Increasing short position from 50% to 200% for Monday.
NDX EOD w/ BLB
- Thread starter BlindLemonBoosh
- Start date
(Through 8/24/07)
NDX Wk 34: +3.844%
NDX Q1: +0.880%
NDX Q2: +9.126%
NDX YTD: +11.639%
NDX Max Drawdown: -10.078% (7/19/07-8/16/07)
BLB Wk 34: -0.408%
BLB Q1: +1.310%
BLB Q2: +6.610%
BLB YTD: +20.237%
BLB Max Drawdown: -8.814% (6/28/07-7/19/07)
AME* : 114/153 = .745
Days Invested: 105
Days in Cash: 48
BLB Portfolio Stats:
Up Weeks: 21 - Largest: +8.309% - Average: +1.466%
Down Weeks: 13 - Largest: -4.201% - Average: -0.905%
Up Months: 6 - Largest: +3.819% - Average: +1.836%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +32.60%
AdjIRR**: +43.76%
Portfolio Value: $12,023.65
Capital Gains: +$1885.35
Interest Income: +$138.30
*Average Market Exposure; NDX = 1.0
** AdjIRR = IRR/AME
NDX Wk 34: +3.844%
NDX Q1: +0.880%
NDX Q2: +9.126%
NDX YTD: +11.639%
NDX Max Drawdown: -10.078% (7/19/07-8/16/07)
BLB Wk 34: -0.408%
BLB Q1: +1.310%
BLB Q2: +6.610%
BLB YTD: +20.237%
BLB Max Drawdown: -8.814% (6/28/07-7/19/07)
AME* : 114/153 = .745
Days Invested: 105
Days in Cash: 48
BLB Portfolio Stats:
Up Weeks: 21 - Largest: +8.309% - Average: +1.466%
Down Weeks: 13 - Largest: -4.201% - Average: -0.905%
Up Months: 6 - Largest: +3.819% - Average: +1.836%
Down Months: 1 - Largest: -0.129% - Average: -0.129%
IRR: +32.60%
AdjIRR**: +43.76%
Portfolio Value: $12,023.65
Capital Gains: +$1885.35
Interest Income: +$138.30
*Average Market Exposure; NDX = 1.0
** AdjIRR = IRR/AME
Trading USPIX (2X short) to SOPIX (1X short) for tommorrow.
Selling short position down to 50% of assets for tommorrow.
Back to 100% short for Thursday.
Increasing short position to 200% for Friday.
Closing the "account". Too many things to do & not enough time.
Trading ProFunds as before.
Starting capital split into 3 "sub-accounts":
A) 55000 dedicated to trading 'Nasdaq 100' based funds.
B) 30000 dedicated to trading 'Dow Jones U.S. Oil & Gas Index' based funds
C) 15000 dedicated to trading 'Dow Jones Precious Metals Index' based funds.
Money Market accumulates zero interest.
Positions for Monday:
A) 100% cash
B) 20000 SNPIX (short)
c) 5000 SPPIX (short)
Starting capital split into 3 "sub-accounts":
A) 55000 dedicated to trading 'Nasdaq 100' based funds.
B) 30000 dedicated to trading 'Dow Jones U.S. Oil & Gas Index' based funds
C) 15000 dedicated to trading 'Dow Jones Precious Metals Index' based funds.
Money Market accumulates zero interest.
Positions for Monday:
A) 100% cash
B) 20000 SNPIX (short)
c) 5000 SPPIX (short)
A new journal has been created. This one is now defunct.
