TANER Daily Momentum (DTM) (Aug. 15, 2019, Thursday)
Long Only, Momentum
Contributor Since 2010
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 20 articles.
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 1.7% 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 TANER Vanguard Model (TVM) (Aug. 15, 2019, Thursday).
- The TANER Sector Rotation Model (TRM) (Aug 14, 2019 Wednesday).
- The TANER Schwab Model (TWM) (Aug. 13, 2019,Tuesday).
- TheTANER ETF Model (TEM) (Aug.12, 2019, Monday).
- TheTANER Stock Model (TSM) (Aug. 9, 2019, Friday).
TANER Daily Momentum (DTM)
"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 Aug. 15, 2019, Thursday, based upon Closing Prices on Aug. 14, 2019, WednesdayThe VANGUARD Model
The ETF Model (ETM) (Aug. 12, 2019,Monday)
ETF T1 (PZA PHB) A1 (PGF BWX) E1 (MDY VXF) R1 (DIA BWX)
ETF T2 (PZA PHB) A2 (VHT QQQ) E2 (TIP BND) R2 (DIA VAW)
ETF T3 (PZA PHB) A3 (VPU VNQ) E3 (BND MDY) R3 (QQQ VAW)
SUMMARY OF THE ETM
ETF1-2-3 (PZA PHB VAW) ETF 1-2 (DIA) ETF1-3 (MDY) ETF 2-3 (BND QQQ) ETF 1 (PGF BWZ VXF) ETF 2 (VHT TIP) ETF 3 (VPU VNQ)
The Schwab Model (Aug. 13, 2018, Tuesday)
SCHWAD:T1 (SCHZ SCHM) A1 (SCHP SCHD) E1 (SCHF RYE) R1 (SCHX SCHO)
SCHWAD:T2 (SCHZ SCHR) A2 (SPLV CVY) E2 (SCHX SCHF) R2 (FNDX FNDA)
SCHWAD:T3 (SCHZ SCHP) A3 (SPLV SCHB) E3 (SCHE SCHO) R3 (SCHC FNDX)
SUMMARY OF THE TEM
SCHWAB 1-2-3 (SCHZ) SCHWAB 1-2 (SCHX SCHF) SCHWAB 1-3 (SCHP SCHO) SCHWAB 2-3 (SPLV FNDX) SCHWAB 1 (SCHM SCHD RYE) SCHWAB 2 (SCHR CVY FNDA) SCHWAB 3 (SCHB SCHB SCHC)
The TANER Sector Rotation Model (TRM) (Aug. 14, 2019 Wednesday)
ROTATION:T1 (ITM SHY) A1 (EDV SLV) E1 (KCE XHB) R1 (REM MBB)
ROTATION T2 (ITM SHY) A2 (XSD KCE) E1 (MBB XOP) R2 (XNTK KBE).
ROTATION T3 (ITM SHY) A3 (GDX EDV) E3 (KCE KBE) R2 (XHB XNTK).
SUMMARY OF THE TRM
R.TM.1-2-3 (ITM SHY KCE) R.TM.1-2 (MBB) R.TM.1-3 (EDV XHB) R.TM.2-3 (KBE XNTK) R.TM.1 (SLV REM) R.TM.2 (XSD XOP) R.TM.3 (GDX)
The Vanguard Model (Aug. 15, 2019, Thursday)
VANGUARD T1 (BSV VXF) A1 (VIG VTI) E1 (VB VTWO) R1 (VOO VGK)
VANGUARD T2 (BNDX BND) A2 (VXF VTI) E2 (VTV VTWO) R2 (VIG VSS).
VANGUARD T3 (BNDX BSV) A3 (VUG VIG) E3 (VTWO VWO) R3 (VOO VSS)
SUMMARY OF THE TVM
VANGUARD 1-2-3 (VIG VTWO) VANGUARD 1-2 (VXF VTI) VANGUARD 1-3 (BSV VOO) VANGUARD 2-3 (BNDX VSS) VANGUARD 1 (VB VGK) VANGUARD 2 (BND VTV) VANGUARD 3 (VUG VWO)
The TANER Stock Model (Aug. 9, 2019, Friday)
STOCK T1 (CMEHD) A2 (NVR PH) E1 (CAT AMZN) R1 (FDX CVS)
STOCK T2 (CMEYUM) A2 (NKE AMZN) E2 (PH FDX) R2 (SU CI)
STOCK T3 (CMEHD) A3 (NVR MA) E3 (BEN SU) R3 (AMZN CVS).
(AET was cash-merged by CVS so the former is replaced by the latter.)
(ESRX was cash-merged by Ci so the former is replaced by the latter.)
SUMMARY OF THE TSM
S.TM 1-2-3 (CMEAMZN) S.TM 1-2 (PH FDX) S.TM 1-3 (HD NVR CVS) S.TM 2-3 (SU) S.TM 1 (CAT) S.TM 2 (YUM NKE CI)) S.TM 3 (MA BEN)
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 | |
$CVS (CVS Corp) |
$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) |
$CI (Cigna) |
$WMT (Wal-Mart Stores) |
$FDX (FedEx) |
$YUM (Yum Brands) |