100 Level

Madison Portfolio Review

Since the last Madison update 33 days ago, shares of TLT, RWX, and DBC were sold and the available cash was used to pick up shares of VTI - all in keeping with the Momentum-Optimization Model (MOM).  Of the eleven portfolios tracked here at ITA, the Madison is one of three where all the transactions are not available to Platinum members. Madison Dashboard:  The 26% allocated to international … [Read More...]

QPP Projections: 2007 – 2010

Readers following the comments section of this blog, you will note that Bob W. offered to send me a spreadsheet of Quantext Portfolio Planner (QPP) projections of a portfolio I presented recently.  Below is a screen shot of Bob's spreadsheet. Register as a Guest to see the worksheet. … [Read More...]

300 Level

Tax Record Hint For ITA Spreadsheet Users

I'm in the process of going through the various taxable portfolios looking for stock and ETFs sales.  If an odd block is sold, one must record which ETF (or stock) was purchased and when.  Here is a hint as you go through your portfolio. 1.  I use First In - First Out records as that makes it simple.  That means first ETFs purchased are matched with first ETFs sold.  With the following hint you … [Read More...]

Preservation of Principle

Tactical Asset Allocation for Newton Portfolio Holding on to the nest egg were my marching orders.  I did not stand in the way of these instructions for the Newton Portfolio.  With the market climbing as it has since early 2009, moving into cash makes some sense.  In an attempt to preserve capital, numerous trades took place in March and early April.  Selling off some asset … [Read More...]

200 Level

Ranking Model Favors Small-Cap and Value ETFs

While the Quantext Portfolio Planner (QPP) software shows a high correlation between the "Big Nine" U.S. Equity asset classes, the Ranking Model, recently unveiled, shows a definite bias toward small-cap and value ETFs.  Below is the data table based on the latest three years of data.  To readers who are aware of the Fama-French research, this comes as no surprise. … [Read More...]

Portfolio Performance: 21 January 2012

This was a good week for most of the portfolios.  Not only did we see absolute gains, but relative improvement as well.  The majority of the portfolios gained a little ground on either the ITA Index, the VTSMX benchmark, or one of the three uncertainty measurements. The exaggerated figures related to Gauss are to be expected as this is a young portfolio.  Annualized calculations … [Read More...]

400 Level

Suggested Portfolio

A Platinum member sent in the following portfolio for a Quantext Portfolio Planner (QPP) analysis and evaluation.  In the following screen shots, readers will see the tickers, percentages allocated to each, the QPP analysis, and a three-year look at the "Delta Factor" projections.  For the following QPP analysis, I used three years of historical data and assumed the S&P 500 … [Read More...]

“Delta Factor” Plus “Conservative Delta Index”

Platinum members, here is the extended screen shot that includes another column of information. Platinum membership available for $5.00 per month. … [Read More...]