Will stay Long if the adre closes above 35.29.
going to 1.75x with the emerging markets.
Friday, May 29, 2009
Thursday, May 28, 2009
Friday's call.
The system will stay long if the adre closes above 35.36.
Will go to 1X with emerging markets.
Will go to 1X with emerging markets.
Wednesday, May 27, 2009
Thursday's Call.
We will stay long if the eem closes below 32.50.
Staying at 1.5x and trading emerging markets.
Staying at 1.5x and trading emerging markets.
Tuesday, May 26, 2009
Wednesday's call
Will be long for tomorrow if the eem closes above 32.05.
Will go to 1.5x, and trade the Emerging Markets.
Will go to 1.5x, and trade the Emerging Markets.
Returns for week ending 5-22.
The systems returns for the week ending 5-08 were 0.56% and 0.48% for the spx and rut using the systems variable allocation adjustments.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been 0.82% and 0.56% respectively. Another flat week.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with 2x leverage would be 27.3% and 44.0%.
On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 11.8%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. I am sure that the difference in returns of trading domestic vs. emerging market funds will not generally be this dramatic. I may post which I consider is currently best to trade and see how that plays out.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been 0.82% and 0.56% respectively. Another flat week.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with 2x leverage would be 27.3% and 44.0%.
On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 11.8%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. I am sure that the difference in returns of trading domestic vs. emerging market funds will not generally be this dramatic. I may post which I consider is currently best to trade and see how that plays out.
Friday, May 22, 2009
Tuesday's call 5-26-09
the call is to be short for next Tuesday.
Will stay at 1.25x. Have a nice weekend!
Will stay at 1.25x. Have a nice weekend!
Thursday, May 21, 2009
Wednesday, May 20, 2009
Tuesday, May 19, 2009
Wednesday's call
The system will stay long if the adre closes between 33.97 and 34.93.
Will go to 1.75x.
Will go to 1.75x.
Monday, May 18, 2009
Returns for week ending 5-15.
The systems returns for the week ending 5-08 were 1.57% and 1.51% for the spx and rut using the systems variable allocation adjustments.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been 0.81% and 0.51% respectively. Pretty much a flat week.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with 2x leverage would be 26.2% and 43.2%.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been 0.81% and 0.51% respectively. Pretty much a flat week.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with 2x leverage would be 26.2% and 43.2%.
Friday, May 15, 2009
Thursday, May 14, 2009
Friday's call.
The system is staying short for tomorrow.
Will go to 1.75x.
Wish I had followed your lead, Jim, at this point.
Will go to 1.75x.
Wish I had followed your lead, Jim, at this point.
Wednesday, May 13, 2009
Thursday's Call.
the system says another down day for tomorrow.
Will go to 1.5x.
It might pay to trade something tracking emerging markets as they will probably react badly overnight to the domestic move today.
Will go to 1.5x.
It might pay to trade something tracking emerging markets as they will probably react badly overnight to the domestic move today.
Tuesday, May 12, 2009
Monday, May 11, 2009
Tuesday's call
the system will stay long for Tuesday provided the eem closes below 31.31.
Will go to 1.75x.
Will go to 1.75x.
Returns for week ending 5-08.
The systems returns for the week ending 5-08 were 5.00% and 4.24% for the spx and rut using the systems variable allocation adjustments.
If one had traded the Direxion funds that track these two indexes at full allocation the returns could have been 10.93% and 9.21% respectively.
Obviously when the system is right in its calls then being all in will generate much better returns.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with direxion would be 22% and 37%.
If one had traded the Direxion funds that track these two indexes at full allocation the returns could have been 10.93% and 9.21% respectively.
Obviously when the system is right in its calls then being all in will generate much better returns.
Since first starting this blog, over a month ago, the cumulative gains for the spx and rut trading with direxion would be 22% and 37%.
Friday, May 8, 2009
Thursday, May 7, 2009
Friday's call.
the call is to stay short unless the spx closes between 913.28 and 919.99.
Who woulda thunk...made some money on the short side?
Will go to 1.5x.
Who woulda thunk...made some money on the short side?
Will go to 1.5x.
