Small Portfolio
|
XLF & IAU
|
16.21%
|
|
Position
|
Date
|
Return
|
Days
|
BT
|
1/4/2012
|
18.09%
|
247
|
DECK
|
6/15/2012
|
-1.56%
|
84
|
CVX
|
7/5/2012
|
6.11%
|
64
|
RIMM
|
7/16/2012
|
-7.31%
|
53
|
UEIC
|
7/30/2012
|
18.85%
|
39
|
QSII
|
8/6/2012
|
11.20%
|
32
|
SWM
|
8/23/2012
|
2.05%
|
15
|
FCX
|
8/27/2012
|
0.58%
|
11
|
DWA
|
9/4/2012
|
3.24%
|
3
|
CAJ
|
9/5/2012
|
-0.74%
|
2
|
S&P
|
Annualized
|
5.08%
|
|
Small Portfolio
|
Annualized
|
12.73%
|
|
Large Portfolio
|
Annualized
|
14.97%
|
Yet another rotation. Should slow down after this one:
The model is selling BT, and buying DVN.
As always, a negative divergence tomorrow would cancel the trade.
Also, this is now the second trade in a new sell rule for
the model. Sells were based on technical
considerations alone before, and are now based on a combination of technical
and fundamental values.
This should prevent incidents where TTM had to decline from +70% to +20% before it was sold, and should also prevent selling CECO the other day, only to watch it recover most of its losses in the next two days. Models are always something to be fine tuned – but never curve fitted.
Tim
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