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O. Young Kwon, NYU Ph.D. in Economics had worked in securities industry for ten years as a Registered Investment Adviser. He taught Macroeconomics and Statistics. Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart). In 2009 he set up the... More
  • The Daily A-A Decision & C/C Ratio (DAC)  0 comments
    Nov 24, 2013 12:55 PM

    The Daily A-A Decision & C/C Ratio (NYSE: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 (NYSE: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%

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