Fixed Income ETF Selection

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

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

Algorithm Comparison to Previous Versions

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

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

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

portfolio slicer

I use this software to give me an aggregate look at the overall investment status on a daily basis by bucket.  It is free, and uses Excel and Power BI as its toolset so it will be around a while, and my data stays local on my machine.

Not sure I mentioned it before.

I updated the Power BI view to also give me a stock chart, so I can run this daily to update the quotes (free) and look at both allocations and individual stock prices.

Probably been using it for 3 years give or take.  Replaced Quicken with it.  Also just to humor myself I loaded every stock trade I made over the past 15 years so I can see some aggregate data. read more