December 31, 2007 – 6:59 pm
Trades in these systems are tracked live, with moves and analysis announced before action is taken, and the systems are mechanical in nature. Returns for each system are reviewed in a staggered, four-week schedule. This year-end post will serve as a benchmark for 2008 system performance.
Information on these systems is as […]
December 31, 2007 – 6:29 pm
These are my returns for December 2007.
December Return: -1.1%
3 month Return: 0.3%
6 month Return: 4.4%
12 month Return: 9.5%
Year To Date Return: 9.5%
Inception Return: 52.2%
Annualized Return Since Inception: 16.5%
These are my current personal positions, along with portfolio weight, as of Monday, December 31, 2007.
Hong Kong (EWH) - 10.2%
Brazil (EWZ) […]
December 30, 2007 – 8:36 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 […]
December 22, 2007 – 6:04 am
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 […]
December 20, 2007 – 8:11 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 […]
