TANER Daily Momentum (DTM) (Dec. 6, 2017 Wednesday)

Dec. 07, 2017 1:07 PM ET
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Long Only, Momentum

Contributor Since 2010

O. Young Kwon, a NYU Ph.D. in Economics (1980), had worked in the security industry for ten years as a Registered Investment Adviser (RIA). He taught Macroeconomics (CUNY, Staten Island) and Statistics (Rutgers, Newark) during 1979 to1981.


In the first half of 1980s, he, as a full-time Research Associate, researched at the Center for International Business Cycle Research (CIBCR) (with Geoffery H. Moore) on business cycles, growth cycles, international indicators, composite indexes, and forecast of business conditions and inflation.


Prior to his academic career, he was an Economist/Bank Supervisor at the Bank of Korea (the Fed's counterpart) for ten years (1963 - 73). In 1971, he visited the Federal Reserve Bank of New York, sent by the Bank of Korea: He studied the long-run central banking in the computerized environment.

He had been a conservative investor, targeting a reasonable investment goal (inflation plus 5%), by setting well-diversified portfolios with Vanguard and Charles Schwab Exchange-Traded (Mutual) Funds (ETF) in the long run (5 to 7 years) until 2020, as shown in my various articles (20).


In recent years, significantly increased market volatility induced mainly by the more frequent online trading pattern, however, forces investors towards somewhat aggressive trading to gain more or lose less. It is a very serious challenge to conservative investors like him. He has traded in very short terms, based primarily upon his (manual) real - time framework. It successfully provides him with the turning points in a given session.


Now, he has invested in very-short terms (anywhere between a few seconds and a couple of sessions) in two trading accounts in Charles Schwab and TD Ameritrade (whit 40% of his nest egg).


 He also has had two internet savings in Marcus: Goldman Sachs with (the remaining 60%), earning 1.5% of the annual percentage yield (APY) which is daily compounded and FDIC protected. (if you're an investor older than 70, my portfolio might be right for you in the current market condition).


He studied at NYU under Oskar Morgenstern (Economic History, Game Theory), Wassily Leontief (Input-Output Theory), Fritz Machlup (International Finance and Trade), William J. Baumol (Economic Theory and Operations Analysis), M. Isaq Nadiri (Macroeconomic Theory), and Edward Wolff (Econometric Modelling).


He worked on various research projects: The input-Output Framework of the U.S. Economy (Leontief), U.S. Productivity Measurements (Nadiri), Knowledge Distribution (Machlup), Firms, Games, Decisions (Baumol), and U.S. Household Spending and Saving Behavior (Wolff).


His Doctoral Thesis under Machlup (1980): Theory of Foreign Exchange and Economic Policy.


(UCONN MA in Economics 1975, Seoul Nat'l U BA in Economics 1963, Kyung-gi H 1958. Pohang M 1955, and Pohang E 1952 for His Dear Alumni & Friends)


 

Summary

  • The Daily TANER Momentum (DTM) Rotation Model (Dec. 6, 2017,Thursday).
  • The Daily TANER Momentum (DTM) Schwab Model (Dec. 5 2017, Tuesday).
  • The Daily TANER Momentum (DTM) ETF Model (Dec. 4, 2017, Monday).
  • Why Am IStill On The Trump-Trade Bandwagon? https://seekingalpha.com/article/4109386-still-trump-trade-bandwagon.
  • Trumponomics: What Is IT? Why Did IT Happen?How Would It Go? http://seekingalpha.com/article/4025900-trumponomics-happen-go.

TANER Daily Momentum (DTM) (Dec. 6, 2017 Wednesday)

"Traders should take an advantage from the market volatility only if we can get a right guide. My approach of the guide is a top-to-bottom, starting macroeconomic views, and updating daily TANER System: The Daily Market Information (7 days a week), The Daily TANER Momentum ETF Model (M), The DTM Schwab Model (T), The DTM Rotation Model (W), The DTM Vanguard Model (TH), and The DTM Stock Model (F)" (From The Outstanding Records of Investing and Trading…in 2016: Would The Strategy Prevail in 2017 Too?The Outstanding Records Of Investing And Trading With ETFs In 2016: Would The Strategy Prevail In 2017 Too? - O. Young Kwon

The TANER ETF Model (TEM), The TANER Stock Model (TSM), The TANER Rotation Model (TRM), and The TANER Vanguard Model (TVM]) The TANER Charles Schwab Model (TWM), were introduced in my article. Link:seekingalpha.com/article/817551-the-red-...

