100 Level

Diversify – Diversify – Diversify

If you have questions why the portfolios tracked here at ITA Wealth Management include so many asset classes, just read the referenced article, “The Benefits of Low Correlation.” After reading this article, I had second thoughts about allocating only 5% to commodities. However, 5% should be adequate due to our emphasis on value and small-cap stocks as well as participating in … [Read More...]

We All Love Ennio Morricone

The CD recommendation for the week is Soundtrack music from the "We All Love Ennio Morricone" recording. My recording has a few glitches so it is anything but perfect. If you are not familiar with Morricone, this is a good introduction.  Read the Amazon reviews as they are, in general, quite accurate. … [Read More...]

300 Level

Fiscal Cliff: Time to Activate ITARR Model

We hear a lot about the coming "fiscal cliff."  If Congress does not act before taxes increase and spending cuts go into effect at the beginning of 2013, the country could go into another recession.  Rather than panic, now is the time to pay close attention to each major holding in your portfolio(s).  Instead of limiting the ITA Risk Reduction model to five portfolios, I plan to expand the number, … [Read More...]

Einstein Portfolio Update: 30 October 2012

If you compare the performance numbers in this blog post with the prior performance data table, you might find slight differences in the Einstein as the performance table did not include recent purchases of the commodities, DBC or a number of dividends.  Some time ago I sold off DJP as I am no longer a fan of ETNs, a slightly different animal than ETFs.  Platinum members will find the Einstein … [Read More...]

200 Level

Ultra Capital Preservation

On occasion, readers ask for advice on asset allocation plans.  Most of the portfolios tracked on this blog are classified as balanced, growth, or even aggressive growth.  Holders of the "science" portfolios are younger, have very long-term goals, or have other means of income so very conservative portfolios are not appropriate.  As a result, no portfolios are what I would … [Read More...]

Portfolio Performance Update – 5/6/2011

In the table below readers will find portfolio performance data for 20 portfolios.  Ten are tracked using Captool software and ten are monitored and managed using the TLH Spreadsheet.  The IR column is the Information Ratio value.  SR and RR are Sortino Ratio and Retirement Ratio respectively.  The higher the ratio value the better. Keep in mind that the May dividends for HYG, … [Read More...]

400 Level

Momentum-Optimization Model

If you have not checked into ITA for several weeks, you are missing critical information and I hope you will carefully read this blog post as this marks a revision of the ITA Risk Reduction Model.  While I will not take the time to explain every detail in one blog post, readers will see the Optimization-Momentum Model in action over the next weeks and months.  Over time I want to demonstrate how … [Read More...]

Examining Equity Markets Using the “Delta Factor”

Read this article as it supports the findings of the "Delta Factor" probability projections shown below.  To learn more about the Gordon Equation, search that term on this blog. Which equity ETFs have the greatest probability of doing well over the next six to twelve months?  The following analysis looks at both a three- and five-year history of a variety of equity ETFs.  … [Read More...]