  There is a great number of factors to take into account when building and
managing an investment portfolio. It is widely believed that a proper set-up of
the portfolio combined with a good, robust management strategy is the key to
successful investment. In this paper, we aim at an analysis of two aspects that
may have an impact on investment performance: diversity of assets and inclusion
of cash in the portfolio. We also propose two new management strategies based
on the MACD and RSI factors known from technical analysis. Monte Carlo
simulations within the Heston model of a market are used to perform numerical
experiments.
