Monthly Archives: May 2008

Rotational Roars Ahead

May 31, 2008 – 1:32 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 (4)

May 2008 Returns

May 30, 2008 – 4:44 pm

These are my personal trading returns as of month-end May 2008.
Current Month Return: 2.0%
Year To Date Return: 3.2%
3 Month Return: 2.7%
6 Month Return: 2.1%
12 Month Return: 11.8%
24 Month Return: 21.8%
24 Month Annualized Return: 10.4%
36 Month Return: 65.8%
36 Month Annualized Return: 18.4%
Since Inception Return: 57.1%
Since Inception, […]

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

Fundamental Portfolio Update

May 26, 2008 – 5:59 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 May 23, 2008.
Model Allocation
Based on beginning […]

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

Timing Model Update

May 18, 2008 – 9:43 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.
System recap is presented first […]

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

Personal Trades for May

May 11, 2008 – 6:17 pm

I am following the Aggressive plan to the letter. Market orders have been placed for Monday morning.

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