NDX EOD w/ BLB

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

  1. Going to 100% CASH for Thursday 4/5/07.
     
    #81     Apr 4, 2007
  2. Trading into a 50% SOPIX (short NDX) position @ EOD.
     
    #82     Apr 5, 2007
  3. NDX Wk 14: +2.290%
    NDX Q1: +0.880%
    NDX YTD: +3.190%
    NDX Max Drawdown: -7.225%

    BLB Wk 14: +1.662%
    BLB Q1: +1.310%
    BLB YTD: +2.993%
    BLB Max Drawdown: -2.796%
    AME* : 26.75/65 = .412

    Days Invested: 41
    Days in Cash: 24

    **W-L-T:
    NDX: 35-27-3
    BLB: 20-13-32

    ***Win Pct.:
    NDX: 56.5%
    BLB: 60.6%

    BLB Portfolio Stats:
    Up Weeks: 9 - Largest: +1.662% - Average: +0.642%
    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: +11.80%

    Portfolio Value: $10,299.32

    Capital Gains: +$226.42
    Interest Income: +$72.90

    *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
     
    #83     Apr 6, 2007
  4. Trading short position to CASH @ EOD.
     
    #84     Apr 10, 2007
  5. *** Interest Income for Wk. 14 was overstated by $0.60 - Calculation adjustments have been made accordingly ***

    NDX Wk 15: +0.216%
    NDX Q1: +0.880%
    NDX YTD: +3.412%
    NDX Max Drawdown: -7.225%

    BLB Wk 15: -0.001%
    BLB Q1: +1.310%
    BLB YTD: +2.987%
    BLB Max Drawdown: -2.796%
    AME* : 27.75/70 = .396

    Days Invested: 43
    Days in Cash: 27

    **W-L-T:
    NDX: 38-29-3
    BLB: 21-14-35

    ***Win Pct.:
    NDX: 56.7%
    BLB: 60.0%

    BLB Portfolio Stats:
    Up Weeks: 9 - Largest: +1.656% - Average: +0.642%
    Down Weeks: 6 - Largest: -1.440% - Average: -0.465%
    Up Months: 2 - Largest: +0.734% - Average: +0.718%
    Down Months: 1 - Largest: -0.129% - Average: -0.129%

    IRR: +10.80%

    Portfolio Value: $10,298.65

    Capital Gains: +$220.35
    Interest Income: +$78.30

    *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
     
    #85     Apr 14, 2007
  6. The crystal ball says "GO LONG!"

    All funds to OTPIX.
     
    #86     Apr 16, 2007
  7. Selling half of long position @ today's close.
     
    #87     Apr 17, 2007
  8. Rest of long goes to CASH @ EOD.
     
    #88     Apr 18, 2007
  9. Today, we go short.
    All funds to SOPIX.
     
    #89     Apr 19, 2007
  10. The crystal ball throws in the towel on the short position - back to CASH for Monday.
     
    #90     Apr 20, 2007