|
Mouse
|
XLB
|
2.27%
|
|
|
Rabbit
|
Date
|
Return
|
Days
|
|
NVR
|
12/16/2015
|
0.68%
|
376
|
|
CASY
|
5/12/2016
|
5.32%
|
228
|
|
AVB
|
5/24/2016
|
-1.69%
|
216
|
|
AEM
|
6/7/2016
|
-22.35%
|
202
|
|
AMED
|
6/16/2016
|
-14.23%
|
193
|
|
FRO
|
6/27/2016
|
-6.96%
|
182
|
|
ASTE
|
7/12/2016
|
15.82%
|
167
|
|
MFC
|
9/1/2016
|
33.38%
|
116
|
|
CFFN
|
9/12/2016
|
18.46%
|
105
|
|
FIG
|
12/6/2016
|
-1.97%
|
20
|
|
Turtle
|
Date
|
Return
|
Days
|
|
BT
|
8/11/2015
|
-33.53%
|
503
|
|
DY
|
10/30/2015
|
8.67%
|
423
|
|
TMK
|
11/23/2015
|
23.87%
|
399
|
|
UPLMQ
|
12/1/2015
|
90.77%
|
391
|
|
CMP
|
2/19/2016
|
21.08%
|
311
|
|
NVR
|
2/22/2016
|
4.92%
|
308
|
|
ENOC
|
3/15/2016
|
-15.98%
|
286
|
|
AMWD
|
3/17/2016
|
11.34%
|
284
|
|
ESRX
|
6/13/2016
|
-9.10%
|
196
|
|
SFM
|
9/8/2016
|
-0.66%
|
109
|
|
Since 5/31/2011
|
Annualized
|
||
|
S&P
|
68.29%
|
9.79%
|
|
|
Mouse
|
123.07%
|
15.48%
|
|
|
Rabbit
|
68.04%
|
9.76%
|
|
|
Turtle
|
122.71%
|
15.45%
|
|
|
Previous
|
YTD
|
||
|
S&P
|
51.94%
|
10.76%
|
|
|
Mouse
|
77.79%
|
25.47%
|
|
|
Rabbit
|
57.21%
|
6.89%
|
|
|
Turtle
|
58.35%
|
40.64%
|
Closing in on the end of the year – and the end of the
Rabbit. The Turtle will absorb the
Rabbit artifacts at the end of the year for the final version of the model, and
the end of the “experimental” phase.
Since the launch of the models in May 2011 I’ve been trading
my own funds, and will continue to do so.
But as of the close of the Rabbit I consider the experiments to be at an
end. The Turtle strategy will
self-adjust, but will not require further human development. All metrics will automatically fine tune
based on which metrics perform best for long term trades.
Both the short term holding sector model (i.e. the Mouse)
and the long term holding stock model (i.e. the Turtle) are right on the
regression line from the 1999 to present backtest, showing that live trading
and backtests are perfectly consistent.
I couldn’t ask for better.
That said, “success” for me is a way to spend less time
trading and more time living. The blog
has been quieter of late as I closed in on the goal of this process. Going forward, I plan to do two things. I’ll continue to post trades and
thoughts. The only difference is that
those trades will be much less frequent.
But that’s a good thing.
High frequency is for black boxes.
Low frequency is for investors who want to have a life.
And that’s my wish for you, dear reader, as we approach the
new year. Live that year. We only have a limited number of them anyway.
Tim
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