Why think small when it comes to portfolio construction? There are a few compelling reasons which I will explain below. Here are a few for starters. It is easy to track and there are fewer trades. With fewer trades, there is less slippage due to the bid-ask price spread. It takes less time to set stop-loss or Trailing Stop Loss Orders (TSLOs). Back-testing shows excellent results. … [Read More...]
Why Think Small: Relative Strength Model
Why think small when it comes to portfolio construction? There are a few compelling reasons which I will explain below. Here are a few for starters. It is easy to track and there are fewer trades. With fewer trades, there is less slippage … [Read more]
Bullish Percent Indicators: 3 July 2020 – Good Week For Equities
This past week was a strong four business days for U.S. Equities despite the rise in Covid-19 cases and deaths. Unemployment dropped approximately two percentage points. However, another million workers applied for unemployment and this trend is … [Read more]
Investment Portfolio of Interest
The Einstein (Investment Portfolio of Interest), based on the feedback questionnaire, is one of the favorite ITA portfolios. While today is not the scheduled review day, I am taking a fresh look at the portfolio. Included in the following post are … [Read more]
Rutherford Portfolio Review (Tranche 3) – 26 June 2020
This week we will review the Rutherford Portfolio with a focus on Tranche 3. This analysis can be compared with Lowell's earlier post (https://itawealth.com/protecting-capital-using-rutherford-example/) using the same quiver of assets. First of … [Read more]
Bullish Percent Indicators: 26 June 2020
Bullish Percent Indicators give us a broad overview of how well U.S. Equities are performing. This last week has been a bloody one for the stock market as every indicator, be it a broad index or a sector, took a beating. The increased number of … [Read more]
Alternative Portfolio: The Factor Model
Are you leery about investing your money in one or two ETFs as recommended when using either the Dual Momentum or Swensen models? If so, this sample Factor portfolio goes to the other extreme. Forty (40) ETFs from all the different factors are … [Read more]
Constructing A Swensen Portfolio: 17 June 2020
Fifteen years ago David Swensen authored Unconventional Success: A Fundamental Approach to Personal Investment. Swensen is well-known for his outstanding management of the Yale Endowment Fund. On pages 83 and 84 of his book, Swensen lays out the … [Read more]
Bullish Percent Indicators: 13 June 2020
Several weeks passed since I last posted Bullish Percent Indicator (BPI) data. The first week in June and this past week's data show the extreme volatility of the U.S. Equities market as all but one sector was in the offensive camp last week, only … [Read more]
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