LONG
U.S. financials: 26% portfolio weight (+3.9% gain since entry July 14)
NASDAQ 100: 18% (+5.6% since entry Aug. 4)
Crude oil: 17% (-0.7% since entry Aug. 18)
Japanese/Asian equities: 14% (entry Aug. 25)
Russell 2000: 12% (entry Aug. 25)
Copper: 10% (entry Aug. 25)
Long-dated bonds: 8% (+2.2% since entry Aug. 13, 2007)
SHORT
-
CASH
27%
CLOSED TRADES (Aug. 25)
Gold bullion (long): -17.9% since entry June 2
Russell 2000 (short): -0.6% since entry Aug. 18
Notes:
- Positions are as of the open of August 26, 2008. Numbers may exceed 100% due to leveraged trades or may not equal 100% due to rounding.
- Returns on ongoing and closed trades are based on my own positions, not the underlying market prices. My returns are in some cases based on leveraged positions and may also include currency exchange into Canadian dollars.
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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:
Hey Alex. First I want to thank you for the site, it has help me with my trades not just $$$$$ but the way I look at the markets differently. My question is what do you trade copper under (fcx)? Anthony
Hey Alex, In wanted to thank you for the site. It has help me with $$$ and the way I look at the markets differently. I do have a question for you about copper? How do you trade it (fcx) ? Also with 4 commodities bullish your out of silver and gold? Thanks again Tony C
Hi Tony,
I'm using JJC, a new ETN, for the copper. My risk-control rule for highly correlated markets doesn't stop me from following a sell signal for an existing trade, which is why I'm out of silver and gold.
The rule is to prevent me from initiating new trades in markets that are diverging from what the setups are suggesting is the broader trend in the sector.
Regards,
Alex
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