Roger Kobel

Fixed Income ETF Selection

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Bucket 2 in the ETF Retirement Strategy is Fixed Income.  For this bucket, we attempted to pick a “best in class” ETF for each of the five (5) categories:

 

Morningstar /Schwab Fund CategoryETF
Long Government BondsEDV – Vanguard Extended Duration Treasury Index Fund ETF Shares
Emerging Market BondsEMB – Shares JPMorgan USD Emerging Markets Bond ETF
Municipal BondsMUB – iShares National Muni Bond ETF
Long Term BondsVCLT – Vanguard Long Term Corporate Bond ETF
World Bond – US HedgedBNDX – Vanguard Total International Bond Index Fund ETF Shares

As with the Equity ETF’s, our desire is for the asset correlation to be less then .70.  read more

Equity ETF Selection

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As I shared in a previous post, Mark and I have been on a journey of selecting a portfolio of ETF’s to include in the modified three bucket approach.

After various iterations and experiments, we have settled on a “Magic 8” as the Equity portion of the portfolio (our buckets 3 and 4).  At the core of the eight (8) are a set of five (5) sector ETFs from George Dagnino with one substitution: read more

Retirement Strategy Portfolio – ETF Selection Process – Overview and Introduction

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I have spent numerous hours researching ETF’s to include in our model portfolio.  As Mark has shared in other posts, we are using the “Three Bucket” approach recommended by Christina Benz with Morningstar.  In her articles, she includes investments for the three buckets for a moderate and aggressive portfolios.  If you are interested in the articles and unable to find them based upon Mark’s previous posts or doing Bing or Google searches, let me know and I will gladly share. read more

Algorithm Comparison to Previous Versions

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Attached are comparison’s of the latest algorithm to two previous versions. In version 44, we attempted to replace and remove select ETF’s to see the impact. Overall Annual RoR increased from 8.34% to 8.41%.

In version 45.2, Annual RoR increased to 9.49% by Mark introducing economic indicators into the model. I will let “the Dr.” go into more detail about the changes.

For those who want to explore the data/results in more detail, I will post/share the Power BI report in the Portfolio Slicer topic area. The latest data from v45.2 is already loaded into the model. I will elaborate in more detail about the Power BI report in that post. read more

V45.2 Trading Report Portfolio slicer

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Attached is a customized version of the Portfolio Slicer Power BI report containing v45.2 of the trading model. Attempts to refresh will fail since the data connections point to the Excel spreadsheet and PSData folders where data from external data sources are loaded (e.g. quotes and dividends).

The first several pages are additions to v2.4 of the PBI report from the Portfolio Slicer site. Some of the original pages have been modified and others are in development… the latter should be obvious.

I am still learning the data model and the meaning of many measures and am not an expert. I know enough about Power BI and Power Query to be somewhat productive and a little DAX. If anyone has DAX or MDX experience, please let me know so I can reach out to you for assistance if/when needed.

I will attempt to answer any question and welcome requests to improve the reporting which is evolving. read more

V45.2 Profitability

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This is the profitability by ETF from the latest iteration (v45.2) of the model trades from a page in a customized Power BI (PBI) version of Portfolio Slicer (PS). Trades from the model are loaded into the PS Excel workbook using some semi-automation we have developed.

Shown is overall profitability based upon trading the ETF (Sales Capital Gain), Dividends and Unrealized Capital Gains for those ETF’s currently being held. Dividends are from Yahoo using the external date scripts available as part of PS.

A comparison to previous iterations will be posted shortly. read more

OTM Investment Club Meeting – Monday, May 11 at 7 PM

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This is a reminder of the upcoming investment club meeting at the date a time listed above.

Dial in: 502-292-4847, Conference ID: 53422

Please review the minutes from last month’s meeting prior to the call and other club-related posts.

Ed Gawarecki will be presenting a potential investment.  We will need a volunteer for the June meeting, preferably someone who hasn’t done so before.

Sell or Hold CVS

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I have exchanged messages with Mark about CVS and did not sell yesterday (and fortunately there was a nice gain).   Per Mark “Everything is green including sector and industry… consider trailing stop loss of $95.02.  See chart below and please vote to either proceed  with sales at market or to hold with a trailing stop loss.

CVS Technicals