Monday, June 30, 2008

Subscriber Newsletter Portfolio Performance through June 2008

One of purposes of the subscriber newsletters blog is to provide a space in which to summarize the recent content in the newsletter and update the performance of the model portfolios that I make available to newsletter subscribers. Since their March 30, 2008 launch, the four (equities only, long only) portfolios have performed as follows:

In addition to the model portfolios, the subscriber newsletter includes a number of regular weekly sections, including a market commentary, asset class outlook, market sentiment update, current investment thesis, and week in review. Features generally focus on subjects such as sector rotation, volatility, put to call ratios, market breadth, volume, and other sentiment-related issues. Some of the June features have included:

  • Lehman Brothers and the VIX
  • XLF Put to Call Ratios
  • One Enhancement to the VIX:VXV Ratio Indicator
  • Volatility and Options Expiration Week
  • VIX Implied Volatility Calculations
  • The ISEE Equities Only Index Is Bullish
  • Elevated QID Volume Levels Are Bullish
  • ETF Volume: A Broader Application of the QID Theme
  • ETF Volume in Financials and Other Sectors
  • NASDAQ McClellan Oscillator Update
  • Contrary Sentiment Analysis Revisited
  • Sector Rotation: Which Will Rebound, Oil or Financials?

If anyone has any additional questions or comments about the subscriber newsletter, please feel free to email me at

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