Sunday, April 3, 2011

Smarter Investing Relative Strength Portfolio

Here are the positions in my Smarter Investing Relative Strength Portfolio

Stops are the highest close since entry - (3* the average true range of a 10 bar period)
Relative Strength calculation uses a ratio of multiple moving averages. I'll give detail on this calculation in another post.

International Allocation -EWI
 stop set at 17.89
Current rank of EWI on the international allocation list is 2 out of  17 etfs. If the rank drops below 8 on the weekend evaluation it will be sold and replaced by the current #1 ranked international etf.

Asset collocation - IYR
stop set at 106.42
Current rank of IYR on the asset allocation portion of the portfolio is #3

Sector Allocation- IYE
stop set at 43.74
Current rank of IYE in the sector etf allocation is #1.

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