100 Level

Franklin Portfolio Introduced

Several weeks ago I hinted at the possibility of tracking a new portfolio.  Today I am officially announcing the launch of the Franklin Portfolio.  Here at ITA Wealth Management, portfolios are named after scientists and presidents.  The Franklin Portfolio carries the name for several reasons.  While never president of the U.S., Benjamin Franklin was an important figure in … [Read More...]

Muling

Photograph: Fort in Savannah, GA Have you ever heard of "Muling?"  It was new term to me until this week when a former student sent me this URL.  Check it out. … [Read More...]

300 Level

Avoid Losses

There is nothing quite so painful to the long-term investor as watching their portfolio experience a long and precipitous decline. Most of us experienced this in 2000 through 2002 and again in 2008 and early 2009. Diversification did not help all that much in the recent severe bear market. Asset allocation, no matter how carefully designed, did not perform as we expected. All asset classes seemed … [Read More...]

Modified Momentum Investment Strategy

Instead of writing out a detailed explanation of how one might modify the Feynman Model (as presented in Part 5), I prepared a YouTube "Camtasia" to illustrate how one might use the Hoadley-HedgeHunter spreadsheet to manage a momentum oriented portfolio. … [Read More...]

200 Level

Einstein Portfolio Review: 19 September 2011

Several portfolios are scheduled for review this week and the Einstein is first on the list.  Platinum members who follow ITA regularly know that I review the portfolios approximately every four to five weeks.  The first thing I do is look at the Dashboard, a worksheet housed within the all important TLH Spreadsheet.  The Dashboard lays out the asset classes and the percentage … [Read More...]

Retirement Portfolio: A Possible Asset Allocation

Beginning with 100 shares in each of 40 ETFs, the Efficient Frontier and Buy-Hold-Sell recommendations are presented for a portfolio with constraints set to tilt the asset allocation toward bonds and more conservative investments. This information is not available for publication elsewhere on the Internet. Efficient Frontier:  Allocating 100 shares to each ETF sets up a portfolio that is … [Read More...]

400 Level

Strictly International: What Is The Delta Factor Projecting?

Several weeks passed since I last updated the "Delta Factor" projections for international ETFs.  In addition to the usual Delta Factor projections, I also ran an optimization of these ETFs to see where the QPP indicates best buys.  First, the Delta Factor projections. … [Read More...]

March Examination of the Madison Portfolio

The 24th of each month is the day to examine the Madison Portfolio so I will use closing prices on the business day closest to that date.  Below is the Dashboard (extracted from the TLH Spreadsheet) for the Madison. … [Read More...]