Monthly Archives: March 2008

Personal Trades for March

March 10, 2008 – 4:58 am

I gave some thought to three optional positions over the weekend. I considered grabbing a bottom in low-grade corporate bonds (HYG) instead of making the switch to IEF; I considered taking a higher-yielding position in currencies than the FXF selection, with FXA having recently raised rates and being a liquid, moving currency, or with […]

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

Rotational Portfolio Up 3.76% In Last Four Weeks

March 8, 2008 – 8:53 am

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 (1)

Fundamental Plan Flat Over Last Four Weeks

March 2, 2008 – 9:53 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 February 29, 2008.
Model Allocation
Based on beginning […]

By Bill Rempel | Posted in Systems-Fundamental | Comments (2)

Feb 2008 Returns

March 1, 2008 – 7:44 am

These are my personal trading returns as of month-end February 2008.
Current Month Return: 4.4%
Year To Date Return: 0.5%
3 Month Return: -0.6%
6 Month Return: 9.4%
12 Month Return: 8.6%
24 Month Return: 25.6%
24 Month Annualized Return: 12.1%
36 Month Return: coming next month
36 Month Annualized Return: coming next month
Since Inception […]

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