Monday's Call 2-1-10

The call is 60% short EM and 40% long ndx.

I will trade at 1.5x.

If the eem closes above 38.29 the call is long.

The bias is ndx.

The EM call was long at 3:50 and short at close.  According to sys rules it will be long.

Fridays call.

The call is 60% long EM and 40% short ndx.

I will trade at1.5x.

if the eem closes between 38.56 and 38.99 the EM call stands .....if the ndx closes above 1792.53 the call switches.

The ndx call has the bias.

Thursday's Call.

The call is 40% long EM and 60% long the ndx.

I will trade at 1.75x.

If the ndx closes below 1804.76 Then the call switches to short ndx.

The ndx call has the bias.

Wednesday's Call

the call is 60% long emerging markets and 40% short ndx.

I will trade at 1.75x

If the eem closes above 39.56 then that call will switch. if the ndx closes below 1803.29 then it's call will switch.

The ndx call is the bias (old system)

Returns for week ending 1-22.

So far this year it would have been better to stay with the old system.  Let's see if this continues.  I am thinking of using 3x ETFs to trade for the Domestic markets portion of the new system....This will balance better with the emerging side as it is generally more volatile.  I will record the returns of the Domestic portion as if it tracks a corresponding 3x etf long or short.

Tuesday's Call.

The call is 60% long emerging markets and 40% short the ndx.

I will trade at 1.75x.

The bias is short ndx.

the emerging markets call will flip to short if the eem closes below 39.95.

Ended up short emerging markets with the eem closing below 39.95.

Monday's Call 1-25

the call is 60% long eem and 40%  short ndx.

I will trade at 2x.

The bias is short ndx.

Fridays call.

The call is 40% long emerging markets and 60% long Rut.

I will trade at 1.5x.

As per your request Jim, the bias is long Rut.

Thursday's Call.

The call is 60% long emerging markets and 40% short Rut.

I will trade at 1.75x.

Returns for week ending 1-15.

The new sys is helping moderate the drawdown but am more interested to see if it helps gains.

Wednesday's Call

The call is 60% long emerging markets and 40% short rut .

I will trade at 2x.

If the rut closes below 645.93 then its call will switch to long.

Tuesday's Call.

the call is 40% short emerging markets and 60% short dji.

if the eem closes above 41.99 then the emerging call will switch long.

I will trade at 1.75x.

Fridays call.

The call is 60% long emerging markets and 40% long Rut.

If the adre closes above 44.66 then the emerging call will be short side.

I will trade at 2x.

Returns for week ending 1-08.

 

Here are the returns for the first week of the new year.   I will most likely trade at 2x for a period.  I will track the new system and old system for comparison.  Also will post emerging and domestic subsystems for comparison.....Likely the Emerging market system will out perform the rest but also have larger drawdowns.  Of course my intention is that the new system will be the most stable and not trail any of the others by too much.

Thursday's Call.

The call is 60% long emerging markets and 40% short rut.

The dji must close above 10634.5 or the call will change to long Domestic.

I will trade at 2x.

Wednesday's Call

The call is to be long 60% emerging markets and long 40% dji.

I will trade at 2x.

Tuesday's Call.

the signal is short 40% emerging markets and long 60% DJI.

I will trade at 2x.

emerging market call may change...note comment.

Monday's Call 1-11

The call is long 40% emerging markets and long 60% spx.

I will trade at 2x.

Fridays call.

the call is long 40% emerging markets....short 60% ndx.

I will trade at 2x.

The call stands.

I am thinking of being all in at 2x for a period but allocated between domestic markets and emerging markets. This should mellow swings in returns. I have not been successful in switching between the two, so will see how this works out.

Thursday's Call.

The call is to be long tomorrow.

I will trade 70% emerging markets and 30% NDX.

I am going to try allocating a percentage of trading capital to both emerging markets and Domestic markets. Some days I may be short one and long another. It will be more difficult to trade but hopefully help returns.

Wednesday's Call

The call is to switch long.

I will trade spx at 1.75x.

Tuesday's Call.

The call is to be on the short side for tomorrow.

I will trade emerging markets at 1.5x.

Returns for week ending 12-31.

Well, Did not end the year with a bang. I am not particularly happy with recent performance of the system. I may try some refinements to help bolster returns. After last years volatile markets I tried to keep the system's returns from fluctuating strongly. There is a fine line between toning down the system and reducing returns.

I think I will start our accounting of returns fresh as of the new year, even tho I have not posted a full 52 weeks since starting this blog. Let's see if the system can keep ahead of the markets and hope the powers that be do not meddle too much with over regulation. Good luck too all!

Returns for week ending 12-25.