We use various periods of rolling returns to walk through our representative tactical portfolio and try to experience the feels in the past. This can help us to better understand the nature of a strategy. 

Fidelity recently reduced its sales commission for their buy commission free ETFs. We look at the current list of ETFs.  

We didn’t learn anything as we all know a strategy is not a strategy if we don’t stick to it. 

We summarize our recent AAII article on asset allocations and fund selections. 

We look at the rolling returns of total return bond fund portfolios and discuss the impact on fixed income/cash allocation. 

We offer a simple method to decide asset allocation based on minimum holding periods of assets such as stocks and pointed out that risk is very high for long term retirement investing because of high valuation. 

We review asset trends in the first half of 2017. 

We show a way to construct a simple yet effective balanced portfolio that can outperform even the best balanced allocation mutual fund, both in returns and risk. 

We summarize our recent newsletters and update the newsletter collection list. 

We review momentum based invest portfolios at various levels and note that the current stock market is very much driven by very few large technology/internet stocks. 

We offer some tips on how to start to follow a portfolio. 

We discuss our notion of alternative assets and their roles in portfolio management.

We show that stock markets exhibit strong seasonality and discuss how to utilize it in portfolio management. 

We closely look at the possibility using short term bonds to replace CDs or to invest cash that’s not needed immediately. 

We further look into how much hold time a timing strategy can shorten for equity investing and conclude that even though the timing strategies like our tactical asset allocation can shorten required hold time a few years, they are still long term investment strategies. 

A user commented on our recent article on the risk and volatility. We publish his email here and would like to have a debate/discussion on this important concept. 

We look at the S&P 500 and its simple moving average strategy for the past 145 years. It’s indisputable that a simple moving average based market timing strategy can be an effective tool to reduce risk.

We discuss risk and volatility, especially with respect to the investment time horizon using S&P 500 data in the past 145 years. 

With three major total return bond ETFs in the markets and several index ETFs in key bond categories, we believe we are getting very close to construct an ETF based portfolio that’s comparable with mutual fund based portfolios. 

We review asset class trends in the last quarter and discuss several possible scenarios.