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 […]
Is There an Advantage in Splitting a Portfolio into Tranches? – Part 4: Combining Momentum with Strategic Asset Allocation (SAA)
In previous posts in this series I have used equal (dollar) weighting to determine fund allocations to selected qualifying assets. When Lowell first started this blog (and before I corrupted it with momentum ? ) it was focused directly on passive (Buy and Hold) investing (with maybe occasional rebalancing) of portfolios containing selected assets with […]
Explaining the Hypothesis of the Sector BPI Model
Several months ago I conceived the idea of how one might use Bullish Percent Indicator (BPI) data to actively manage portfolios. Readers of this blog who have been involved with the stock market for any significant period of time know just how difficult it is to outperform the S&P 500. Keep that thought in the […]
Bullish Percent Indcators: 30 December 2022
Pay particular attention to the second screenshot as that is where one finds the data to manage the Sector BPI portfolios.
Bullish Percent Indicators: 6 January 2023
Bullish Percent Indicators for this first week in January indicate no sectors are over-sold. Technology move above the 30% bullish line yesterday as it was the lone over-sold sector on Thursday. If you are managing a Sector BPI portfolio and using end-of-week data, you will do nothing this week. Follow along. Index BPI Overall, the […]
Bullish Percent Indicators: 13 January 2023
Friday, the 13th of January, brings changes to those managing a Sector BPI portfolio. Energy, Financial, and Real Estate all moved into the over-bought zone this week. All major indexes are bullish. None of the indexes penetrated the over-bought zone, but the NASDAQ is getting close. We see a big percentage jump in Technology which […]
Bullish Percent Indicators: 20 January 2023
Investors managing a Sector BPI model portfolio will find the data below of interest. On Monday I’ll check in on the Carson and use this data to make any changes, if recommended. Follow along for more analysis. Index BPI The only major index over-bought is the Dow Jones Industrial Average (DJIA). All others are positioned […]
Bullish Percent Indicators: 27 January 2023
“Bullish percent indicators are technical analysis tools used to determine the percentage of stocks in a particular market index that are currently trading above their respective point of recognition (POR), or “bullish reversal point.” These indicators are typically used to identify market trends and to help traders make buy and sell decisions. There are several […]
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