TANER Momentum ™ List on Dec. Dec. 6, 2017 Wednesday, based upon Closing Prices on Dec. 5, 2017 Tuesday for The TANER ROTATION Model

The ETF Model (ETM) (Dec. 4, 2017 Monday)

ETF T1 (VPU PZA) A1 (MDY DIA) E1 (TIP PHB) R1 (VTI VXF)

ETF T2 (TIP PZA) A2 (DIA QQQ) E2 (VHT PHB) R2 (SPY VTI)

ETF T3 (VPU PHB) A3 (DIA MDY) E3 (TIP PZA) R3 (VTI XLF)

SUMMARY OF THE ETM

ETF1-2-3 (PHB DIA TIP PZA VTI) ETF1-3 (VPU MDY) ETF1 (VXF) ETF2 (QQQ VHT SPY) ETF3 (XLF)

The Schwab Model (Dec. 5, 2017 Tuesday)

SCHWAD:T1 (SCHM SCHA) A1 (RSP RYF) E1 (SCHF FNDF) R1 (SCHP SCHO)

SCHWAD:T2 (SCHB FNDA) A2 (RSP RYF) E2 (SCHA FNDF) R2 (SCHC SCHP)

SCHWAD:T3 (SCHB SCHA) A3 (RYF FNDX) E3 (FNDF SCHE) R3 (CVY RYE)

SUMMARY OF THE TEM

SCHWAB 1-2-3 (SCHA RYF FNDF) SCHWAB 1-2 (RSP SCHP) SCHWAB 2-3 (SCHB) SCHWAB 1 (SCHM SCHF SCHF) SCHWAB 2 (FNDA SCHC) SCHWAB 3 (FNDX SCHE CVY RYE)

The TANER Rotation Model (TRM) (Dec. 6, 2017 Wednesday)

ROTATION:T1 (KIE IYH) A1 (KCE REM) E1 (XBI GDX) R1 (XRT MBB)

ROTATION T2 (KBE IYH) A2 (XNTK XSD) E1 (REM XBI) R2 (XOP EDV).

ROTATION T3 (KIE IYH) A3 (KCE XSD) E3 (PSK ITM) R2 (XOP XRT).

SUMMARY OF THE TRM

R.TM.1-2-3 (IYH) R.TM.1-2 (REM XBI) R.TM.1-3 (KIE KCE XRT) R.TM.2-3 (XSD SLVXOP) R.TM.R.TM.1 (GDX MBB) R.TM.2 (KBE XNTK EDV) R.TM.3 (PSK ITM)

The Vanguard ETF Model (Nov. 30, 2017 Thursday)

VANGUARD T1 (VUG VXUS) A1 (VTI VOO) E1 (VGK VDE) R1 (VIG VSS)

VANGUARD T2 (VB VGK) A2 (VEA VOO) E2 (VXF VTWO) R2 (BNDX VCIT).

VANGUARD T3 (VUG VXUS) A3 (VFH VFH) E3 (VGK VWO) R3 (VIG VSS)

SUMMARY OF THE TVM

VANGUARD 1-2-3 (VOO VGK) VANGUARD 1-3 (VUG VXUS VIG) VANGUARD 1(VTI VDE) VANGUARD 2 (VEA VXF VTWO) VANGUARD 3 (VFH VWO)

The TANER Stock Model (Dec. 1, 2017 Friday)

STOCK T1 (CAT FDX) A2 (SU AMZN) E1 (BA PH) R1 (NKE JWN)

STOCK T2 (NVR AMZN) A2 (FDX CME) E2 (SU JNJ) R2 (ESRX JWN)

STOCK T3 (HD FDX) A3 (NVR MA) E3 (AET JNJ) R3 (KSU NKE).

SUMMARY OF THE TSM

S.TM.1-2-3 (FDX).S.TM 1-2 (AMZN SU JWN). S.TM 1-3 (NKE) S.TM 2-3 (NVR JNJ) TM 1 (CAT BA PH) S.TM.2 (CME ESRX) S.TM.3 (HD MA AET KSU)

Note:

T (Topping): Leading Leaders.(LDLD)

A (Advancing): Lagging Leaders (LGLD)

E (Emerging): Leading Laggards (LDLG)

R (Reversing): Lagging Laggards.(LGLG)

The numbers in parentheses (1-2-3) are one-month, two-month, and three-month terms.

