It was a bullish week in the US Equity markets with the S&P 500 closing the week ~2.6% higher than last week’s close and at all-time highs: The closes on the last 2 days were also outside the Expected Move (EM) for the week and volatility has dropped. We will now wait to see whether […]
Walking Through a Kepler Review for New Subscribers: 2 March 2021
This blog post is primarily for new ITA readers who not familiar with the Kipling spreadsheet. With few exceptions, I’ll stick to the “default” settings in this analysis. Kepler Main Menu Beginning with the Main Menu, the “default” settings are to use the 60- and 100-trading days look-back combination. I’m running a look-back test with […]
Dirac Portfolio Review: 26 February 2021
The Dirac portfolio is the only portfolio reviewed on this site that is built from individual stocks, rather than from Funds of stock, and the recent high volatility and pullback in US equity prices has taken it’s toll on the portfolio as numerous Trailing Stop Loss Orders (TSLOs) were hit over the last few weeks. […]
Dirac Portfolio Review – 31 August 2020
I’m reviewing the Dirac Portfolio mid-day today so as to avoid severe overload of information as End-Of-Month (EOM) reviews become due. We’ll start with a quick look at the Dirac Portfolio quiver that is comprised of 40 stocks (rather than ETFs) that are considered for inclusion in the portfolio: At the present time the portfolio […]
Rutherford Portfolio Review (Tranche 3) – 3 January 2020
To date, performance of the Rutherford Portfolio looks like this: with strong performance over the past month or so as we’ve rotated into US Equities. The first review of the Rutherford Portfolio in 2020 takes a look at Tranche 3: that is currently holding positions in VTI (US Equities), VEA (International Developed Market Equities) and […]
Why Focus On Value and Momentum
ITA followers know that even the passively managed portfolios are skewed toward the value side of a broad Strategic Asset Allocation plan. Here is an example from the Schrodinger portfolio Dashboard. Schrodinger Dashboard: Schrodinger’s Strategic Asset Allocation plan is laid out in the following Dashboard. Check the nine asset classes in the upper left-hand corner […]