Monthly Archives: April 2008

Apr 2008 Returns

April 30, 2008 – 5:00 pm

These are my personal trading returns as of month-end April 2008.
Current Month Return: 7.7%
Year To Date Return: 1.2%
3 Month Return: 5.1%
6 Month Return: -6.5%
12 Month Return: 13.6%
24 Month Return: 8.2%
24 Month Annualized Return: 4%
36 Month Return: 60.8%
36 Month Annualized Return: 17.1%
Since Inception Return: 54.1%
Since Inception, […]

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

Fundamental Portfolio Recovers

April 27, 2008 – 7:45 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 April 25, 2008.
Model Allocation
Based on beginning […]

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

Timing Does Its Job, Reducing Volatility

April 19, 2008 – 6:49 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.
Commentary is presented first this […]

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

Personal Trades for April

April 13, 2008 – 10:34 am

Last week, I mentioned in the comments at The Rempel Report that I would be switching the system that I follow for my personal trades, moving from Rotational to Aggressive. I believe that, over the longer term, I’m more likely to achieve my personal absolute return benchmarks having made this switch. While Rotational […]

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

Aggressive Portfolio Up 5.87% in Last Four Weeks

April 12, 2008 – 5:37 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 (3)