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Archive for November 28th, 2008

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Despite my best efforts to kill the patient (aka my accounts), I think he/she/it is still alive – finally, I’ve got some better movement in the systems area.  Nothing that makes me want to run out and throw all my money at them, but hey, it’s a start.

November has finished up with MR1 basically flat, while MOMO1 and TREND1 seem to have finally caught onto to something – namely bonds and gold.  Both of them are in bonds, and MOMO1 has held gold since October and continues to hold it (we’ll find out more next week when we re-rank the ETFs).

Now, as I’ve mentioned over and over – I haven’t been trading these systems in November because the master signal is off.  The master signal (aka Skills Index) flipped to an on position briefly, then off again.  But things change fast in this market, so I’ll note that the Skills Index just flipped back on.  Only problem here is that the market is so obviously overbought I don’t plan on adding to any positions right here.

I’m also waiting for the systems to trade above their 50d moving average in terms of their equity curve as well.  So MOMO1 is about there, TREND1 isn’t, and MR1 slightly above it at this point.

As normal, you’ll find the individual strategies pages (MOMO1, TREND1, MR1) have updated equity curves, statistics and current holdings. As was true of my last update – all the trading systems below assume an Interactive Broker‘s-like commission plan – for these, it is .01 cent per share with a $1 dollar minimum.

MOMO1:

  • Return for Nov-08: 9.3% (does not include dividends)
  • Return YTD: -23.2%
  • Current holdings: SHY, TLT, GLD

TREND1:

  • Return for Nov-08: 3.6% (does not include dividends)
  • Return YTD: -30.1%
  • Current holdings: IEF

MR1:

  • Return for Nov-08: -0.5% (does not include dividends)
  • Return YTD: 5.3%
  • Current holdings: See blog for updates.

Benchmarks: All my benchmarks are from Google Finance – so your results may be slightly different.

  • S&P500:
    • Nov-08: -4.71%
    • YTD: -38.96%
  • DOW:
    • Nov-08: -2.6%
    • YTD: -33.44%
  • Nasdaq:
    • Nov-08: -6.91%
    • YTD: -42.1%
  • IWM (proxy for the R2000):
    • Nov-08: -2.29%
    • YTD: -37.64%
  • EFA (proxy for developed foreign markets):
    • Nov-08: -2.23%
    • YTD: -46.8%
  • EEM (proxy for developing foreign markets):
    • Nov-08: -1.67%
    • YTD: -54.15%

As always – I welcome any questions or comments you might have, and I hope you caught the move up last week!

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