MODEL 1: The Daily TANER Momentum (DTM) ETF Model

$BND (Vanguard Total Bond Market ETF)

$TIP (iShares Barclays TIPS Bond ETF)

$BWX (SPDR Barclays Capital Intl Treasury Bond ETF)

$VAW (Vanguard Raw Materials ETF)

$DIA (SPDR Dow Jones Industrial Average ETF)

$VDE (Vanguard Energy ETF)

$MDY (SPDR S&P Midcap 400 Index ETF)

$VHT (Vanguard Health Care ETF)

$PFM (Power Shares Dividend Achievers ETF)

$VNQ (Vanguard REIT ETF)

$PGF (Power Shares Fin. Preferred Port. ETF)

$VPU (Vanguard Utilities ETF)

$PHB (Power Shares High Yield Corporate Bond ETF)

$VTI (Vanguard Total Stock Market ETF)

$PZA (Power Shares Insured Muni Bond ETF)

$VWO (Vanguard Emerging Markets ETF)

$QQQ (Power Share QQQ Trust ETF)

$VXF (Vanguard Extended Market ETF)

$SPY (SPDR S&P 500 Index ETF)

$XLF (Financial Select Sector SPDR ETF)

MODEL 2: The Daily TANER Momentum (DTM) Vanguard Model

$BIV (Vanguard Intermediate-Term Bond ETF)

$VIG (Vanguard Dividend Achievers ETF)

$BND (Vanguard Total Bond Market ETF)

$VOO (Vanguard S&P 500 ETF)

$BNDX (Vanguard Total Int'l Bond ETF)

$VSS (Vanguard ETSE All World Ex U.S. S-ETF)

$BSV (Vanguard Short-Term Bond ETF)

$VTI (Vanguard Total Stock Market ETF)

$VB (Vanguard Small-Cap ETF)

$VTV (Vanguard Value ETF)

$VCIT (Vanguard Corporate Bond ETF)

$VTWO (Vanguard Russell 2000 ETF)

$VDE (Vanguard Energy ETF)

$VUG (Vanguard Growth ETF)

$VEA (Vanguard MSCI EAFE ETF)

$VWO (Vanguard Emerging Markets ETF)

$VFH (Vanguard Financials ETF)

$VXF (Vanguard Extended Market ETF)

$VGK (Vanguard ETSE Europe ETF)

$VXUS (Vanguard All Except U.S. ETF)

MODEL 3: The Daily TANER Momentum (DTM) Charles Schwab Model

$CVY (Multi-Asset Investments ETF)

$SCHD (Schwab U.S. Dividend Equities ETF)

$FNDA (Fundamental U.S. S-Cap ETF)

$SCHE) (Schwab Emerging Market ETF)

$FNDF (Fundamental Int'l L-C ETF)

$SCHF (Schwab U.S. Int'l Equities ETF)

$FNDX (Fundamental U.S. L-C ETF)

$SCHM (Schwab Mid-Cap ETF)

$RSP (S&P Equal Weight ETF)

$SCHO (Schwab U.S. S-T Treasury ETF)

$RYE (Schwab S&P Equal W Energy ETF)

$SCHP (Schwab U.S. TIPS ETF)

$RYF (Schwab S&P Equal W Fin ETF)

$SCHR (Schwab Intermediate-U.S. Treasury ETF)

$SCHA (Schwab U.S. S-Cap ETF)

$SCHX (Schwab U.S. L-Cal ETF)

$SCHB (Schwab Broad Market ETF)

$SCHZ (Schwab U.S. Aggregate Bond ETF)

$SCHC (Schwab S-T Int'l S-C ETF)

$SPLV (S&P 500 Low Volatility ETF)

MODEL 4: The Daily TANER Momentum (DTM) Sector Rotation Model

$EDV (Vanguard Extended Duration Treasury ETF)

$MTK (SPDR Technology ETF)

$ERT (SPDR Retail ETF)

$PSK SPDR Wells Fargo Preferred ETF)

$GDX (Market Vector Gold Miners ETF)

$REM (iShares NAREIT Mortgage ETF)

$ITM (Market Vecotr Municipals ETF)

$SHY (iShares 1-3 Year Treasuries ETF)

$IYH (iShares DJ US Healthcare ETF)

$SLV (iShares Silver ETF)

$KBE SPDR BANK ETF)

$XBI (SPDR Biotech ETF)

$KCE SPDR Capital Markets ETF)

$XHB (SPDR Homebuilders ETF)

