ITARR Using Current Data

Platinum readers following the ITA Risk Reduction (ITARR) model will note that all key ETFs are currently flying beneath their 195-Day Exponential Moving Averages.  At the end of the month we will take a look at all positions to see what moves to make in early December.  Don't be surprised to see a rebound tomorrow.

If new readers are unfamiliar with the ITARR model, search the term and look over the Buy and Sell rules. 

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Schrodinger Review: 17 November 2011

Due to my computer crash yesterday, I lost critical Captool data as the software is no longer supported by the developers.  There is still a slight chance I may be able to bring the Captool software out of the ashes, but it is highly unlikely.  Therefore, I will be concentrating on portfolios tracked by the TLH Spreadsheet, the primary portfolios of ITA Wealth Management, and the portfolios available to Platinum members.  My computer problems will have little impact on Platinum users.

While you may find some of the portfolio updates slightly out of sequence, I will get back on track within a month.  Today I am going to update the Schrodinger, a long running portfolio and one that is passively managed.  Below is our usual Dashboard screen shot. Only bonds are over subscribed, and that is not a bad place to be when the market declines.

The following asset allocation plan (percentages with white background) has not changed significantly over the past ten years.  We always skewed the Strategic Asset Allocation (SAA) plan to the value side of the investing spectrum.  For example, we allocate 7% to Large-Cap Value (LCV) and only 3% to Large-Cap Growth (LCG).  In addition, exposure to developed international and emerging markets continues to be significant.  We did add international REITs in the last few years, but we have yet to expand into international bonds.  In other portfolios we made this move, but not with the Schrodinger.

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“Delta Factor” for International ETFs

What is the outlook for international ETFs?  The following screen show shows the "Delta Factor" projections for a long list of options.

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