There was no trade today.
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NDX EOD w/ BLB
- Thread starter BlindLemonBoosh
- Start date
Profunds allows unlimited free trades, and decent money market rates for funds not placed into a trade. So, you can earn something when you are on the sidelines. Do you enter trades just before the 3:55PM EST online cut-off?
Quote from BrightPropGuy:
Profunds allows unlimited free trades, and decent money market rates for funds not placed into a trade. So, you can earn something when you are on the sidelines. Do you enter trades just before the 3:55PM EST online cut-off?
Usually around 3:50. The sector ProFunds (and also a couple of International funds) have an earlier cutoff @ 3:35 and are traded accordingly. I prefer working with the funds that have the later cutoff, as the day's market information is more complete at the time of execution. Of course, if a compelling gold trade comes along... If you take a look at the management fees, most of the funds will set you back about 1.4% per annum. Not bad, given the flexibility of their trading policies.
There was no trade today. The crystal ball is a little hazy.
Wk 1: +.103%
Wk 2: +.099%
Wk 3: -.473%
Wk 4: +.372%
MTD: +.100%
YTD: +.100%
Days Invested: 10
Days in Cash: 7
Up Days*: 4 - Largest: +1.650% - Average: +0.511%
Down Days*: 6 - Largest: -1.036% - Average: -0.345%
Up Weeks: 3 - Largest: +0.372% - Average: +0.191
Down Weeks: 1 - Largest: -0.473 - Average: -0.473
IRR: +1.20%
AME** : 1.75/12 = .324
Portfolio Value: $10,009.96
Capital Gains: -$9.54
Interest Income: +$19.50
*Includes only days in market
**Average Market Exposure; NDX = 1.0
Wk 2: +.099%
Wk 3: -.473%
Wk 4: +.372%
MTD: +.100%
YTD: +.100%
Days Invested: 10
Days in Cash: 7
Up Days*: 4 - Largest: +1.650% - Average: +0.511%
Down Days*: 6 - Largest: -1.036% - Average: -0.345%
Up Weeks: 3 - Largest: +0.372% - Average: +0.191
Down Weeks: 1 - Largest: -0.473 - Average: -0.473
IRR: +1.20%
AME** : 1.75/12 = .324
Portfolio Value: $10,009.96
Capital Gains: -$9.54
Interest Income: +$19.50
*Includes only days in market
**Average Market Exposure; NDX = 1.0
Going to nudge the position up to 100% long @ today's close.
Quote from quantzack:
Interesting stuff BLB, Do you use mechanical or discretionary signals?
Well, there is an algorithm that pumps out something that attempts to project what the NDX might do over the next few days, a.k.a. "expectancy". It also gives an indication of whether or not the sample size is large and a "win percentage". I take a look at these magic figures and determine trade direction and size. So, the foundation is mechanical with a discretionary overlay. From this point forward, I aim to diminish the discretionary element, perhaps establishing parameters for "conservative" "moderate" and "aggressive" investors. Not that I'm looking to market this, mind you...sometimes, my hobbies take a hold of me and won't let me go without an "answer" in hand. This seems to be one of those hobbies.
Scaling back to 50% OTPIX for tomorrow.