$KIE SPDR Insurance ETF)

$XME (SPDR Metals & Mining ETF)

$LQD (iShares Corporate Bonds ETF)

$XOP (SPDR Oil & Gas Explore & Production ETF)

$MBB (iShares Barclays MBS Bond ETF)

$XSD (SPDR Semiconductors ETF)

MODEL 5: The Daily TANER Momentum (DTM) Stock Model

$AET (Aetna)

$JNJ (Johnson & Johnson)

$AMZN (Amazon.com)

$JWN (Nordstrom)

$BA (Boeing)

$KSU (Kansas City Southern)

$BEN (Franklin Resources)

$MA (MasterCard)

$BIDU (Baidu Inc.)

$NKE (Nike)

$HD (Home Depot)

$NVR (NVR, Inc.)

$CAT (Caterpillar)

$PH (Parker-Hannafin)

$CME CME Group)

$SU (Sunco Energy)

$ESRX (Express Scripts)

$WMT (Wal-Mart Stores)

$FDX (FedEx)

$YUM (Yum Brands)

The Daily 25ETFRANKS (D25RS): 25 No-Commission ETFs at Schwab & TD Ameritrade

$BND (Vanguard Total Bond Market ETF)

$TFI ( (SPDR Nuveen Barclays Municipal Bond ETF)

$BWX (SPDR Barclays Capital Intl Treasury Bond ETF)

$TIP ( Shares Barclays TIPS Bond ETF)

$EDV (Vanguard Extended Duration Treasury Index ETF)

$USCI (United States Commodity Index ETF)

$IVV (iShares Core S&P 500 ETF)

$VB (Vanguard Small-Cap ETF)

$PGX (PowerShares Preferred Portfolio ETF)

$VNQ (Vanguard REIT ETF)

$PHB (PowerShares High Yield Corporate Bond ETF)

$VO (Vanguard Mid-Cap ETF)

$RGI (Guggenheim S&P Equal Weight Industrials ETF)

$VSS (Vanguard ETSE All World Ex U.S. S-ETF)

$RYE (Guggenheim S&P Equal Weight Energy ETF)

$VTI (Vanguard Total Stock Market ETF)

$RYH (Guggenheim S&P Equal Weight Health Care ETF)

$VTV (Vanguard Value ETF)

$RYT (Guggenheim S&P Equal Weight Financial ETF)

$VUG (Vanguard Growth ETF)

$RYT (Guggenheim S&P Equal Weight Technology ETF)

$VWO (Vanguard Emerging Markets ETF)

$SCHD (Schwab U.S. Dividend Equities ETF)

$VXF (Vanguard Extended Market ETF)

$SPLV (PowerShares S&P 500 Low Volatility Portfolio ETF)

SCHTD25 & TANER MODEL

SCHTD25

TANER MODEL

ID

TICKER

CHARLES SCHWAB

TD AMERITRADE

ETF

VANGUARD

SCHWAB

ROTATION

1

BND

BND

BND

BND

2

BWX

BWX

BWX

BWX

3

PHB

PHB

PHB

PHB

4

TFI

TFI

5

TIP

TIP

TIP

6

EDV

EDV

EDV

7

SCHD

SCHD

SCHD

8

PGX

PGX

9

RYE

RYE

RYE

10

RYH

RYH

11

SPLV

SPLV

SPLV

12

RGI

RGI

13

VO

VO

14

RYT

RYT

15

IVV

IVV

16

USCI

USCI

17

VNQ

VNQ

VNQ

18

VTI

VTI

VTI

VTI

19

VXF

VXF

VXF

VXF

20

VWO

VWO

VWO

VWO

21

RYF

RYF

RYF

22

VB

VB

VB

23

VSS

VSS

VSS

24

VUG

VUG

VUG

25

VTV

VTV

VTV

NOTE

1. ETFs in <****> are alternatives or proxies.

2. The TANER momentum list of Model ETF has been posted daily since December 2010.

3. The list of Models of Vanguard, Schwab, and Sector Rotation is posted once or twice weekly.

4. SCHTD25 consists of 11 Schwab ETFs and 14 TD Ameritrade, all of that are commission free.

5. SCHTD25 has 19 stock ETFs and 6 bond ETFs (BND, BWX, PHB, TFI, and TIP).

6. SCHTD25 has 22 U.S. ETFs and 3 global ETFs (BWX< VWO, and VSS).

Find the perfect ETF for your portfolio with SA's ETF Hub »

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