Monthly Archives: June 2008

Mid-Year Wrap-Up

June 30, 2008 – 6:23 pm

These are my personal trading returns as of month-end June 2008.
Current Month Return: -7.5%
Year To Date Return: -4.5%
3 Month Return: 1.6%
6 Month Return: -4.5%
12 Month Return: -0.3%
24 Month Return: 11.2%
24 Month Annualized Return: 5.5%
36 Month Return: 51.5%
36 Month Annualized Return: 14.8%
Since Inception Return: 45.4%
Since Inception, […]

By Bill Rempel | Posted in My Trading Returns, Systems | Comments (2)

Rotational Portfolio Loves This Market

June 29, 2008 – 12:59 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 (5)

Fundamental Portfolio Holds Its Own

June 22, 2008 – 8:04 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 June 20, 2008.
Model Allocation
Based on beginning […]

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

Hammer Time For The Market

June 15, 2008 – 8:12 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 (1)

Personal Trades for June

June 8, 2008 – 6:08 am

I’ll be following the Aggressive system, executing trades market at open.

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