NDX EOD w/ BLB

Going back to CASH @ today's close.

 

NDX Wk 11: -0.144%
NDX Mo 1: +2.014%
NDX Mo 2: -1.712%
NDX YTD: -0.835%
NDX Max Drawdown: -7.225%

BLB Wk 11: +1.129%
BLB Mo 1: +0.734%
BLB Mo 2: +0.701%
BLB YTD: +1.923%
BLB Max Drawdown: -2.796%
AME* : 17.5/51 = .343

Days Invested: 31
Days in Cash: 20

**W-L-T:
15-10-26

***Win Pct.: 60.0%

Up Weeks: 8 - Largest: +1.129% - Average: +0.515%
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: +9.70%

Portfolio Value: $10,192.34

Capital Gains: +$132.34
Interest Income: +$60.00

*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 back to 50% SOPIX (short NDX) for 3/20.

 

All funds go to USPIX for tomorrow.

 

Selling half of USPIX.

 

NDX Wk 12: +2.974%
NDX Mo 1: +2.014%
NDX Mo 2: -1.712%
NDX YTD: +2.114%
NDX Max Drawdown: -7.225%

BLB Wk 12: -0.226%
BLB Mo 1: +0.734%
BLB Mo 2: +0.701%
BLB YTD: +1.652%
BLB Max Drawdown: -2.796%
AME* : 21.5/56 = .384

Days Invested: 35
Days in Cash: 21

**W-L-T:
NDX: 29-25-2
BLB: 17-12-27

***Win Pct.:
NDX: 53.7%
BLB: 58.6%

Up Weeks: 8 - Largest: +1.129% - Average: +0.515%
Down Weeks: 4 - Largest: -1.440% - Average: -0.614%

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

IRR: +7.40%

Portfolio Value: $10,165.22

Capital Gains: +$99.82
Interest Income: +$65.40

*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

 

All funds to CASH for Tuesday.

 

Initiated a 25% OTPIX (long NDX) position for Thursday.

 

Increasing long position to 100% OTPIX.

 

NDX Wk 13: -1.208%
NDX Mo 1: +2.014%
NDX Mo 2: -1.712%
NDX Mo 3: +0.611%
NDX YTD: +0.880%
NDX Max Drawdown: -7.225%

BLB Wk 13: -0.337%
BLB Mo 1: +0.734%
BLB Mo 2: +0.701%
BLB Mo 3: -0.129%
BLB YTD: +1.310%
BLB Max Drawdown: -2.796%
AME* : 23.75/61 = .389

Days Invested: 38
Days in Cash: 23

**W-L-T:
NDX: 31-27-3
BLB: 17-13-31

***Win Pct.:
NDX: 53.4%
BLB: 56.7%

Up Weeks: 8 - Largest: +1.129% - Average: +0.515%
Down Weeks: 5 - Largest: -1.440% - Average: -0.558%

Up Months: 2 - Largest: +0.734% - Average: +0.718%
Down Months: 1 - Largest: -0.129% - Average: -0.129%

IRR: +5.40%

Portfolio Value: $10,130.97

Capital Gains: +$60.47
Interest Income: +$70.50

*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