Recent content by waditude

The Russell 2000 is the most appropriate benchmark index for comparison so I have dropped comparison vs the S&P 500. The model began on 8/28/11. The last month was an underperforming one, putting the model behind the projected gain of 1% per month average. Cummulative gain (loss) of...

The Russell 2000 is the most appropriate benchmark index for comparison so I have dropped comparison vs the S&P 500. The model began on 8/28/11. Gain/loss figures in the previous post were off slightly and are corrected in this post. The model appears to be on track to meet my goal of 1%...

The Russell 2000 is the most appropriate benchmark index for comparison so I have dropped comparison vs the S&P 500. The model began on 8/28/11. Cummulative gain (loss) of model vs Russell 2000 index: 4 weeks 1.5% 8 3.2 12 3.2 16 4.0 20...

From Monday's 8/29 open to 12/15 Friday's close S&P 500 + 0.5% Russell 2000 -1.2% model + 2.3% So far, the model portfolio has gained 1.8% vs the S&P 500 and 3.5% over the Russell 2000 over a period of 16 weeks. The Russell 2000 is the more appropriate benchmark index...

From Monday's 8/29 open to 11/18 Friday's close S&P 500 + 3.2% model + 5.1% So far, the model portfolio has gained 1.9% vs the S&P over a period of 12 weeks. The portfolio will rebalance on Monday's open with the following stocks: AFAM AIT CFK CORE CRDN CTGX ENS FSTR...

<i>How are you coming up with these and WHY would you want to ignore dividends? Dividends acct for about 50% of gains in most longterm portfolios when they are reinvested in the same stock. Also, if you look at many (I estimate ~50%) of those stocks that I looked at are in obvious downtrends...

Oldtime. I am ignoring all of them. Dividends are unlikely to be more than a couple of percent per year, but should be sufficient to offset commissions at a discount broker. Anyway, it is time for a recap and 4-week rebalance. From Aug. 28 until now: S&P 500 +5.1%...

From Monday's 8/29 open to 9/23 Friday's close S&P 500 -3.52% model -6.51% So far, model has lost 2.99% vs the S&P - Not what I would like to see, but loses of this magnitude over a 4-week rebalance period are to be expected. The portfolio will rebalance on Monday's open with the...

From Monday's 8/29 open to 9/16 Friday's close S&P 500 2.65% model 1.38% So far, model has lost 1.27% vs the S&P.

From Monday's open to Friday's close S&P 500 -0.33% model -3.09% This week lost 2.75% vs the S&P What a crummy way to start a model portfolio. The last time the model underperformed by this degree was the first week of August when the S&P tanked. Before that, one must...

I ran a weight-loss center for the past year in an affluent area. Very few of my clients were obese. Some were only a few pounds over a healthy weight. I think the obese ones had just given up trying to lose weight. The combination of minimal physical exertion and refined foods are...

Hello all, I would like to automate a fairly simple strategy that I currently cannot trade because I have a day job. The main thing I need it to do is to place and cancel orders depending on what the broader (stock) market is doing. It will have to monitor how many positions are currently...

The objective of this journal is to present out-of-sample results of a backtested long-only strategy that I believe will outperform the S&P 500 by 10% per year using a diversified portfolio of 25 liquid stocks. Although I may own several of these stocks, this is a paper-traded model portfolio...