Going to 100% CASH for Thursday 4/5/07.
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NDX EOD w/ BLB
- Thread starter BlindLemonBoosh
- Start date
Trading into a 50% SOPIX (short NDX) position @ EOD.
NDX Wk 14: +2.290%
NDX Q1: +0.880%
NDX YTD: +3.190%
NDX Max Drawdown: -7.225%
BLB Wk 14: +1.662%
BLB Q1: +1.310%
BLB YTD: +2.993%
BLB Max Drawdown: -2.796%
AME* : 26.75/65 = .412
Days Invested: 41
Days in Cash: 24
**W-L-T:
NDX: 35-27-3
BLB: 20-13-32
***Win Pct.:
NDX: 56.5%
BLB: 60.6%
BLB Portfolio Stats:
Up Weeks: 9 - Largest: +1.662% - Average: +0.642%
Down Weeks: 5 - Largest: -1.440% - Average: -0.558%
Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +11.80%
Portfolio Value: $10,299.32
Capital Gains: +$226.42
Interest Income: +$72.90
*Average Market Exposure; NDX = 1.0
**"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
*** Win Pct. = W/(W+L)*100
NDX Q1: +0.880%
NDX YTD: +3.190%
NDX Max Drawdown: -7.225%
BLB Wk 14: +1.662%
BLB Q1: +1.310%
BLB YTD: +2.993%
BLB Max Drawdown: -2.796%
AME* : 26.75/65 = .412
Days Invested: 41
Days in Cash: 24
**W-L-T:
NDX: 35-27-3
BLB: 20-13-32
***Win Pct.:
NDX: 56.5%
BLB: 60.6%
BLB Portfolio Stats:
Up Weeks: 9 - Largest: +1.662% - Average: +0.642%
Down Weeks: 5 - Largest: -1.440% - Average: -0.558%
Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +11.80%
Portfolio Value: $10,299.32
Capital Gains: +$226.42
Interest Income: +$72.90
*Average Market Exposure; NDX = 1.0
**"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
*** Win Pct. = W/(W+L)*100
Trading short position to CASH @ EOD.
*** Interest Income for Wk. 14 was overstated by $0.60 - Calculation adjustments have been made accordingly ***
NDX Wk 15: +0.216%
NDX Q1: +0.880%
NDX YTD: +3.412%
NDX Max Drawdown: -7.225%
BLB Wk 15: -0.001%
BLB Q1: +1.310%
BLB YTD: +2.987%
BLB Max Drawdown: -2.796%
AME* : 27.75/70 = .396
Days Invested: 43
Days in Cash: 27
**W-L-T:
NDX: 38-29-3
BLB: 21-14-35
***Win Pct.:
NDX: 56.7%
BLB: 60.0%
BLB Portfolio Stats:
Up Weeks: 9 - Largest: +1.656% - Average: +0.642%
Down Weeks: 6 - Largest: -1.440% - Average: -0.465%
Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +10.80%
Portfolio Value: $10,298.65
Capital Gains: +$220.35
Interest Income: +$78.30
*Average Market Exposure; NDX = 1.0
**"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
*** Win Pct. = W/(W+L)*100
NDX Wk 15: +0.216%
NDX Q1: +0.880%
NDX YTD: +3.412%
NDX Max Drawdown: -7.225%
BLB Wk 15: -0.001%
BLB Q1: +1.310%
BLB YTD: +2.987%
BLB Max Drawdown: -2.796%
AME* : 27.75/70 = .396
Days Invested: 43
Days in Cash: 27
**W-L-T:
NDX: 38-29-3
BLB: 21-14-35
***Win Pct.:
NDX: 56.7%
BLB: 60.0%
BLB Portfolio Stats:
Up Weeks: 9 - Largest: +1.656% - Average: +0.642%
Down Weeks: 6 - Largest: -1.440% - Average: -0.465%
Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +10.80%
Portfolio Value: $10,298.65
Capital Gains: +$220.35
Interest Income: +$78.30
*Average Market Exposure; NDX = 1.0
**"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
*** Win Pct. = W/(W+L)*100
The crystal ball says "GO LONG!"
All funds to OTPIX.
All funds to OTPIX.
Selling half of long position @ today's close.
Rest of long goes to CASH @ EOD.
Today, we go short.
All funds to SOPIX.
All funds to SOPIX.
The crystal ball throws in the towel on the short position - back to CASH for Monday.