After a rough start on Monday, U.S. Equities bounced strongly for the rest of the week to again close at all-time highs: The weekly range was also a little unusual in that it was greater than the Expected Move as calculated from the Implied Volatility of Option prices. The weekly returns of ETFs in the Rutherford quiver are shown below: with the portfolio holding the following … [Read More...]
Retirement Requirements: May 2021
What size portfolio is required for a comfortable retirement? There are numerous variables to consider. Here is an example for our fictitious couple. We begin with current data on what the average retirement annual salary is and what the average … [Read more]
How Risky Is Your Portfolio? May 2021
Portfolio risk is a subject I've written about in prior blog posts. It is particularly important now that U.S. Equities are hovering around all time highs and we are entering the summer months when the stock market tends to generate less than … [Read more]
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 … [Read more]
Grading Exams
How does one balance grading exams when teaching in an educational environment that prides itself on downplaying letter grades, while holding students to high standards of excellence? The system below explains the model I used in my last years of … [Read more]
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 … [Read more]
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 … [Read more]
The Elements of Investing: Part II
Chapter two of The Elements of Investing covers index investing. When it comes to investing, nobody knows more than the market. William F. Sharpe put is simply in an article many years ago when he wrote - The Arithmetic of Active Management. I … [Read more]
The Elements of Investing: Part I
Burton G. Malkiel and Charles D. Ellis have written an amazingly simple and short book titled, The Elements of Investing. This compact book hits on all cylinders of investing and the first one is the most important - SAVE. This simply means, follow … [Read more]
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