Monthly Archives: March 2008

Mar 2008 Returns

March 31, 2008 – 6:27 pm

These are my personal trading returns as of month-end March 2008.
Current Month Return: -6.5%
Year To Date Return: -6.0%
3 Month Return: -6.0%
6 Month Return: -5.8%
12 Month Return: 10.7%
24 Month Return: 9.7%
24 Month Annualized Return: 4.7%
36 Month Return: 43.1%
36 Month Annualized Return: 12.7%
Since Inception Return: 43.1%
Since Inception, […]

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

Fundamental Portfolio Struggling YTD

March 29, 2008 – 1:49 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 March 28, 2008.
Model Allocation
Based on beginning […]

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

No Change To Timing System

March 23, 2008 – 5:53 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)

Comments on Recent Market Action

March 17, 2008 – 5:04 pm

The level of media noise about the market almost demands some extended commentary on recent action. I try to keep this at a minimum, reserving The Rempel Report for the tracking and trading of mechanical systems, but it seems appropriate at this time to interject.
I don’t trade by them, but I do pay attention […]

By Bill Rempel | Posted in Commentary | Comments (0)

Getting More Aggressive

March 15, 2008 – 6:31 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 […]

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