Monthly Archives: November 2007

Timing

November 17, 2007 – 9:26 am

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 […]

By Bill Rempel | Posted in Systems-Timing | Comments (0)

Rotational

November 16, 2007 – 7:56 pm

Rotational combines component rotation and asset class rotation to hold a small basket of ETFs or ETNs, selecting the handful with the most momentum from a representative sampling of classes and components.
Throughout this article, when I refer to momentum, I am referring to an exponentially smoothed measure based solely on price movement.
I may or […]

By Bill Rempel | Posted in Systems-Rotational | Comments (6)

Fundamental

November 11, 2007 – 8:17 pm

Fundamental is a moderately low-beta, moderately low-turnover trading plan for stocks traded on major U.S. exchanges. It focuses on providing above-market returns over the longer term while keeping a variability of returns that is similar to the market’s risk profile.
Information is as of the close on November 9, 2007.
Model Allocation
These are the […]

By Bill Rempel | Posted in Systems-Fundamental | Comments (3)

Current Positions

November 11, 2007 – 7:56 am

These are my current personal positions, sorted by portfolio weight as of Friday, November 9, 2007.
iShares Brazil (EWZ) - 16.3% weight
iPath India (INP) - 15.9% weight
Market Vectors Steel ETF (SLX) - 15.7% weight
iShares Hong Kong (EWH) - 14.7% weight
iShares China (FXI) - 13.2% weight
iShares South Korea (EWY) - 13.2% weight
United Sts Oil Fund (USO) - […]

By Bill Rempel | Posted in My Trades | Comments (4)

Timing

November 11, 2007 – 7:34 am

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 […]

By Bill Rempel | Posted in Systems-Timing | Comments (0)