Tuesday, December 1, 2009

LONG
- U.S. financials: +1.4% entry Nov. 2 (using 300% leveraged fund)
- Canadian financials: +2.6% since entry Nov. 2 (using 200% leveraged fund)

SHORT
- Crude oil: -0.9% since entry Oct. 19 (using 200% leveraged fund)
- S&P 500: -11.1% since entry Nov. 2 (using 200% leveraged fund)
- Natural gas: -3.3% since entry Nov. 23 (using 200% leveraged fund)

CLOSED TRADES
- Nikkei: -2.5% since entry Oct. 26

Notes:
- Trade results are as of the close of Monday, Nov. 30. Any new and closed positions are as of the open of Dec. 1, unless otherwise noted.
- Returns on trades are based on my own positions, not the underlying market prices, unless otherwise noted. Returns from closed trades include trading fees. My own return may differ from the return of the underlying index, security or commodity because of variations in how the security I use tracks the market. In some cases, my return is based on a leveraged fund and may also include currency exchange into Canadian dollars.

4 comments:

Larry said...

Hi Alex, This is my first time posting so first I want to thank you for sharing your work I find it quite intriguing. My question has to do with the delay. When looking at your signal in Nat Gas it has a delay of 2 yet your start date for the current position is Nov 23rd. Am I to assume that the original signal came 2 weeks prior? FYI I came upon your site from an article that you wrote in SFO regarding DeMark. Thanks, Larry

Alex Roslin said...

Hi Larry,

That's right, except there are two signals within that setup. The other signal works with a one-week delay. So if the first one went short Dec. 4 and the second followed suit Dec. 11, I'd go short on the open of Monday, Dec. 21.

Best regards,
Alex

Anonymous said...

The issue is entry, the issue is not 200 % leveraged fund

Alex Roslin said...

Hi Peggy,

I make a note of whether the security is leveraged or not because that has an impact on the return.

Regards,
Alex