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The Daily A-A Decision & C/C Ratio (DAC)

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)

 
Click to enlarge

(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

Click to enlarge

(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%

Click to enlarge

(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%

Click to enlarge

(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%

Click to enlarge