NDX EOD w/ BLB

Initiated 50% SOPIX (short NDX) position for Tuesday.

 

Today's trade @ EOD:
If NDX is between 1928 and 1946, increase SOPIX position to 100% of assets, else remain @ 50%.

 

The Stock_Trad3r Capitulation Index has blipped upward, indicating an opportunity to go long. Shifting SOPIX assets to OTPIX @ EOD - rest remains in cash.

 

Stock_Trad3rs will be out in force on Friday. Shifting to 100% long (OTPIX) weighting.

 

Closing long position @ EOD. Sitting out Monday (CASH is King!) in the hopes of a better setup later next week.

 

33 week equity curve attached.

 

(Through 8/17/07)

NDX Wk 33: +1.889%
NDX Q1: +0.880%
NDX Q2: +9.126%
NDX YTD: +6.771%
NDX Max Drawdown: -10.078% (7/19/07-8/16/07)

BLB Wk 33: +3.687%
BLB Q1: +1.310%
BLB Q2: +6.610%
BLB YTD: +20.729%
BLB Max Drawdown: -8.814% (6/28/07-7/19/07)

AME* : 112.5/148 = .760

Days Invested: 103
Days in Cash: 45

BLB Portfolio Stats:
Up Weeks: 21 - Largest: +8.309% - Average: +1.466%
Down Weeks: 12 - Largest: -4.201% - Average: -0.946%
Up Months: 6 - Largest: +3.819% - Average: +1.836%
Down Months: 1 - Largest: -0.129% - Average: -0.129%

IRR: +34.60%
AdjIRR**: +45.53%

Portfolio Value: $12,072.90

Capital Gains: +$1941.20
Interest Income: +$131.70

*Average Market Exposure; NDX = 1.0
** AdjIRR = IRR/AME

 

P.S.: Change the NDX Wk. 33 sign from "+" to "-" in the previous post.

 

Switching from CASH to 100% short (SOPIX) position @ today's close.

 

Trading down to 50% short from 100% @ today's close.