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    50% Annual Returns

    Nice break out in IIVI today, rallying up 9%...
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    50% Annual Returns

    By the way I have been thinking alot about 5 years ago today and just thought I would share my experience . In 2001 I was trading futures exclusively. That morning I had just bought 1 S&P and was planning to build on the position, then all the exchanges closed before I knew what was going on...
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    50% Annual Returns

    I don't know how to upload two files into the same post so I am posting the record on a new one.
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    50% Annual Returns

    STOCK TO BUY FOR SEP 12, 2006 - MGPI STOCK TO SELL FOR SEP 12 - MFB 20% RETURN
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    50% Annual Returns

    Indeed, ugly day for many holdings today. The way this strategy achieves said returns is by allowing stocks to swing around and relying on the complete portfolio performance over time. I do not worry about daily swings of individual components, the performance will not be achieved if a stock...
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    50% Annual Returns

    I would say 10k ($500 in each position), depends a bit on what broker you use. I use Interactive Brokers as well as Tradestation and I pay 1 c per share, min $1 per trade. With commissions this low it doesn't hurt the performance and odd lots are not really a problem. Not sure if you have...
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    50% Annual Returns

    I was referring to the most recent exits on this forum, especially CKCM that returned 54% in 16 days. Your point is well made and my previous comment probably unnecessary.
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    50% Annual Returns

    STOCK TO BUY FOR SEP 08, 2006 - SY STOCK TO SELL FOR SEP 08 - IPCR 6.2% RETURN
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    50% Annual Returns

    STOCK TO BUY FOR SEP 07, 2006 - RS STOCK TO SELL FOR SEP 07 - KTO 13% RETURN
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    50% Annual Returns

    To answer some questions: Hamlet - Most of the return are from fundamentals, not TA. There is more to FA than PE ratios and earnings growth. And yes, stocks get hugely affected by fundamentals in the short term. Look at any major overnight move, it will always be due to some fundamental...
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    50% Annual Returns

    By the way I don't mean short the call and short the same stock. One stock might be short, while another might be short the call so to provide a bit of extra cashflow, plus a hedge in case the market falls out of bed. Anyway folks shouldn't get caught up in the hedge, that's not what this...
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    50% Annual Returns

    CKCM has only been held for 15 days, however since Illinois Tool Works has agreed to acquire the company at $22.75 and the stock is now at $22.50 we will sell the position. Consequently there will be two new long entries for Sep 06. STOCK TO BUY FOR SEP 06, 2006 - IIVI STOCK TO BUY FOR...
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    50% Annual Returns

    Thought of that, however here lies a few problems: 1. Many of the stocks I hold are not optionable or provides too little premium to make a difference. 2. Limiting the upside is not acceptable as it needs all the profit possible to counteract loosing positions, in fact that is the whole...
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    50% Annual Returns

    Before I post tomorrows trades just one thing I want to make clear. Right now the returns are looking very good, don't think it will always be like that. This strategy does have draw downs and is not a perfect money making machine with no risks. However, over time it does very well..:)
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    50% Annual Returns

    You should be skeptical, don't believe something just because it's on a website, I surely wouldn't. I suggest you paper trade or use a small amount of money for a while to decide for yourself if it works or not, all I ask is that you give it a minimum of three months before drawing any...
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    50% Annual Returns

    Guess I was slightly off on the Sharpe, uh. Anyways, thank you for the clarification. No reason for a private e-mail, I try to keep things as transparent as possible. The monthly and annualized returns in the backtest are not compounded. I have been trading various versions of the...
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    50% Annual Returns

    Use the monthly data in the backtest I posted earlier and check it, it is very possible I calculated it incorrectly. Basically I used the following formula: Annualized Return (68.1%)-risk free rate (5%)/Std Dev of monthly returns (6). I get 10, that is long only, unleveraged. It could...
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    50% Annual Returns

    The backtested performance is probably 80% from the fundamentals. Using a risk free rate of 5% the Sharpe comes in at around 10, not sure how to caluculate the Recovery ratio. Believe me I have tought long and hard about what to do with this strategy. The thing is my previous job was...
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    50% Annual Returns

    These are some very good questions that I should probably have touched on before. First of all the long portfolio and the returns posted on this forum are unleveraged and unhedged. However in addition to the long portfolio I also run a hedge portfolio that is not included in my posts as of...
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    50% Annual Returns

    It's not really that simple. I have experimented with ValueLine, Zacks and several other magic rankings, without much luck. I use primarily Zacks for fundamental data, just because it allows me to backtest, however the filter I use is homebrewed and the result of many years of 'searching for the...
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