Open Positions
P Taker
P Hybrid
P Hybrid
P Runner
Closed Trades
No change, see 1st March
Portfolio Management
Limit Bids in to buy CPL, RRL, & SPH for all 3 portfolios on Monday.
Subscribe to:
Post Comments (Atom)
skip to main |
skip to sidebar
Philosophy
If the band's playing a Waltz, don't dance the Fandango!
BLOGROLL Financial
Heavens Above!
Down to Earth
Useful Financial Sites
- ADVFN
- Apprenticed Investor - Barry Ritholtz
- ASIC Short Selling
- ASX Company Announcements
- ASX Indices
- ASX Market Pulse
- ASX Short Sales
- ASX Trading Calendar 2018
- asxiq
- asxiq stock screener
- Chris Perruna spreadsheets
- Collective2
- Compound Interest Calculator
- Delisted Stocks
- Develop a futures trading system
- Digital Look
- Dividend History
- Dividend Investor
- Dividend Yield Scanner
- Economic Graphs
- Equities Info
- Expectancy Calculator Online
- Financial Advice
- Financial Times Screener
- FINVIZ Market Map
- Forex Calendar
- Gary Stone
- Gold Price
- Gold Silver Guide
- Hugh Kimura Forex Trading
- IBD Index
- Incredible Charts
- InvestoGain Australia
- Investopedia
- Kitco Spot Gold
- Market Holidays NYT
- Market Timing
- Michael Covel Podcasts
- New 52 week Highs/Lows
- Options & Futures Expiry
- Options & Futures Expiry 2014
- Percentage calculator
- Percentage Change Calculator
- Planet Money NPR
- Reuters
- Ripple
- S&P Indices Australia
- Seasonal charts
- Seasonality
- ShareDividends
- SmartMoney Market Map
- Stock Market Indicators
- The Chartist
- Thomas Pflugl
- Trading Economics
- Trading System Simulator
- Upcoming Dividends
- Vertical Solutions
- World Markets
Miscellanea
- Astrophotography
- Astropics
- Auroral Activity NOAA
- Bad Astronomy
- Banksy
- Best Fishing Times
- Bing Images
- Boing Boing
- Buzzfeed
- Climate Types
- Cracked
- Deep Space Network
- Earth Moon viewer
- Energy Bulletin
- Fuel Comparison Calculator
- Gizmo's Freeware
- Grist
- ImageShack
- Indexed
- Internet address locator
- John Horgan
- Khan Academy
- NASA
- OVATION Aurora
- PETA
- Phil Hart
- Pocket Watch Database
- Political Test
- Random Number Generator
- Reverse Phones Australia
- SDO Solar Dynamics Observatory
- SLOOH
- SOHO
- STEREO
- Sidewalk Astronomers
- Singularity
- Skeptoid
- Sky-Map.Org
- Softpedia
- Solar Power
- Solar Wind Speed
- SpaceX
- Squarespace Logo
- Stellarium
- TED
- Test Your Political Compass
- The Naked Eye Planets
- TinEye
- TinyURL
- TwistedSifter
- Tyre Rim Size Calculator
- Urban Dictionary
- VirusTotal URL Scanner
- VirusTotal file scanner
- darkroastedblend
- edx
- skepticblog
- sokitt
About this blog..
The two most common phrases you see on trading sites are: "Nobody ever went broke by taking a profit" & "Let your profits run & cut your losses quickly" They contradict each other, so which is true?
This Blog has evolved into a forward test of both theories.
Both portfolios* are weekly momentum/trend following systems using the same starting capital, entry and universe (ASX All Ords) but using a wide exit on P Runner and even wider on the 2sl3sdc portfolio. Exits are usually adjusted down by the dividend amount.
The Total Market Value can be reconciled by subtracting the Open Holdings Gain, Earnings and Closed Equity sums from the Total Market Value to give the original starting capital of $50k for the Runner portfolio & $78k for the 2sl3sdc portfolio.
*(There were originally 3 portfolios - P Taker with a tight exit was dropped in early 2014 as it only broke even, & the P Hybrid, which under-performed P Runner, was closed in Oct 2015 and replaced by 2sl3sdc in November 2015.)
Both portfolios* are weekly momentum/trend following systems using the same starting capital, entry and universe (ASX All Ords) but using a wide exit on P Runner and even wider on the 2sl3sdc portfolio. Exits are usually adjusted down by the dividend amount.
Money Management
The 'Runner" portfolio uses a fixed position size of $5000 which was 10% of the original starting capital.
The '2SL3SDC' portfolio uses a risk adjusted position size.
Positions may be taken in the market or they may be paper trades, depending on actual available capital. Any paper trades will be taken as if they were actual trades. No 'in market' stop loss is used, risk management is done by position size and system exits.
Positions may be taken in the market or they may be paper trades, depending on actual available capital. Any paper trades will be taken as if they were actual trades. No 'in market' stop loss is used, risk management is done by position size and system exits.
The Total Market Value can be reconciled by subtracting the Open Holdings Gain, Earnings and Closed Equity sums from the Total Market Value to give the original starting capital of $50k for the Runner portfolio & $78k for the 2sl3sdc portfolio.
*(There were originally 3 portfolios - P Taker with a tight exit was dropped in early 2014 as it only broke even, & the P Hybrid, which under-performed P Runner, was closed in Oct 2015 and replaced by 2sl3sdc in November 2015.)
Blog Archive
-
▼
2010
(77)
-
▼
March
(9)
- Limit Bids in on DML & CPL(again) Good for Day Bou...
- Bought SPH @ the open 1.835 Limit Bids on CPL & RR...
- March 27th End of Week Portfolio Summary
- March 20th End of Week Portfolio Summary
- March 13th End of Week Portfolio Summary
- Portfolio Management 7th March 2010
- Open Positions 5th March 2010 End Of Week
- Last Ten Closed Trades 1st March 2010
- P Hybrid HZN sold 4698 at the open 0.305 bal 4698...
-
▼
March
(9)
Pages
Nothing in this blog should be taken as a stock recommendation or advice.
No comments:
Post a Comment