Monthly Archives: January 2008

Jan 2008 Returns

January 31, 2008 – 6:15 pm

These are my returns for January 2008.
January Return: -3.7%
3 month Return: -11.0%
6 month Return: 6.2%
12 month Return: 1.8%
Year To Date Return: -3.7%
Inception Return: 46.7%
Annualized Return Since Inception: 14.5%
These are my current personal positions, along with portfolio weight, as of Thursday, January 31, 2008.
Agriculturals (DBA) - 10.5%
Brazil (EWZ) - […]

By Bill Rempel | Posted in My Trading Returns | Comments (0)

Timing Still Risk-Averse

January 27, 2008 – 8:50 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 (3)

No Timing Trigger Today

January 22, 2008 – 5:50 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 […]

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

Aggressive Moves … To Cash?

January 18, 2008 – 7:57 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 […]

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

Timing Change, EZ Trend Now Down

January 17, 2008 – 6:01 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 […]

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