100 Level

Optimizing Dividend Stocks

Here is my optimization analysis on a 12-Dividend portfolio made up of individual stocks.  It might be interesting to look at a portfolio made up of 20 to 30 individual stocks. I like the 9.0 projected return and the high Return/Risk ratio.  A yield of 2.7% is also quite respectable. Do these results match others who are using this optimizer in conjunction with the QPP software? … [Read More...]

QPP Analysis of Swensen-Faber Merged Portfolio

Merging ideas from the "Swensen Six" and "Faber Ten" portfolios has the potential to generate a wide array of asset allocation plans.  In the following example I am sticking with the general percentages allocated to the broad asset classes, as recommended by David Swensen, but you will see that I am adding asset classes as suggested in the "Faber Ten" portfolio. … [Read More...]

300 Level

“Creme List” for July 15, 2011

Photograph: 1954 Plymouth Three new stocks broke into the elite list this week and none were eliminated.  This makes the largest number (26) of stocks ever assembled on the "Creme List," if memory serves correctly.  The latest "Creme List" of stocks are located on the far left column of this new database.  Platinum membership available for $5.00 per … [Read More...]

Bohr Portfolio Review: 26 March 2012

Since the last Bohr update, I added shares of VWO to bring the emerging markets asset class closer to target.  Platinum readers can see that all bond and equity asset classes are in balance.  So far I've chose not to add international bonds to this portfolio.  I may do at sometime, but for now this portfolio is a rather aggressive equity oriented portfolio.  … [Read More...]

200 Level

Swensen Portfolio Plus Dividend ETF VIG

As suggested by one reader, I removed the individual stocks from the Swensen-Six Portfolio and added VIG, a dividend oriented ETF.  Below is the Quantext Portfolio Planner (QPP) analysis, correlation matrix, and "Delta Factor" projections when using five years of historical data.  One big advantage of using VIG instead of several individual stocks is one of simplicity.  … [Read More...]

Portfolio Performance Data

Portfolio Performance Data Table Below is the weekly update for portfolio performance. If you are comparing SR and RR values from past weeks, there are some major shifts in the values as I corrected a bug in the semi-variance calculation. Some of those corrections took place last week, other changes were made this week. I still need to do some close "desk checking" as there are still … [Read More...]

400 Level

Position of Kenilworth Portfolio

This past Tuesday was "examination day" for the Kenilworth Portfolio. Several key asset class ETFs were priced above their 195-Day EMA so shares were purchased based on the Buy and Sell rules laid out in the ITA Risk Reduction model.  Two asset classes that did not make the "Buy" list were International REITs and Commodities.  Checking this morning, both RWX and DBC … [Read More...]

Performance of “Ivy Portfolio”

Platinum members who have been following the development of the ITA Risk Reduction model know that I based the ITARR system on the model laid out in Faber and Richardson's book, The Ivy Portfolio, and a modeling system I used back in the 1980s when I was co-authoring an investment newsletter.  ITA readers using the ITARR model will find the following link of interest. … [Read More...]