November 30, 2007 – 6:34 pm
Every month, I publicly review my personal trading returns, in addition to posting my trades as, or before, I place them. Currently my trades are roughly in line with the Rotational plan, differing very slightly in portfolio weighting in occasionally in date of initiation. I will review the returns of Rotational, and the other […]
November 26, 2007 – 6:31 pm
Timing attempts to provide market equivalent returns over the long term, with a substantial reduction in variability of returns. The two components of the Timing program are EZ+Macro and Fear/Greed. This system trades rarely and splits its allocations between ETFs tracking the S&P 500, the intermediate-term U.S. Treasuries, and cash.
Information is as of the […]
November 23, 2007 – 6:03 pm
Timing attempts to provide market equivalent returns over the long term, with a substantial reduction in variability of returns. The two components of the Timing program are EZ+Macro and Fear/Greed. This system trades rarely and splits its allocations between ETFs tracking the S&P 500, the intermediate-term U.S. Treasuries, and cash.
Information is as of the […]
November 23, 2007 – 6:03 pm
Aggressive is an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produces an exceptional trading plan by itself, but when the two are combined, the volatility of returns is reduced without much degradation of total returns. This is because their backtested, detrended equity curves […]
November 18, 2007 – 5:53 pm
These are my current personal positions, along with portfolio weights as of Friday, November 16, 2007.
India (INP) 16.9%
Brazil (EWZ) 16.5%
Materials, Steel (SLX) 15.3%
Hong Kong (EWH) 14.5%
South Korea (EWY) 13%
China (FXI) 13%
Oil (USO) 10.5%
Cash 0.3%
I will make the necessary buys and sells to move to the following approximate weights on the open, Monday, November 19, 2007. […]
