January 2012 "When we try to do something new, we don't know what we're doing. That's the biggest challenge." -- Jeffrey Kalmikoff   2012 PROVED NOTHING ELSE, it clearly demonstrated there's no direct correlation between volatility and market movement. After the head-spinning ride, investors should take solace in the fact stocks didn't finish lower. Despite the ups and downs, five of our six model portfolios managed to outpace their benchmarks. See the results in Historical Performance. Speaking of which, equity Portofolios 3 and 4 were rebalanced in mid-December based on December 15 closing prices. Their current holdings can be found at Stocks of P3 and Stocks of P4, respectively. Quantitative ETF portfolios are due a refresh in early February 2012. Longer-term cumulative results for all six of our model portfolios through January 31, 2012 are on the Graphs page. Shorter term results are updated weekly at the Home Page. One other item of note: On December 16, 2011, our technical indicators moved from Neutral to Sell. This was the first sell rating in over 2-1/2 years. Do with that as you will. Look for ongoing formatting changes to the site this year. Nothing really major is planned, but if you're a regular visitor, you'll likely notice. Got an idea, question, or suggestion? Tell us what you think. We can take it. *   *   * Quantview -- Investing by the Numbers is a non-profit, non-commercial website dedicated to quantitative investing modeling and research. Since September 1997, its feature articles have tracked the evolution of model portfolios (Work in Progress) and their performance versus their respective benchmarks (Historical Performance) while offering current market (Stating the Obvious) and economic (True Facts) commentary. They're updated by the first Sunday of every other odd-numbered month. The "Basics" articles (The Quantitative Approach, Why Value?, and Structuring Your Portfolio) give some background to what we do here and are rather timeless -- at least that's how we treat them given they're only updated every few years or so whether they need it or not. Stocks of P3 and Stocks of P4 show the current holdings, all trades, and the algorithms for each portfolio, respectively. All previous feature articles can be found in the Archives. They are unedited except to repair broken links. You may still find some others so if you do, please let us know. Search this site! Just enter you key word or words: Get current quotes or follow your own custom portfolio, courtesy of E-Line Financials:   Search:TickerName Company DataQuickQuote   Best experienced with Click here to start.   Homepage Return to Top