Steady as she goes. No change for tomorrow.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
NDX EOD w/ BLB
- Thread starter BlindLemonBoosh
- Start date
The MarketView from here is that CASH is King.
All funds to MPIXX.
All funds to MPIXX.
No trade today.
Wk 5: +.629%
Mo 1: +.734%
YTD: +.729%
Days Invested: 14
Days in Cash: 8
Up Days*: 7 - Largest: +1.650% - Average: +0.381%
Down Days*: 7 - Largest: -1.036% - Average: -0.298%
Up Weeks: 4 - Largest: +0.629% - Average: +0.301
Down Weeks: 1 - Largest: -0.473 - Average: -0.473
Up Months: 1 - Largest: +0.734% - Average: +0.734%
Down Months: 0 - Largest: N/A - Average: N/A
IRR: +8.30%
AME** : 8.25/22 = .375
Portfolio Value: $10,072.93
Capital Gains: +$50.13
Interest Income: +$22.80
*Includes only days in market
**Average Market Exposure; NDX = 1.0
Mo 1: +.734%
YTD: +.729%
Days Invested: 14
Days in Cash: 8
Up Days*: 7 - Largest: +1.650% - Average: +0.381%
Down Days*: 7 - Largest: -1.036% - Average: -0.298%
Up Weeks: 4 - Largest: +0.629% - Average: +0.301
Down Weeks: 1 - Largest: -0.473 - Average: -0.473
Up Months: 1 - Largest: +0.734% - Average: +0.734%
Down Months: 0 - Largest: N/A - Average: N/A
IRR: +8.30%
AME** : 8.25/22 = .375
Portfolio Value: $10,072.93
Capital Gains: +$50.13
Interest Income: +$22.80
*Includes only days in market
**Average Market Exposure; NDX = 1.0
I like the way things are going BLB -- very methodical and it appears to be low risk with above avg. returns
Also, what's the max. drawdown?
Quote from drukes1234:
I like the way things are going BLB -- very methodical and it appears to be low risk with above avg. returns
I'll need to adjust position sizing upward to attain my stated annualized goal of 25-30%. Risk is going to ratchet upwards a bit going forward. I would say that the sizing used in January's trades would be acceptable for "conservative" investors. As far as the returns go, January was very much in the "mediocre" category...not that far from the "ugh" category, considering the strong advance of the benchmark NAZ 100. Things should look better as the sample grows.
Quote from drukes1234:
Also, what's the max. drawdown?
I haven't yet built a module that provides performance metrics at given risk levels. (Damn these homespun strategies!!) I'm trading on the basic assumption that an Average Market Exposure of < 1.0 WILL manifest itself , over a sufficient time frame, in a lower risk profile than the benchmark. I'm also trading setups that appear to present better than average expectancies/win percentages. Technically, this SHOULD attenuate max drawdown further. Sorry I can't provide you with a more precise answer at this juncture.
No trade today.
Cash is STILL King. No trade.