Tranche Investing: How to Reduce Transactions Based on results from extensive back-testing, there is a degree of luck as to when a portfolio comes up for review and when securities are bought and sold. Did the review come when it was time to buy and the market dipped? Or were ETFs sold when the market […]
Tranche 1.6 Results
John Dishman sent the following to me, having tried to post the table in the Forum section. I was not able to do that easily so I am posting it here as a blog entry. If you have questions for John, state your questions in the comment section associated with this blog entry. “I found […]
How “Robust” is the ITA Wealth Momentum Strategy? – Part 5
Reducing Uncertainty by Tranching In the first 4 parts of this study we have focused on the optimization and robustness of the primary parameters necessary to apply the ITA Wealth Momentum Strategy – the appropriate look-back periods to measure momentum (Rate Of Change – ROC) and Volatility and the appropriate weights to apply to these […]
Bullish Percent Indicators: 26 February 2021
It has been several weeks since I last posted any information on Bullish Percent Indicators (BPI). BPI is also known as Point and Figure (PnF) charting. Several “anomalies” pop up this week due to the unusual volatility. This happens when action on Friday deviates from the overall moves of the week. The first table examines […]
Bullish Percent Indicators: 9 April 2021
Bullish Percent Indicators have been off the radar for a few weeks and it is time to check in and see what is going on with the broad U.S. Equities market. As you will see in a moment, we are in a strong upward mobile market. As you examine the following tables, check the right […]
Gauss Portfolio Review: 13 April 2021
Gauss is the portfolio up for review this morning. I think of this portfolio as one of the Relative Strength or Tranche Momentum portfolios. The other two main models followed here at ITA are: Dual Momentum and Asset Allocation. These models do not include those managed by Hedgehunter. If looking for a portfolio of stocks, […]
Bullish Percent Indicators: 23 April 2021
After yesterday’s foray into exam grading, it is time to get back to the stock market and investing. This morning I’m posting Bullish Percent Indicator data, something I do on occasion when the market exhibits volatility. My intuition was completely off as I expected to see more bullish signals despite getting off to a weak […]
Bullish Percent Indicators: 21 May 2021
Check out the May Bullish Percent Indicators. As you look over the following two screenshots, use the X’s and O’s on the right side as a quick overview of what is happening to U.S. Equities. I pay most attention to the NYSE and NASDAQ indexes as they carry the largest number of companies. For more […]