Roth/401k portflios

After some thought changed the portfolio to include gold. Hopefully this will provide more diversification. Historically this has been the case. Using IAU to invest. This should be the last change for awhile.

Added a 1/3 position of IAU today at 16.12. Watching SPLV and EFAV as they are closing in on their RSI(14) 30 levels where I will add another 1/6 position to each.

Roth

The portfolio will consist of: VB(14%), SPLV(14), EFAV(9), VWO(9), EEMV(9), VNQ(12), JNK(5), VCLT(5), IAU(9), and cash. Once portfolio  is full will rebalance yearly.


401k - Gain/loss % includes matching funds, so fund performance will look better than actual.

Only non-load offering is RERCX. Will move money market money to RERCX on next below/above 30 rsi weekly.


New correlation matrix with addition of IAU

Matrix is from etfscreen.com

Roth Portfolio holdings info (edited 12/28/12)

Click on the below assets to link to the etf provider info.

VB(14%) - US small cap, 1777 holdings

SPLV(14%) - S&P 500 low volatility, 100 holdings

SCZ(9%) - Developed small cap, 1380 holdings

EFAV(9%) - Developed minimum volatility, 173 holdings

VWO(9%) - Emerging markets, 908 holdings

EEMV(9%) - Emerging markets minimum volatility, 212 holdings

VNQ(12%) - US REITs, 188 holdings

JNK(5%) - US high yield bonds, 325 holdings

VCLT(5%) - US long term corporate bonds, 1180 holdings

IAU(9%) - Gold trust

Cash(5%) - money

Will I be diversified Cramer? Equity wise yes. If I wanted an uncorrelated diverse asset portfolio, no. Right now, treasury bonds, us dollar, and vix are negatively correlated. I can't imagine $1000 invested today in any of these will be more than what I can make in internet checking accounts in 10 years. Either way I see a loss to inflation. I read somewhere recently that treasury bonds are priced at the 98th percentile and stocks at the 68th. So stocks aren't screaming cheap compared to historical valuations, but bonds look mighty expensive. What looks cheap now, uh, maybe the PIGS, Russia, and Austria, but I'm not investing in individual countries with this portfoilio(besides US). Gold is still a possible addition to the portfolio. Added IAU on 12/28/12.

Shown below is a 6 month correlation matrix of the portfolio assets. As can be seen only VCLT shows negative correlation,

Matrix is from etfscreen.com

Roth/401k portfolios

As I started the portfolio with an existing VNQ positon, I sold some today for 4.86% to get down to my desired allocation.
I also sold an existing OBCHX position for a 0.19% profit. That one kinda stings, as I was up around 100% on it in late 2010, and didn't sell.
Plan is to add 1/6 positions when daily rsi goes below 30. Add 1/3 position when weekly rsi goes below 30.

Roth

The portfolio will consist of: VB(16%), SPLV(16), SCZ(9), EFAV(9), VWO(10), EEMV(10), VNQ(15), JNK(5), VCLT(5), and cash. Once portfolio is full will rebalance yearly.



401k - Gain/loss % includes matching funds, so fund performance will look better than actual.

Only non-load offering is RERCX. Will move money market money to RERCX on next below/above 30 rsi weekly.

Roth Account long term portfolio

Starting at a 0% funding. Adding 1/6 position every time daily RSI gets below 30. Will add a 1/3 position when the weekly goes below 30. Once portfolio is full will rebalance once a yr. Note: All no commission etfs besides, SPLV, EFAV, and EEMV. Portfolio expense ratio will be 0.21%.

Added a 1/3 position to: VB,SPLV,EFAV,JNK, and VNQ(sort of, already had) on 11/16/12

Spx call

Business cycle indicator

http://research.stlouisfed.org/fred2/graph/?g=ceb
Watch for fall below zero.

jrcc

    Triangle. Downside target equal to start equivalent: ~4.38

market timer

Monday Oct 22, after the bell. S&P at 1433.81

He predicts S&P at 1,478.33 to 1,485.33 between Tuesday Oct 23 and through Nov 7.

Also says most indicies have had there high for the year:
S&P  1474.51 high , 1433.81 at prediction
qqq   3196.93 high, 3016.96 at prediction
dow 13661.87 high, 13345.89 at prediction

According to Bloomberg, he says a decline of 12-17 percent from the highs(doesn't say when)
So target of 1227.01 to 1307.09 on S&P.

chart

tran vs spy

Tran in blue

2010 analog - Election bottom?

Here's the 2010 analog I've been looking at since Mid-May.
Weekly chart. My thinking was that the Oct 2011 was a new bottom. After that, was a melt up that no one expected. This melt up looked similar to June 09 to Jan 10 period. So the dunce cap of 2010 was copied over to 2012. Has matched fairly close so far. Analogs are never perfect. Will see in the next 15 days if the analog holds up. Will put a few shorts on in the coming days, but will wait for weakness before adding. Don't fight the Fed!?

    Weekly

    Daily - expected bottom 122/123, just in time for election

Wind speed technical analysis - Does it work?

Noticed a head and shoulders pattern developing at around 11am. Expected wind speed to decrease to 41mph where it was at around 6 am where the pattern started.  Unfortunately I was wrong as the wind continues its upward move in a channel pattern. Hopefully wind speed fails at the bottom channel line soon or I might not have a wind turbine to work on.

1_17_12

1_12_12

Wedged between long bottom support trendline and 1300 resistance

1_9_12

Hourly Chart, price basing for a quick move to 1300. If it can break 1300 with some cushion, come back down for a retest, a move back up expect my bias to be long. But am expecting a bull trap.

Looks like a break either way is imminent. 1300 or 1230/1250

1_5_12

    Channel holds as expected. Best guess, SPX to 1295-1310 before reversal.