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 […]
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: 26 November 2021
Several weeks ago was the last time I published information on Bullish Percent Indicators. Friday’s market decline is the motivation for posting this information as I am interested in how the decline of U.S. Equities impacted the Point and Figure graphs. An earlier version was deleted from the Internet so this is a quick second […]
Bullish Percent Indicators: 31 December 2021
While 2021 ended strong, nearly one-half of all stocks in either the NYSE or NASDAQ were bearish at the close of the year. Taken as a whole, 2021 was a stellar year for U.S. Equities. In the two screenshots shown below, readers can grasp a broad look as to how stocks behaved over the last […]
Bullish Percent Indicators: 14 January 2022
While the following Bullish Percent Indicator (BPI) data is not used to manage any of the ITA portfolios, I keep thinking, how might one use this data to run a portfolio? One possibility is to set up a portfolio using Vanguard’s sector ETFs to form the investment quiver. Construct the initial portfolio by purchasing a […]
Bullish Percent Indicators: 21 January 2022
Bullish Percent Indicators are flashing critical indicators after Friday’s selloff so pay attention, particularly to the sector section of this blog post. Of particular interest are these sectors. You will see why in a moment. These are not the only sector tickers so make your own decisions. Discretionary (VCR) Technology (VGT) Telecommunications (VOX) It is […]
Bullish Percent Indicators: 28 January 2022
Bullish Percent Indicators provide a broad view of how U.S. Equities are behaving. The top table breaks the equities market into seven major indexes where the NYSE and NASDAQ are most important as they are the broadest indexes. The two most tracked by the press are the Dow Jones Industrial Average (DJIA) and the S&P […]
What might we expect to see for US Equities after the recent Correction?
I usually don’t write blogs with predictions for the future – because I have no “crystal ball” and I am usually wrong – so be warned, and just take the following information for what it might be worth – not very much! However, after the official 10+% correction from the 4 January highs we have […]
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