Wednesday, May 6, 2009
Thursday's Call.
the system is calling to be on the short side tomorrow if the spx closes above 915.73.
One might think that could happen (market retracing) as the market participants have been waiting for the bank announcement tomorrow (thinking it will be negative) and we have been on a tear recently..... a lot of traders have been anticipating a pullback for some time, but there is a lot of money on the sidelines trying to pick a spot to re-enter; so lately it has not been good for short term profits to be short. If the system calls for short or long I will go at 1x.
Ended mostly short in my accounts for tomorrow.
One might think that could happen (market retracing) as the market participants have been waiting for the bank announcement tomorrow (thinking it will be negative) and we have been on a tear recently..... a lot of traders have been anticipating a pullback for some time, but there is a lot of money on the sidelines trying to pick a spot to re-enter; so lately it has not been good for short term profits to be short. If the system calls for short or long I will go at 1x.
Ended mostly short in my accounts for tomorrow.
Tuesday, May 5, 2009
Wednesday's call
The system will switch back to long side for Wednesday providing the spx closes below 907.69.
Will go to 1x.
Will go to 1x.
Monday, May 4, 2009
Tuesday's call
The system is forecasting the market to pullback tomorrow.
Probably a little risky to short this market.
Will stay at 1.5x.
Probably a little risky to short this market.
Will stay at 1.5x.
Friday, May 1, 2009
Forecaster system's recent returns.
As I posted a few days ago I have been watching and personally trading funds that track the RUT index as it is more volatile recently. If you had traded it using Direxion Fund pair DXRLX/DXRSX, the Month of April would have returned 15.30% at full allocation and 15.04% using my posted allocation adjustments.
Trading the spx would have returned -0.31% at full alloc. and 2.82% with adjusted alloc. for the month of April ...so the adjustment saved a little with the spx and lost some with the rut.
At this time my allocation adjustments are mostly by the seat of the pant....I have not worked out a mechanical adjustment yet.
If one had followed my system calls for March and April, the best Possible returns would have been 55.5% and 97.8% on the SPX and RUT respectively. Not too bad....tho as I stated earlier February sucked. I have done a major overhaul since then tho I wouldn't attribute all of the recent gains to that work, as the majority (of recent returns) is just the system going thru hot and cold spells. I will continue to work on fine tuning the system. Good luck to any traders trying to predict this market!
Trading the spx would have returned -0.31% at full alloc. and 2.82% with adjusted alloc. for the month of April ...so the adjustment saved a little with the spx and lost some with the rut.
At this time my allocation adjustments are mostly by the seat of the pant....I have not worked out a mechanical adjustment yet.
If one had followed my system calls for March and April, the best Possible returns would have been 55.5% and 97.8% on the SPX and RUT respectively. Not too bad....tho as I stated earlier February sucked. I have done a major overhaul since then tho I wouldn't attribute all of the recent gains to that work, as the majority (of recent returns) is just the system going thru hot and cold spells. I will continue to work on fine tuning the system. Good luck to any traders trying to predict this market!
April's returns.
The total for the month was 2.28%
The week ending 5-1-09; The system returned -1.80%
The week ending 4-24-09; The system returned 5.90%
The week ending 4-17-09; The system returned 0.67%
The week ending 4-9-09: the system would have returned -5.8%.
The week ending 4-3-09; the system would have returned 14.4% if trading the spx at 2x leverage.
These are hypothetical returns of the system's calls as posted here. They are calculated on the amount of leverage posted and the spx index (S&P 500) daily percent moves. I will post allocation amount if other than 2x leverage.
The week ending 5-1-09; The system returned -1.80%
The week ending 4-24-09; The system returned 5.90%
The week ending 4-17-09; The system returned 0.67%
The week ending 4-9-09: the system would have returned -5.8%.
The week ending 4-3-09; the system would have returned 14.4% if trading the spx at 2x leverage.
These are hypothetical returns of the system's calls as posted here. They are calculated on the amount of leverage posted and the spx index (S&P 500) daily percent moves. I will post allocation amount if other than 2x leverage.
Monday's call 5-04-09
The system will switch long unless the spx closes above 884.33.
Will be at 1.5x.
Will be at 1.5x.
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