These are my personal trading returns as of month-end September 2008.
Current Month Return: -11.5%
Year To Date Return: -11.3%
3 Month Return: -7.1%
6 Month Return: -5.6%
12 Month Return: -11.1%
24 Month Return: 1.4%
24 Month Annualized Return: 0.7%
36 Month Return: 25.8%
36 Month Annualized Return: 8.0%
Since Inception Return: 35.0%
Since Inception, […]
Given the large move in the markets, I thought it prudent to give a mid-week update.
Of the various mechanical portfolios, the Timing one is now doing the best YTD, with half in cash and one-fourth in Ts. I don’t think it’ll hit a Fear/Greed signal anytime soon, based on the extreme index volatility over […]
Aggressive is a very low-beta, but very high-volatility, trading program for U.S.-market equities. Non-correlation and total return are valued by this system far more than reduction in volatility is, and the system was optimized with a specific, aggressive retail trader in mind (myself!).
Information is as of the close on September 26, 2008.
Model […]
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 […]
You’ve either got it, or you don’t. These are the kind of times that will teach you about yourself as a trader or investor; if you thought you had it, but really don’t, you’re feeling it right now.
Believe it or not, there are multiple stock market strategies for those without risk tolerance. You […]
