NDX EOD w/ BLB

Discussion in 'Journals' started by BlindLemonBoosh, Jan 2, 2007.

  1. There was no trade today.
     
    #21     Jan 25, 2007
  2. 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?
     
    #22     Jan 25, 2007
  3. 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.
     
    #23     Jan 26, 2007
  4. There was no trade today. The crystal ball is a little hazy.
     
    #24     Jan 26, 2007
  5. 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
     
    #25     Jan 27, 2007
  6. Should read:
    AME** : 5.50/17 = .324
     
    #26     Jan 27, 2007
  7. Interesting stuff BLB, Do you use mechanical or discretionary signals?
     
    #27     Jan 27, 2007
  8. Going to nudge the position up to 100% long @ today's close.
     
    #28     Jan 29, 2007
  9. 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.
     
    #29     Jan 29, 2007
  10. Scaling back to 50% OTPIX for tomorrow.
     
    #30     Jan 30, 2007