Back to 50% long (OTPIX) after avoiding some lumps...
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NDX EOD w/ BLB
- Thread starter BlindLemonBoosh
- Start date
(Through 6/1/07)
NDX Wk 22: +2.064%
NDX Q1: +0.880%
NDX YTD: +9.754%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 22: +0.069%
BLB Q1: +1.310%
BLB YTD: +4.033%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 51/94 = .543
Days Invested: 56
Days in Cash: 38
BLB Portfolio Stats:
Up Weeks: 13 - Largest: +1.656% - Average: +0.607%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +9.90%
Portfolio Value: $10,403.30
Capital Gains: +$292.60
Interest Income: +$110.70
*Average Market Exposure; NDX = 1.0
NDX Wk 22: +2.064%
NDX Q1: +0.880%
NDX YTD: +9.754%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 22: +0.069%
BLB Q1: +1.310%
BLB YTD: +4.033%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 51/94 = .543
Days Invested: 56
Days in Cash: 38
BLB Portfolio Stats:
Up Weeks: 13 - Largest: +1.656% - Average: +0.607%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +9.90%
Portfolio Value: $10,403.30
Capital Gains: +$292.60
Interest Income: +$110.70
*Average Market Exposure; NDX = 1.0
(Through 6/8/07)
NDX Wk 23: -1.141%
NDX Q1: +0.880%
NDX YTD: +8.501%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 23: +0.053%
BLB Q1: +1.310%
BLB YTD: +4.088%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 54/99 = .545
Days Invested: 60
Days in Cash: 39
BLB Portfolio Stats:
Up Weeks: 14 - Largest: +1.656% - Average: +0.568%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +9.50%
Portfolio Value: $10,408.78
Capital Gains: +$295.68
Interest Income: +$113.10
*Average Market Exposure; NDX = 1.0
NDX Wk 23: -1.141%
NDX Q1: +0.880%
NDX YTD: +8.501%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 23: +0.053%
BLB Q1: +1.310%
BLB YTD: +4.088%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 54/99 = .545
Days Invested: 60
Days in Cash: 39
BLB Portfolio Stats:
Up Weeks: 14 - Largest: +1.656% - Average: +0.568%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +9.50%
Portfolio Value: $10,408.78
Capital Gains: +$295.68
Interest Income: +$113.10
*Average Market Exposure; NDX = 1.0
Attachments
Bumping up long position to 100% for Tuesday.
Closing long NDX position. CASH is King for Friday.
Initiating a 100% short (SOPIX) position for Monday.
(Through 6/15/07)
NDX Wk 24: +1.896%
NDX Q1: +0.880%
NDX YTD: +10.559%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 24: +1.081%
BLB Q1: +1.310%
BLB YTD: +5.219%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 57.5/104 = .553
Days Invested: 64
Days in Cash: 40
BLB Portfolio Stats:
Up Weeks: 15 - Largest: +1.656% - Average: +0.602%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +11.80%
Portfolio Value: $10,521.94
Capital Gains: +$405.84
Interest Income: +$116.10
*Average Market Exposure; NDX = 1.0
NDX Wk 24: +1.896%
NDX Q1: +0.880%
NDX YTD: +10.559%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)
BLB Wk 24: +1.081%
BLB Q1: +1.310%
BLB YTD: +5.219%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 57.5/104 = .553
Days Invested: 64
Days in Cash: 40
BLB Portfolio Stats:
Up Weeks: 15 - Largest: +1.656% - Average: +0.602%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +11.80%
Portfolio Value: $10,521.94
Capital Gains: +$405.84
Interest Income: +$116.10
*Average Market Exposure; NDX = 1.0
Attachments
Converting short position (SOPIX) to CASH @ today's close.
Reloading 100% short (SOPIX) position @ today's close.