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Week 11: Reducing Exposure... Trends have for the most part dissapeared, and may at best be in transformation mode. The chart below is typical of previously trending investments which have seen deteriorating trends for ~2 weeks now. Transactions for the week The deteriorating...

Week 10: Well, it was just "The Quiet Before the Storm...." Funny how the market changes from week to week. It was only last week when I wrote about how it had been a quiet week for The Fund from a trading perspective, selling only one position in Week 9. This week (Week 10) the market sold...

Yes, my experience agrees with your statement regarding returns, although not quite on risk, meaning, by concentrating positions (which happens for me over time as I add blocks to existing positions) I tend to experience higher returns but with higher risk. Also of interest, the high...

In2Deep, Not a problem. May I ask you to read this post first? http://myhedgedfund.typepad.com/my-hedged-fund/2010/12/investment-strategy.html#tp I'll certainly answer any questions you may have after that introduction. Best, Boston

HuggieBear, I have backtested the system showing a max drawdown of almost 35%. I'd rather not comment on returns at this point... Thanks for the question... Boston

Week 9: A Quiet Week... It was a quiet week for "My Hedged Fund," both from an activity and final weekly performance, although intra-weekly volatility was higher than normal. The Fund had a volatility similar to that of the SPY which ended the week up 0.11%, with an 1.7% up day and 1.7% down...

Week 8: Was this a "Head Fake"? (Note: If the pictures do not work, please see them here..) Most trends saw a significant deterioration this past week. The "fundamental" explanation revolves around the concerns associated with the problems in oil-rich Lybia. A significant amount of the oil...

Week 7: When will the trend end? Bears are saying we're definitely over-extended, and that a correction is imminent, some bulls say this ride has barely started. While I may care about the answer, and as a true trend-follower would say, I do not have the slightest clue. Current...

Week 7: When will the trend end? Bears are saying we're definitely over-extended, and that a correction is imminent, some bulls say this ride has barely started. While I may care about the answer, and as a true trend-follower would say, I do not have the slightest clue. Current...

Week 6: Settling in... Current Positions: I completed the following transactions this week: - Sold my positions in Russia (RSX), Taiwan (EWT), South Korea (EWY), Palladium (PALL), Metals & Mining (XME) and Biotech (IBB). These sales were completed in all cases to fund additional...

Yet another trend-following post? I've been trading ETF's using trend-following techniques for some time now, and decided to make public my real-life trading activities starting this past January. Through this post I will be making public my trades as they happen, which is likely to be...