weekend report summary, Oct 02, 2011

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• Market in Bear Normal;  Market is Neutral on a short term basis
• Equities returned to last week’s  lows, with volatility remaining in the high end of normal. ;
• Blended monthly rebalancing, current holdings:
  • 26 ETF portfolio:  TLT, TLT, SHY (double scoop of TLT)
  • 13 ETF portfolio:  TLT x3 (Triple scoop of TLT) (could also use TLT and 2x SHY if you don’t want the volatility of TLT)
  • next re-evaluation  on/about  1 Nov
• ETF2 notes:  the system does what it does.   all cash
  • Theoretical exposure is recommended at 0%;  Model portfolio will be at 0% exposed
• Bundle 2 of the Tradestation project  has been completed, with favorable reports from initial users;  contains 6  unique Tortoise market condition indicators combined with the power of Tradestation. Am preparing an overview and demo for the October IITM seminars. Am trying convince Mark Mcdowell to do a webinar demo that we can record J  we’ll see

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weekend strategy report for July 16, 200

• Market in Bull Normal;  Market is Oversold on a short term basis
• Equities sold off this week, with volatility increasing slightly
• Blended monthly rebalancing, current holdings:
  • 26 ETF portfolio:  FXF, IYR, IEV
  • 13 ETF portfolio:  IYR, DIA, EFA
  • next re-evaluation  on/about  1 Aug
• ETF2 notes: no change, adjust stops
  • Theoretical exposure is recommended at 50%;
  • model portfolio is at 100%
• You can use this link for adding questions  and/or comments to be addressed in the weekly webinar

http://www.surveymonkey.com/s/WeeklyWebinar

Weekend report review, exec summary for Jul 09, 2011

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• Market in Bull Normal;  Market is Overbought on a short term basis
• Equities maintained the gains this week, with volatility declining slightly inspite of weak employment numbers
• Blended monthly rebalancing, current holdings:
  • 26 ETF portfolio:  FXF, IYR, IEV
  • 13 ETF portfolio:  IYR, DIA, EFA
  • next re-evaluation  on/about  1 Aug
• ETF2 notes: no change, adjust stops
  • Theoretical exposure is recommended at 90%;
  • model portfolio will be at 100%

Related articles

• weekend review May 15, 2011 (kansasreflections.wordpress.com)

Blended monthly rebalancing strategy

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Beginning July 1^st I will be shifting the 331, 631 and 333 strategies to a “Blended Monthly Rebalancing” strategy in this space.

As a result of the hard work and backtesting of many mastermind members I am satisfied that we have found a ruleset that offers improved reward:risk, and risk management.

The 3 systems we have been following here have done their job just fine, but by refining the list of ETFs to choose from,  incorporating a blend of the 3 and 6 month lookback period, and adding a  monthly moving average filter to the system I believe we have a significantly improved strategy.

I am writing up the rule set for distribution this weekend and will distribute it and a spreadsheet for implementing it to Gold and Silver members. I will continue to publish the current list of holdings in this space for the variation of the ruleset I will follow

weekend report review June 18, 2011

“]

Cover of Sideways [Blu-ray

http://www.youtube.com/watch?v=oxKBpxlGtnE

main themes: playing defense as the bearish trend is now officially strong sdn we are on the boundary of a Volatile Sideways market

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weekend strategy report, June 04, n2011

Image by World Economic Forum via Flickr

• Market in Bull Normal;  Market is neutral on a short term basis
• Equities remained sideways all week, with volatility increasingly slightly
• Rebalancingproject:
  • Monthly rebalancing : next re-evaluation  on/about  1 June
    • 331 is holding  IYR, EEM, TLT
    • 631 is holding IYR, MDY, IWM
    • Quarterly rebalancing: next re-evaluation on/about 1 July. 333 is holding DIA, MDY, IWM;
• ETF2 notes:   selling IJK, XRT
  • Theoretical exposure is recommended at 0%;
  • model portfolio is at 20% after the sells

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• weekend review May 15, 2011 (kansasreflections.wordpress.com)

weekend review May 15, 2011

• Market in Bull Normal;  Market is neutral on a short term basis
• Equities were sideways all week, digesting last week’s gains, with a slight advantage to the US and its defensive sectors
• Commodities experienced more weakness this week, with silver remaining highly volatile
• Rebalancingproject:
  • Monthly rebalancing : next re-evaluation  on/about  1 June
    • 331 is holding  EWA, MDY, IWM;
    • 631 is holding EWA, MDY, IWM
    • Quarterly rebalancing: next re-evaluation on/about 1 July. 333 is holding DIA, MDY, IWM;
• ETF2 notes:   selling EWG, EWY by rule (below average scores on AVG and STR, and negative on 5 week %)
  • Theoretical exposure is recommended at 40%;  therefore no new buys
  • model portfolio is at 40% after the sells
• Making preparations this week for the research weekend and live trading week on KC. Time flies!
• You can use this link for adding questions  and/or comments to be addressed in the weekly webinar

http://www.surveymonkey.com/s/WeeklyWebinar

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weekend market review, May 07, 2011

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• Market in Bull Normal;  Market is neutral on a short term basis
• Equities sold off this week, but found support near the end of the week
• Commodities cracked this week with silver experiencing a 5 sigma selloff (2d largest 5 day loss in the last 5 years)
• Rebalancing project:
  • Monthly rebalancing : next re-evaluation  on/about  1 June
    • 331 is holding  EWA, MDY, IWM;
    • 631 is holding EWA, MDY, IWM
    • Quarterly rebalancing: next re-evaluation  on/about  1 July. 333 is holding DIA, MDY, IWM;
• ETF2 notes:   adding positions in IHF (healthcare), XBI (biotech), XRT (retail). adjust stops
  • Theoretical exposure is recommended at 60%;
  • model portfolio is at 60%
• You can use this link for adding questions  and/or comments to be addraqessed in the weekly webinar

http://www.surveymonkey.com/s/WeeklyWebinar

 

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• AAPL shares survive rebalancing on Nasdaq today (tuaw.com)
• Rebalancing Your Investment Portfolio (getrichslowly.org)
• The pros and cons of regularly rebalancing your portfolio (theglobeandmail.com)
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• How Often Should I Rebalance My Investment Portfolio? Updated (mymoneyblog.com)
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Weekend review, Apr 30, 2011

• Market in Bull Normal;  Market is Overbought on a short term basis
• Equities have broken through the previous swing high, with signs of confidence in Asia less Japan and Europe emerging
• US Dollar plummets to its lowest point in years.
• Precious metals, commodities, energy  of any type are dominating, especially silver  (which is beginning to look toppy)
• Rebalancingproject:
  • Monthly rebalancing : next re-evaluation  on/about  1 June
    • 331 is holding  EWA, MDY, IWM;
    • 631 is holding EWA, MDY, IWM
    • Quarterly rebalancing: next re-evaluation  on/about  1 July. 333 is holding DIA, MDY, IWM;
• ETF2 notes:   add a position in EWG (Germany) adjust stops
  • Theoretical exposure is recommended at 100%;
  • model portfolio remains at 100%

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