The Daily A-A Decision & C/C Ratio (DAC) (Jan. 13, 2014 Monday)
The 2 Controls on my Dual Portfolio - The Asset-Allocation (A-A) Decision and The Cash-To-Capital (C/C) Ratio (Table 2) and The Vanguard Mutual Fund Allocation (Table 3) along with Table 1, including the Market Stress Index (MSI), were introduced in my article, "A Dual-Portfolio Strategy With 2 Controls Has Worked Out. Can It Weather Any Looming Storm?": www.seekingalpha.com/article/1822632 The following three tables update data.
(Jan. 10, 2014, Friday)
Table 1: The S&P 5oo Index, The C/C Ratio, & The MSI | ||||||
S&P 500 | CASH TO CAPITAL | MSI | ||||
DATE | INDEX | % ch | Cum % ch | RATIO | % ch | |
11/29/2013 | 1,805.81 | * | * | 15.1 | * | 50.0 |
12/2/2013 | 1,800.90 | -0.27% | -0.27% | 16.8 | 10.66% | 64.3 |
12/3/2013 | 1,795.15 | -0.32% | -0.32% | 15.8 | -6.13% | 50.0 |
12/4/2013 | 1,792.81 | -0.13% | -0.13% | 14.3 | -9.97% | 50.0 |
12/5/2013 | 1,785.03 | -0.43% | -0.43% | 11.9 | -18.32% | 57.1 |
12/6/2013 | 1,805.09 | 1.12% | 1.12% | 14.9 | 22.39% | 57.1 |
12/9/2013 | 1,808.31 | 0.18% | 0.18% | 14.9 | 0.00% | 64.3 |
12/10/2013 | 1,802.62 | -0.32% | -0.32% | 14.6 | -2.03% | 64.3 |
12/11/2013 | 1,782.22 | -1.14% | -1.14% | 10.1 | -36.44% | 50.0 |
12/12/2013 | 1,775.50 | -0.38% | -0.38% | 10.5 | 3.88% | 64.3 |
12/13/2013 | 1,775.32 | -0.01% | -0.01% | 10.5 | 0.00% | 64.3 |
12/16/2013 | 1,786.54 | 0.63% | 0.63% | 11.1 | 5.56% | 57.1 |
12/17/2013 | 1,781.00 | -0.31% | -0.31% | 11.1 | 0.00% | 50.0 |
12/18/2013 | 1,810.65 | 1.65% | 1.65% | 14.7 | 27.91% | 42.9 |
12/19/2013 | 1,809.60 | -0.06% | -0.06% | 13.8 | -6.32% | 35.7 |
12/20/2013 | 1,818.31 | 0.48% | 0.48% | 15.4 | 10.96% | 50.0 |
12/23/2013 | 1,827.99 | 0.53% | 0.53% | 16.1 | 4.44% | 42.9 |
12/24/2013 | 1,833.32 | 0.29% | 0.29% | 15.5 | -3.80% | 35.7 |
12/26/2013 | 1,842.02 | 0.47% | 0.47% | 16.1 | 3.80% | 42.9 |
12/27/2019 | 1,841.40 | -0.03% | -0.03% | 25.1 | 43.69% | 42.9 |
12/30/2014 | 1,841.07 | -0.02% | -0.02% | 26.2 | 4.29% | 35.7 |
12/31/2014 | 1,848.36 | 0.40% | 0.40% | 28.5 | 8.41% | 42.9 |
1/2/2014 | 1,831.98 | -0.89% | -0.89% | 29.4 | 3.11% | 28.6 |
1/3/2014 | 1,831.31 | -0.04% | -0.04% | 29.2 | -0.68% | 28.6 |
1/6/2014 | 1,826.97 | -0.24% | -0.24% | 29.4 | 0.68% | 42.9 |
1/7/2014 | 1,837.88 | 0.60% | 0.60% | 29.9 | 1.69% | 35.7 |
1/8/2014 | 1,837.49 | -0.02% | -0.02% | 29.9 | 0.00% | 50.0 |
1/9/2014 | 1,838.13 | 0.03% | 0.01% | 27.7 | -7.64% | 50.0 |
1/10/2014 | 1,842.37 | 0.23% | 0.24% | 28.4 | 2.50% | 50.0 |
Note: The percent change formula: 200*(B-A)/(B+A) | ||||||
(Jan. 10, 2014, Friday
Table 2: The A-A Decision, The C/C Ratio, & The S&P 5oo | ||||
A/A DECISION | C/C | S&P 500 | ||
DATE | STOCKS | BONDS | RATIO | INDEX |
11/5/2013 | 56% | 44% | 15.9 | 1,762.97 |
11/6/2013 | 56% | 44% | 17.0 | 1,770.49 |
11/7/2013 | 55% | 45% | 18.2 | 1,747.15 |
11/8/2013 | 59% | 41% | 14.8 | 1,770.61 |
11/11/2013 | 59% | 41% | 15.4 | 1,771.89 |
11/12/2013 | 59% | 41% | 15.2 | 1,767.69 |
11/13/2013 | 59% | 41% | 14.1 | 1,782.00 |
11/14/2013 | 59% | 41% | 14.8 | 1,790.62 |
11/15/2013 | 59% | 41% | 18.5 | 1,798.18 |
11/18/2013 | 59% | 41% | 19.0 | 1,791.53 |
