Huygens is the asset allocation portfolio scheduled for review this morning. Since I first started this blog shares of GLDM and IAU were sold and the money was reinvested in short-term treasuries, SCHO. This move will lower the portfolio beta which in turn will elevate the Jensen Alpha value. Huygens Asset Allocation Model Limit orders are in place to purchase more shares of VTI and VYM. … [Read More...]
Bethe Portfolio Update: 13 July 2023
In addition to updating the Bethe portfolio, this account is undergoing significant changes. Simplification of the holdings is coming with the hopes of reducing portfolio churning while increasing the return/risk ratio. Numerous limit orders are in … [Read more]
Pauling Portfolio Review: 12 July 2023
While the Pauling was not scheduled for review today, the large percentage of cash in the portfolio required some attention. This portfolio is either the poorest or next to the poorest performer of all the ITA portfolios. That is another reason to … [Read more]
Copernicus Portfolio Review: 11 July 2023
Now that we are well into July and all second quarter dividends are reported, it is time to update the ITA portfolios and record those dividends. Dividends are in short supply for the Copernicus as this is a growth oriented portfolio, not an income … [Read more]
Kepler Portfolio Review: 10 July 2023
Kepler is the portfolio up for review this morning. Committed readers of this blog likely noticed that over the past several months I've been simplifying most of the portfolios. When the last performance table was posted three portfolio investment … [Read more]
Kahneman-Tversky Portfolio Review: 7 July, 2023
The Kahneman-Tversky Portfolio is a simple Dual Momentum portfolio that invests in only one asset in each portion of a 2-split portfolio where the split is based on different look-back periods to measure Momentum. The Kahneman portion uses a single … [Read more]
Hawking Portfolio Review: 7 July 2023
The Hawking Portfolio is an "Income" portfolio built from Closed-End-Funds (CEFs) with distribution yields in excess of 8%. The portfolio needs very little maintenance other than to re-invest dividends so as to optimize geometric returns. Current … [Read more]
Darwin Portfolio Review: 7 July 2023
The Darwin Portfolio is an "all-weather" portfolio that requires few adjustments, based on risk parity, only when allocations get significantly out-of-line. The portfolio holds only 5 assets that may be adjusted for risk parity with an allocation to … [Read more]
Franklin Sector BPI Portfolio Update: 8 July 2023
As a followup to the BPI data posted earlier this morning, updating the Franklin will explain to ITA readers how one handles the sale of VNQ. Real Estate BPI data recommended selling all shares a few weeks ago. When the sell signal showed … [Read more]
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