The total return for May using the system's suggested allocations was spx 4.5%....rut -0.6%....and the eem 44.6%. The reason for the range in trading the different indexes is that generally the eem is much more volatile than domestic markets and also that the systems signals have been following the emerging markets recently, as I indicated last week.
The emerging markets do not track domestic markets exactly...on certain days they will be up and we will be down, so the system should do better (as evidenced last week) if trading the index that the system is tracking at the moment. I will add that info daily as well as allocation suggestions to see if either help the returns.
Also monthly and possibly weekly I will track and post the systems accumulated returns as the system switches indexes. Since first posting here 2 mo. ago, the system had returns of 60.2% at allocation and 72.2% at full 2x if one had traded the rut and then the eem (from 5/12 when the system switched).
Showing posts with label Returns- May. Show all posts
Showing posts with label Returns- May. Show all posts
Monday, June 1, 2009
Returns for week ending 5-29.
The systems returns for the week ending 5-29 were -2.56% and -6.48% 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 -3.5% and -9.1% respectively.
On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 4.2%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. Last week I traded the emerging markets. this payed off as I had a gain instead of a loss.
Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 22.8% ....rut 31.3% .....eem 71.9% if trading 2x funds.
If one had traded a 2x fund that tracked these two indexes at full allocation the returns could have been -3.5% and -9.1% respectively.
On the other hand if you had traded a 2x entity tracking the eem, last weeks returns would have been 4.2%. In this instance it would have payed off to follow the systems calls and traded a fund or ETF tracking the eem and adre. Last week I traded the emerging markets. this payed off as I had a gain instead of a loss.
Since first starting this blog, over 2 months ago, the cumulative gains for the indexes I follow would be... spx 22.8% ....rut 31.3% .....eem 71.9% if trading 2x funds.
Tuesday, May 26, 2009
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.
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%.
Monday, May 11, 2009
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%.
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