Monthly Archives: December 2007

New Trades

December 15, 2007 – 10:12 pm

These are my current personal positions, along with portfolio weights as of Friday, December 15, 2007.
EWA - 9.5%
EWH - 10.2%
EWZ - 9.6%
FXC - 9.5%
FXI - 9.6%
GDX - 9.4%
INP - 11.9%
SLX - 10.3%
TLT - 9.7%
USO - 10.4%
Cash - (0.1%)
I will make the necessary buys and sells to move to the following approximate weights on the open, […]

By Bill Rempel | Posted in My Trades | Comments (0)

Rotational

December 15, 2007 – 9:48 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.
Information […]

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

Fundamental

December 8, 2007 – 6:19 am

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 December 7, 2007.
Model Allocation
Based on beginning […]

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

Timing

December 1, 2007 – 8:22 am

I am shortening the length of, and will be decreasing the frequency of, updates on the Timing plan.
The previous updates contained charts and commentary that were ancillary to the system itself. While there are several indicators and techniques that can be used in more active market-timing, there is no point in discussing them here. […]

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