LONG
Gold bullion: 20% portfolio weight (-1% gain since entry June 2)
Crude oil: 15% (+35.9% since entry April 21)
Japanese/Asian equities: 16% (Nikkei +7.3% since entry Feb. 11*)
Silver: 13% (entry June 16)
SPX: 12% (-2.2% since entry April 21)
Long-dated bonds: 7% (+1.2% since entry Aug. 13, 2007)
SHORT
U.S. financials: 22% (entry June 16)
Natural gas: 7% (entry June 16)
Russell 2000: 6% (entry June 16)
CASH
18%
CLOSED POSITIONS (June 16)
U.S. banks: -13.0% since entry May 27
NASDAQ 100: -7.6% entry June 9
Russell 2000: -2.0% since entry May 26
Natural gas: +92.0% since entry Feb. 11
Notes:
- Positions are as of the morning of June 16, 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.
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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.
5 comments:
Alex,
Would it be appropriate to ask you to list exactly which ETFs you are currently invested in for each part of your portfolio? Or would that cross the line into giving investment advice?
Thanks for your great work.
Ray
Hi Ray,
I do disclose that info when asked on this blog, but I don't want to post it in that table. I'm not here to advertize any particular product either.
Regards,
Alex
Thanks Alex,
If you could disclose it here on the blog that would be great.
Ray
Hi Ray,
As I said, I'm not interested in giving free promotion (much less recommending) any specific products. Sorry. I refer elsewhere on this blog to Don Vialoux's excellent, updated ETFs page at DVTechTalk.com (see "special reports"), where you can find all the ETFs you might need.
Regards,
Alex
Sorry for the misunderstanding. The website you referred me to is very helpful. Thanks.
Ray
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