NDX EOD w/ BLB

150% long for Monday
(50% OTPIX, 50% UOPIX)

 

Wk 9:: -1.440%
Mo 1: +.734%
Mo 2: +.701%
YTD: -.234%
Max Drawdown: -1.651%

Days Invested: 25
Days in Cash: 16

*W-L-T:
12-8-21

**Win Pct.: 60.0%

Up Weeks: 6 - Largest: +0.629% - Average: +0.328%
Down Weeks: 3 - Largest: -1.440% - Average: -0.729%

Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 0 - Largest: N/A - Average: N/A

IRR: -1.30%
AME*** : 12.0/41 = .293

Portfolio Value: $9976.59

Capital Gains: -83.81
Interest Income: +$50.40

*"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
** Win Pct. = W/(W+L)*100
***Average Market Exposure; NDX = 1.0

 

No trade today.

 

Selling OTPIX position, keeping UOPIX - remaining position is effectively a hair over 100% long.

 

CASH is King for tomorrow. Selling the UOPIX.

 

Still in CASH for Monday.

 

NDX Wk 10: +1.084%
NDX Mo 1: +2.014%
NDX Mo 2: -1.712%
NDX YTD: -0.692%
NDX Max Drawdown: -7.225%

BLB Wk 10: +1.022%
BLB Mo 1: +0.734%
BLB Mo 2: +0.701%
BLB YTD: +0.786%
BLB Max Drawdown: -2.796%
AME* : 16.0/46 = .348

Days Invested: 28
Days in Cash: 18

**W-L-T:
13-10-23

***Win Pct.: 56.5%

Up Weeks: 7 - Largest: +1.022% - Average: +0.427%
Down Weeks: 3 - Largest: -1.440% - Average: -0.729%

Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 0 - Largest: N/A - Average: N/A

IRR: +4.20%

Portfolio Value: $10,078.60

Capital Gains: +25.20
Interest Income: +$53.40

*Average Market Exposure; NDX = 1.0
**"W" is a >= 0.05% GAIN day; "L" is a >= 0.05% LOSS day; "T" is rest of days
*** Win Pct. = W/(W+L)*100

 

Going to 50% short NDX (SOPIX) for Tuesday.

 

Back to CASH @ today's close.

 

Putting a 50% SOPIX (short NDX) position back on for Thursday.