LONG
U.S. banks: 28%
Base metal miners: 18%
Japanese/Asian equities: 17%
Russell 2000: 13%
SPX: 13%
Silver: 12%
Crude oil: 12%
Gold stocks: 7%
Long-dated bonds: 8%
Natural gas: 9%
SHORT
-
CASH
12%
Note: Positions are as of April 28, 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.
4 comments:
i was wondering why you said to go long on gold , since it has clearly went in thw wrong direction ever since , has that been changed ron
Hi Ron,
Please take a look at my comment on this post, responding to "Anonymous":
http://cotstimer.blogspot.com/2008/04/oh-oh-sell-signal-for-banks-cash-for.html
Regards,
Alex
I see you went long backs but the signal before for week you mentioned banks would be short. What changed?
Hi Anonymous,
Thanks for your question. I'm not clear which weeks you mean, but the signal on Friday, April 25, did go back to short, so I went short today (Monday, May 5) - owing to a one-week delay for this setup.
Regards,
Alex
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