The Bohr is a modest size portfolio of over $200,000. It is currently generating an annualized return of 9.2% over the last five years. The latest update shows it is outperforming the ITA Index by 3.3% points, but trails the difficult to beat VTSMX by four tenth of a percentage point (-0.4%). This is one […]
Preparation for Einstein Review
In preparation for the Einstein review tomorrow, I sold off a number of holdings that either had negative momentum or were not going to be part of the final portfolio design. The moves resulted in selling all shares of DVY, VTI, VFH, and VHT. ETF Rankings: The following table shows the ETFs I am using […]
Copernicus Portfolio Coming Soon
Anticipate the addition of a new portfolio (Copernicus) within six weeks. Platinum members new to ITA Wealth Management will see the launch of a newly minted portfolio and can follow along in the early stages of data entry in the TLH Spreadsheet. Since the market is quite high and the political scene is uncertain, considerable […]
Schrodinger Update: 7 October 2013
As a passively managed portfolio, the Schrodinger continues to roll along while closely tracking the U.S. and international markets. Schrodinger Dashboard: Limit orders are still in place to sell off a few shares of VBK in an effort to bring Small-Cap Growth into balance. Additional shares of DBC will be purchased to bring commodities back […]
Aristotle Review: 16 October 2013
Presentation of updated information for the Aristotle is limited since this is one of three portfolios where all the transactions are not available to Platinum members. Readers who have yet to download the Rankings SS will find the second screenshot of interest. Aristotle Efficient Frontier: It is almost impossible to see the optimized portfolio (small […]
What Would You Do With This Portfolio?
Faced with the following Buy-Hold-Sell Recommendation data, what decisions would you make? The following table includes both weighted momentum recommendations as well as the optimizer recommendations. For example, the WM recommendation for VOE is to invest a total of 183 shares while the optimizer recommends holding only 74 shares. The portfolio currently holds 160 shares […]
Tracking ETF Sector Rotations
Ok, for interest, lets track (paper trade) the 38 ETF Sector Portfolio generated in preparation for, and as part of, the upcoming (more diversified) Hawking Portfolio project to see if we can learn anything. Since this (Sector Portfolio) is a 100% US equity portfolio it will not have much diversification but, for interest, let’s see […]
Einstein Portfolio Review: Part 1
Instead of combining all the review material for the Einstein into one blog post, I’m breaking this update into two parts. The first part will focus on cluster analysis and the second part will explain how I interpret the Momentum-Optimization Model. Cluster Outline: To fit the clusters into ten groups, the cutoff was set to […]
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