Category Archives: Systems-Fundamental

Fundamental

Fundamental Portfolio Struggling YTD

March 29, 2008 – 1:49 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 March 28, 2008.
Model Allocation
Based on beginning […]

By Bill Rempel | Comments (0)

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 | Comments (2)

Poor Fundamental Performance To Date

February 3, 2008 – 2:46 pm

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 1, 2008.
Model Allocation
Based on beginning […]

By Bill Rempel | Comments (0)

Fundamental Portfolio Gives Itself A Makeover

January 5, 2008 – 5:10 pm

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 January 4, 2008.
Model Allocation
Based on beginning […]

By Bill Rempel | Comments (0)

Tracking Portfolios at Year-End 2007

December 31, 2007 – 6:59 pm

Trades in these systems are tracked live, with moves and analysis announced before action is taken, and the systems are mechanical in nature. Returns for each system are reviewed in a staggered, four-week schedule. This year-end post will serve as a benchmark for 2008 system performance.
Information on these systems is as […]

By Bill Rempel | Also posted in Systems-Aggressive, Systems-Rotational, Systems-Timing | Comments (0)