100 Level

Blog Post of Interest

The following blog post was sent to me and I think ITA readers will find it of interest. http://investingforaliving.wordpress.com/2013/07/13/ivy-timing-model-extensions-more-asset-classes/ I pulled out this quote. "Fantastic. What’s not to like? Well, actually implementing the 13 asset class IVY timing model presents some issues. First and foremost is which ETFs do you use? We’re on our … [Read More...]

Working With The Basic Portfolio

Eventually I plan to move more of the ITA portfolios toward the following 20 ETFs.  In some portfolios I need to broaden the diversification and in others I need to reduce the number of securities in an effort to simplify.  Reducing cost is another motivation as all but two of the following ETFs can be purchased free if one is a TD Ameritrade client.  The two exceptions are GTU and VHT.  In this … [Read More...]

300 Level

Portfolio Changes

This morning I walked through the Strategic Asset Allocations for each portfolio and lowered the bond allocation to something close to 10% in each portfolio. The reason for making this Tactical Asset Allocation change is tied to my concern interest rates will rise. With rates as low as they are, the probability of them going lower is very low as they are not going below 0%. It makes sense to push … [Read More...]

ITA Wealth Management Portfolio Without SDS Allocation

Variations of the ITA Portfolio Yesterday, a question was asked here at ITA - how is the low standard deviation impacted by holding 10% in the ultra-short ETF, SDS?  To answer that question, Platinum readers can take a look at the screen shot below, I set SDS to 0% and moved that 10% up to IWM, the U.S. Equities holding in smaller cap stocks.  If you toggle back to this blog entry you … [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...]

Modest Growth: Portfolio #4

The Modest Growth Portfolio reduces bonds to 25% of the total portfolio.  This income/bond percentage is more in line with many of the portfolios tracked here at ITA Wealth Management.  One big difference, at least for the larger portfolios, is that most of the ITA portfolios carry a greater diversification.  While the portfolio below is diversified all over the world, the idea is … [Read More...]

400 Level

Delta Factor and Stocks of Interest

Out of curiosity, I wanted to see what the "Delta Factor" would tell us for a group of stocks that show up with a "Buy" signal on my Watch List or 150 stocks.  Without a lot of comment, below is a list of stocks that are priced for purchase based on the pricing models I use within the Watch List.  Extracting only those stocks, I ran them through the "Delta … [Read More...]

Delta Factor After 400 Point Drop

ITA Wealth Management readers likely want to know what the Delta and Delta Factor projections are indicating after the 400 point drop yesterday.  The buying trend has started, although we still could be early in the cycle.  The reason I think we may be early is that it is not unusual for the Delta Factor to make projections a few months early.  Two time ranges are shown in the … [Read More...]