LONG
U.S. banks: 21% portfolio weight (entry May 27)
Japanese/Asian equities: 15% (Nikkei +5.2% return since entry Feb. 11)
Crude oil: 14% (+28.8% since entry April 21)
NASDAQ 100: 14% (-6.5% since entry April 28)
SPX: 12% (-2.3% since entry April 21)
Russell: 11% (entry May 26)
Natural gas: 10% (+74.9% since entry Feb. 11)
Long-dated bonds: 7% (+2.5% since entry Aug. 13, 2007)
Base metal miners: 0% (+5.6% since entry April 28, closed May 26)
SHORT
U.S. banks: 0% (+19.4% since entry May 5, closed May 26)
CASH
29%
Notes:
- Positions are as of the morning of May 27, 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.
- Japanese/Asian equities profit is based on the Nikkei's return since the beginning of this signal - rather than my actual profit - because the initial trade was closed in one account and moved to a different account using another security to play the signal.
skip to main |
skip to sidebar
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.
Navigation
Custom Search
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:
My base metals miner trade is down 4% so I must have not used a proper vehicle.
Is there a list of suggested stock/etfs for each of the various trades
that you reccomend ? I appreciate the hard work you do for us.
Thank you.
Hi Gramadel,
For a good list, please see Don Vialoux's DVTechTalk.com website ("Special Reports"). I used HMU trading in Toronto for this particular trade (sold on the open Monday). The truly correct vehicle to take forward the backtesting work would have been a pure copper trade, but so far no copper ETFs out there.
Regards,
Alex
Post a Comment