a little less than a week. Efficient Frontier:  The efficient frontier looks the same as before.  Readers familiar with this graph will not the Bohr Portfolio … [Read More...]

Kenilworth Portfolio Review: 20 September 2011

As mentioned in the middle footnote of News and Updates, the Kenilworth is scheduled for an update this week.  Since the last review, shares of VOT, VWO, RWX, and VUG were added to this portfolio in an effort to bring more asset classes into balance.  I also altered the asset allocation slightly by reducing bonds/income and increasing international REITs.  The yield is so high on … [Read More...]

200 Level

Portfolio Performance: 4 November 2011

Below is the performance table for the 21 portfolios tracked here at ITA Wealth Management.  SR is the Sortino Ratio, IR represents the Information Ratio, and RR is our own Retirement Ratio.  I'm still in catchup mode so a number of portfolios are not current.  I will be working on updating all portfolios next week.  Readers will note the portfolios tracked using Captool … [Read More...]

Active vs. Passive Investing: Part 12

This is the last in a series of 12 blog posts where I rebut the Active vs. Passive Investing paper.  Section Twelve (12) of the paper contains is a very clever argument.  The conclusion is that retail investors outperform the market.  However, arguments are not the same as evidence.  Nevertheless, here is the argument. If you accept the measurement of passive returns to … [Read More...]

400 Level

“Delta Factor” for Basic EFTs

One Platinum member ask to see what the current "Delta Factor" looks like.  It should come as no surprise that a market as high as this one will bring a lot of "Red" out in the "Delta Factor" table.  Below is the table for a number of basic ETFs used in a variety of portfolios.  The results take in the period of 3 February 2009 through 3 February 2012. … [Read More...]

Bullish Percent Indicators: 3 November 2012

A few more changes developed this past week in both index and sector Bullish Percent Indicators.  In some cases the market strengthened while in others it weakened.  As you look over the tables, ask yourself if you see any particular trends. … [Read More...]