Tuesday, July 22, 2008

LONG
U.S. financials: 26% (+10.7% gain since entry July 14)
Gold bullion: 24% portfolio weight (+15.6% since entry June 2)
Crude oil: 13% (+21.4% since entry April 21)
Russell 2000: 11% (-12.4% since entry June 23)
Long-dated bonds: 8% (+1.0% since entry Aug. 13, 2007)
Natural gas: 4% (-39.0% since entry June 23)

SHORT
n/a

CASH
53%

CLOSED POSITIONS (July 21)
Japanese/Asian equities:
-2.0% since entry July 7*

Notes:
- Positions are as of the close of July 21, 2008. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.
- Returns are not adjusted for leveraged positions. In other words, these are the actual returns in my accounts, except for the Japanese/Asian equities trade (see note below).
* Japanese/Asian equities return is based on the Nikkei's return since the beginning of this signal.

2 comments:

Anonymous said...

Tuesday, July 22, 2008 Natural gas: 4% (-39.0% since entry June 23)

Monday, July 14, 2008 Natural gas: 5% (-22.1% since entry June 23)


Looks like your account is leaking NG. Where did 1% of NG go?

Alex Roslin said...

Hi Anonymous,

That's because of the loss on the trade (see figure in the brackets). I address the natgas trade a little in a post on my main blog page earlier this week.

Regards,
Alex