11/19/2013 | 60% | 40% | 12.7 | 1,787.87 |
11/20/2013 | 60% | 40% | 11.4 | 1,781.37 |
11/21/2013 | 62% | 38% | 11.9 | 1,795.85 |
11/22/2013 | 62% | 38% | 11.9 | 1,804.76 |
11/25/2013 | 58% | 42% | 16.5 | 1,802.48 |
11/26/2013 | 58% | 42% | 16.5 | 1,802.75 |
11/27/2013 | 58% | 42% | 16.5 | 1,807.23 |
11/29/2013 | 58% | 42% | 15.1 | 1,805.81 |
12/2/2013 | 64% | 36% | 16.8 | 1,800.90 |
12/3/2013 | 64% | 36% | 15.8 | 1,795.15 |
12/4/2013 | 64% | 36% | 14.3 | 1,792.81 |
12/5/2013 | 63% | 37% | 11.9 | 1,785.03 |
12/6/2013 | 62% | 38% | 14.9 | 1,805.09 |
12/9/2013 | 62% | 38% | 14.9 | 1,808.31 |
12/10/2013 | 59% | 41% | 14.6 | 1,802.62 |
12/11/2013 | 62% | 38% | 10.1 | 1,782.22 |
12/12/2013 | 62% | 38% | 10.5 | 1,775.50 |
12/13/2013 | 62% | 38% | 10.5 | 1,775.32 |
12/16/2013 | 63% | 37% | 11.1 | 1,786.54 |
12/17/2013 | 63% | 37% | 11.1 | 1,781.00 |
12/18/2013 | 63% | 37% | 14.7 | 1,810.65 |
12/19/2013 | 61% | 39% | 13.8 | 1,809.60 |
12/20/2013 | 61% | 39% | 15.4 | 1,818.31 |
12/23/2013 | 65% | 35% | 16.1 | 1,827.99 |
12/24/2013 | 65% | 35% | 15.5 | 1,833.32 |
12/26/2013 | 65% | 35% | 16.1 | 1,842.02 |
12/27/2013 | 73% | 27% | 25.1 | 1,841.40 |
12/30/2014 | 75% | 25% | 26.2 | 1,841.07 |
12/31/2014 | 75% | 25% | 28.5 | 1,848.36 |
1/2/2014 | 78% | 22% | 29.4 | 1,831.98 |
1/3/2014 | 81% | 19% | 29.2 | 1,831.31 |
1/6/2014 | 79% | 21% | 29.4 | 1,826.97 |
1/7/2014 | 79% | 21% | 29.9 | 1,837.88 |
1/8/2014 | 78% | 22% | 29.9 | 1,837.49 |
1/9/2014 | 80% | 20% | 27.7 | 1,838.13 |
1/10/2014 | 81% | 19% | 28.4 | 1,842.37 |
(Jan. 10, 3014 Friday)
Table 3: The Mutual Fund Allocation (Jan. 10, 2014) | |||
Vanguard Mutual Fund | |||
ETF | NAME | SYMBOL | % |
VTI | Total Stock Market Index Admiral Shares | VTSAX | 20.7% |
VXF | Extended Market Index Admiral Shares | VEXAX | 19.7% |
VTV | Value Index Admiral Shares | VVIAX | 21.6% |
VB | Small-Cap Index Admiral Shares | VSMAX | 16.9% |
VCIT | Intermediate-Term Corp Bond Index Admiral | VICSX | 5.9% |
VEU | FTSE All-World ex-US Index Admiral Shares | VFWAX | 16.2% |
TOTAL | 100.0% | ||
(Dec. 27, 3013 Monday)
Table 3: The Mutual Fund Allocation (Dec. 13, 2013) | |||
Vanguard Mutual Fund | |||
ETF | NAME | SYMBOL | % |
VTI | Total Stock Market Index Admiral Shares | VTSAX | 21.05% |
VXF | Extended Market Index Admiral Shares | VEXAX | 21.02% |
VTV | Value Index Admiral Shares | VVIAX | 22.02% |
VB | Small-Cap Index Admiral Shares | VSMAX | 17.11% |
BND | Total Bond Market Index Admiral Shares | VBTLX | 3.22% |
VEU | FTSE All-World ex-US Index Admiral Shares | VFWAX | 15.59% |
TOTAL | 100.00% | ||
(Dec. 13, 3013 Monday)
Table 3: The Mutual Fund Allocation (Nov. 15, 2013) | |||
Vanguard Mutual Fund | |||
ETF | NAME | SYMBOL | % |
VTI | Total Stock Market Index Admiral Shares | VTSAX | 18.66% |
VXF | Extended Market Index Admiral Shares | VEXAX | 17.37% |
VTV | Value Index Admiral Shares | VVIAX | 20.54% |
BND | Total Bond Market Index Admiral Shares | VBTLX | 25.51% |
TIP | Inflation Protection Securities Admiral Shares | VAPSX | 1.23% |
VEU | FTSE All-World ex-US Index Admiral Shares | VFWAX | 16.70% |
TOTAL | 100.00% | ||