LONG
North American stock indexes: 58%
Precious metals: 26%
Japanese/Asian equities: 9%
Long-dated bonds: 6%
SHORT
Energy stocks: 11%
CASH
1%
Note: Positions as of Oct. 9, 2007. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.
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Here's my portfolio based on my trading system built around the Commitments of Traders reports issued weekly by the U.S. Commodity Futures Trading Commission. I'll update this page as I make trades based on my COTs Timer system or to reflect major changes in the asset values.
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DISCLAIMER
I created this blog to record my personal, subjective observations about the markets, solely for my entertainment and that of interested readers and to foster research. Nothing on this blog should be construed as financial advice or an offer or recommendation to purchase or sell any security. I encourage anyone interested in the markets to do your own homework and/or consult a professional advisor. I am not a certified financial advisor and am still refining my trading system. I reserve the right to modify or stop publishing aspects of my system at any time or to delay updating my tables for whatever reason, or I may not do so in a timely manner. My system has resulted in very large drawdowns in some trades. Past backtested and real-time results are no guarantee of future performance. I will not be liable for any losses or damages of any kind that result from the content of this site. Although I consider the data, calculations and information on this blog to be reliable, I can't make any guarantees and won't be held liable or responsible for anything erroneous on this website. You are solely responsible for implementing safeguards of your data and system when you use this site and its content and links. It is up to the user of this site and content to protect yourself from worms, trojan horses, viruses and the like. I may hold positions in some of the securities mentioned in this blog.
DISCLAIMER
I created this blog to record my personal, subjective observations about the markets, solely for my entertainment and that of interested readers and to foster research. Nothing on this blog should be construed as financial advice or an offer or recommendation to purchase or sell any security. I encourage anyone interested in the markets to do your own homework and/or consult a professional advisor. I am not a certified financial advisor and am still refining my trading system. I reserve the right to modify or stop publishing aspects of my system at any time or to delay updating my tables for whatever reason, or I may not do so in a timely manner. My system has resulted in very large drawdowns in some trades. Past backtested and real-time results are no guarantee of future performance. I will not be liable for any losses or damages of any kind that result from the content of this site. Although I consider the data, calculations and information on this blog to be reliable, I can't make any guarantees and won't be held liable or responsible for anything erroneous on this website. You are solely responsible for implementing safeguards of your data and system when you use this site and its content and links. It is up to the user of this site and content to protect yourself from worms, trojan horses, viruses and the like. I may hold positions in some of the securities mentioned in this blog.
2 comments:
Dear Alex:
Thanks so very much for your most excellent insights. I teach high school economics in Indiana. I happened on to your website because of a link from Charles Kirk.
I have been investing since the late 90's when I was given money for an IRA from another teaching position I had been in before. I did well but had no real insights or true understandings of the market and its forces. I lost more than 3/4 of my IRA holdings post 2000 crash.
I happened on to your website about 6 weeks ago and starting investing only on your signals based on COTS in a paper trading game investopedia and virtualstockexchange and have made over 60,000 dollars doing this. I wanted to thank you and ask if I could get more information on how you interpret the signals. I have read all of your posts on everything, I though would like to teach my students some of your methods but do not quite understand how you download the COTS information to a spread sheet.
Thanks again and if there is anything I could do to promote your sight or help do research I would love to.
Sincerely,
Bill Doebbler
econjchs@hotmail.com
Hi Bill,
Thanks for your message and kind words. I've sent you the spreadsheet just now and encourage you to write with any other questions you might have. For downloading the COTs data, as I mentioned in my email, you should visit the CFTC.gov website, click on the COTs link and follow the simple downloading instructions. Once you do it a couple of times, you'll get the hang of it. As I've mentioned elsewhere on this blog, the raw data is a bit hard to figure out, but once you've got it in a spreadsheet you can do all sorts of neat calculations on it.
Regarding your paper trading results, that's great news, but I would caution a couple of things: (1) Paper trading, as you probably know, is quite a different animal than actual trading of your money and involves quite different pressures, so the results are hard to interpret. You will not act the same way in the real markets. (2) My system involves very significant risks of loss, and if you had actually had a loss of $60,000 instead of the $60,000 gain, the system would not have necessarily been any more invalidated than the system is validated by your gain. In other words, I have to prepare myself for large losses in some trades and position myself with appropriately sized trades for my account. This applies to any kind of trading, not just using my system.
Regards,
Alex
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