LONG
U.S. financials: 28% portfolio weight (+13.5% gain since entry July 14)
Gold bullion: 17% (-22.4% since entry June 2)
NASDAQ 100: 19% (+13.3% since entry Aug. 4)
Long-dated bonds: 8% (+2.7% since entry Aug. 13, 2007)
SHORT
Russell 2000: 13% portfolio weight (entry Aug. 18)
CASH
46%
CLOSED TRADES (Aug. 18)
Natural gas: -9% since entry Aug. 11
Notes:
- Positions are as of the open of August 18, 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, except for the Japanese/Asian equities trade (see note below).
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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.
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