Franklin (named for Rosalind of DNA fame) is the portfolio scheduled for an update this morning. Moments ago I checked the latest Sector BPI data and Utilities (VPU) remains in the overbought zone. The recommendation is to place a 3% Trailing Stop Loss Order (TSLO) under VPU, assuming investors are holding that ETF in their […]
Millikan Portfolio Update: 11 April 2023
Given the over-bought signal generated yesterday for Utilities (VPU) I wanted to update at least one of the four Sector BPI portfolios to see how well it is performing based on annualized IRR data and risk factors such as the Jensen Performance Index. Follow along as I walk through an update of the Millikan. Millikan […]
Darwin Portfolio Review: 6 April 2023
The Darwin Portfolio is a “Buy-And-Hold” portfolio of assets that is only adjusted when allocations fall out-of-line with recommendations based on risk parity (i.e. equal risk on all holdings). Performance to date (~4 months from inception) looks like this: or, in stacked format: because of the adjustments these plots are a little difficult to follow […]
A Review/Comparison of Momentum Systems
Every year I take a breathe and find a little time to review my portfolios and the systems that I am using to manage those portfolios. As we remind readers almost every month, no system works “best” in all market conditions, and we don’t know what those conditions will be in the future, so it […]
Kahneman-Tversky Portfolio Review: 6 April 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio where we pick only one of three assets in our investment quiver (providing they have positive momentum relative to SHY – our “risk-free” benchmark fund). The only diversification here is that we split the portfolio and use a long-term (252-day) momentum look-back period for one half […]
Rutherford Portfolio Review (Tranche 3): 6 April 2023
In a holiday-shortened week US equities were relatively quiet but managed to close the week up ~1% from last week’s close: However price is still hanging around in that pendant pattern (defined by yellow boundary lines of the bearish and bullish 2 SD channels) and we still have no obvious reason to favor either a […]
Copernicus Portfolio Review: 6 April 2023
Copernicus is the passively managed portfolio up for review this morning. This portfolio is easy to manage and update and it happens to be one of the more successful portfolios tracked here at ITA. As readers will recall, the Copernicus is populated with U.S. Equities and the philosophy is to never sell. Only save and […]
Rutherford Portfolio Review (Tranche 2): 31 March 2023
The first Quater of 2023 ended with US equities putting in a strong performance closing up over 3.6% from last week’s close. Price is getting squeezed in that pendant zone between the 2 heavy yellow boundaries of the bearish and bullish trend channels. We can expect to see a breakout in one direction or the […]
Schrodinger Robo Advisor Portfolio Update: 29 March 2023
The Schrodinger is a portfolio for all seasons. Individuals preparing for retirement, and this applies to young folks in their 20s, would do well to take a close look at this Robo Advisor computer managed portfolio. If one is still working and has little time to spend on portfolio management, the Schrodinger requires zero […]
Copernicus All Seasons Portfolio Review: 27 March 2023
While I’m a few days early updating the Copernicus, I need to insert this analysis into the mix for several reasons – new readers at the top of the list. Before anyone is overwhelmed with the various management tools, pay attention to this passively managed portfolio. There are two passive portfolios tracked on the ITA […]
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