LONG
U.S. banks: 22%
Russell: 17%
Japanese/Asian equities: 15%
Energy stocks: 13%
S&P 500: 12%
NASDAQ 100: 9%
Gold stocks: 7%
Long-dated bonds: 7%
Natural gas: 6%
SHORT
-
CASH
19%
Note: Positions are as of March 3, 2008. 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.
3 comments:
Alex, I am using your COT system to trade. In the year 2007, how much gain (%) did you have in your trading fund (profile). Thanks for sharing your system with me. It is not often someone will do as you have done, thinking of the small trader and his/her need of solid information. Jack Young
Hi Jack,
I haven't calculated that information because I scaled into trading it as I developed and improved it through last year. In many cases, I entered signals when they were already ongoing because I had just developed a setup in that market. I hope to start compiling that kind of info for this year and beyond.
Regards,
Alex
Alex, This is great work. I hope you make a mint. Regards, Dale.
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