100 Level

Passive – Active Investing Reviewed

Investors interested in knowing why I prefer taking a Passive-Index approach to investing will find this article of interest.  I do want to amplify one point I did not go into in the article. I mentioned the negative of not having complete control over Social Responsible Investing.  A few years ago I went through a detailed analysis of finding where several hundred "sin … [Read More...]

“SRIDM” Your Way to Successful Investing

“SRIDM” is an acronym for the five critical steps to increase the probability of experiencing a successful investing career.  Save, Read, Index, Diversify, and Monitor are five essential initiatives or decisions each investor makes at some time in their investing careers.  These five actions are no guarantee to successful investing, but they will go a long way toward building … [Read More...]

300 Level

Momentum-Optimization Model (MOM) YouTube Presentations

Platinum members using the Momentum-Optimization Model (MOM) spreadsheet will find two help sessions at this address. http://www.youtube.com/user/Physlab Look for Momentum-Optimization and Momentum-Optimization Part 2.  Keep in mind that the resolution is not the greatest when viewing material on YouTube.  At least the Camtasia recordings are not as sharp as I prefer. Lowell   … [Read More...]

Top Twelve Stocks

Creme List The data table below lists the top twelve stocks for this week. I added three new companies to the database and one, Apple, made the elite group. No stock is priced to buy based on my analysis, although that is up to each investor to determine. No stocks were eliminated from the table, but several will be erased next week unless there are major changes in the rankings. … [Read More...]

200 Level

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...]

Portfolio #2: Ages 26 – 35

Portfolio #2 adds a few more ETFs and gives up nothing in performance.  In fact, the projected standard deviation (portfolio uncertainty) drops from 20.1% to 17.6%.  Diversity is increased from 8% to 29% and the Portfolio Autocorrelation drops two percentage points. … [Read More...]

400 Level

Examination Periods of Risk Reduction Model Portfolios

Risk Reduction Examination Dates A number of readers have written to me asking if one needs to wait until the end of the month before examining where the price of the ETF or stock is compared to its Exponential Moving Average (EMA).  While the Faber-Richardson model, as explained in their "Ivy Portfolio" book, use end of the month in their research, I don't think it is all … [Read More...]

Delta Factor: Three-Year Analysis Projects Grim Market Ahead

Yesterday I uploaded a "Delta Factor" data table using four years of historical data.  Today I am posting another table.  I added a few ETFs, but the main difference is that I am using three instead of four years of historical data.  Note the major difference in the projections for the future.  All the red is due to the analysis beginning with the market in steep … [Read More...]