Over the past month I have been re-populating the Dirac portfolio after the February sell-off. Unlike other portfolios, the Dirac is populated with individual stock rather than more broadly based ETFs. This results in more equity assets being identified as Buy candidates than we are seeing in other portfolios. At present, the portfolio looks like […]
Is Inflation Risk Likely to Increase? – A Low-Cost Option Strategy for Possible Participation
As long-time ITA members may recall I have often considered taking GLD (Gold) out of my investment “quivers”. The reasons for doing this would be because back-testing has shown that it’s inclusion has not really contributed to portfolio performance over the past ~13 years (pre 2008 recession). Also, GLD does not offer any “compensation”, in […]
Is the Use of Stop-Loss Orders a Good Strategy/Tactic?
Regular readers of this blog will know that I (personally) don’t like using stop-loss orders. The reason for this is that all the back-testing that I’ve ever done strongly suggests that long-term performance is degraded when using such orders. Also, I (again, personally) find it very annoying/frustrating when prices bounce immediately following the stop-loss order […]
Dividends
Since we are just about through the dividend season this post may be a little late in coming but, with a number of ITA subscribers indicating an interest in getting a better understand of the practical implications, I thought it might be useful to provide a brief description/explanation with a couple of examples from recent […]
Sample Robo Portfolio Using LRPC Momentum Model – An Example of Asset Allocations
When we decide to “invest” there are a few very important decisions we need to make: What assets will we choose to include in our portfolio; What model/system will we use to manage our portfolio; How will we allocate funds to the assets in our portfolio. In a recent post Lowell offered some ideas for […]
Rutherford Portfolio Review (Tranche 2) – 22 November 2019
As I mentioned last week I am in the process of migrating the Rutherford Portfolio to the LRPC system. This week we will review/adjust Tranche 2 of the portfolio. But first let’s check recent performance:
Revisiting the Linear Regression Projection-Convolution (LRPC) System – Part 1
It is probably appropriate to revisit the construction and reasoning behind the Linear Regression Projection-Convolution (LRPC) system that was introduced to ITA members in January 2018. The first point to mention is that, as a measure of momentum, the slope of the Linear Regression (LR) line provides a smoother plot of momentum than the more […]
Rutherford Portfolio Review (Tranche 1) – 11 October 2019
This week we review Tranche 1 of the 5-tranche Rutherford Portfolio. After a turbulent week in the US equity markets, with uncertainty over the outcome of the US-China trade talks, we check performance of the Rutherford: where we see that the overall performance of the portfolio (heavy red line) has been relatively muted despite the […]
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