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Trends have for the most part dissapeared, and may at best be in transformation mode. The chart below is typical of previously trending investments which have seen deteriorating trends for ~2 weeks now. Transactions for the week The deteriorating trends resulted in several sell signals early in the week: Sold... Continue reading
Posted Mar 20, 2011 at My Hedged Fund
Funny how the market changes from week to week. It was only last week when I wrote about how it had been a quiet week for The Fund from a trading perspective, selling only one position in Week 9. This week (Week 10) the market sold heavily, and it triggered... Continue reading
Posted Mar 12, 2011 at My Hedged Fund
It was a quiet week for "My Hedged Fund," both from an activity and final weekly performance, although intra-weekly volatility was higher than normal. The Fund had a volatility similar to that of the SPY which ended the week up 0.11%, with an 1.7% up day and 1.7% down day... Continue reading
Posted Mar 4, 2011 at My Hedged Fund
Most trends saw a significant deterioration this past week. The "fundamental" explanation revolves around the concerns associated with the problems in oil-rich Lybia. A significant amount of the oil production coming from the area was shut down, resulting in a spike in oil prices. This tends to concern most investors... Continue reading
Posted Feb 25, 2011 at My Hedged Fund
Bears are saying we're definitely over-extended, and that a correction is imminent, some bulls say this ride has barely started. While I may care about the answer, and as a true trend-follower would say, I do not have the slightest clue. Current Positions I completed the following transactions this week:... Continue reading
Posted Feb 18, 2011 at My Hedged Fund
Current Positions I completed the following transactions this week: Sold my positions in Russia (RSX), Taiwan (EWT), South Korea (EWY), Palladium (PALL), Metals & Mining (XME) and Biotech (IBB). These sales were completed in all cases to fund additional purchases in the assets listed below. EWT and EWY would have... Continue reading
Posted Feb 11, 2011 at My Hedged Fund
First some background, leveraged from the following sources: Investopedia - Shorting ETFs: Profit Or Peril? ETF Trends – Shorting ETFs Without the Risk, and Index Universe - Shorting ETFs Misunderstood, Even By A Ph.D. The Basics of shorting ETF’s – as with stocks, shorting an ETF requires that you borrow... Continue reading
Posted Feb 4, 2011 at My Hedged Fund
How do we handle volatility in a trend following system? Well of course, it depends. Periods of high volatility create a big opportunity for traders who use short-term trend following systems and can be extremely profitable with proven systems in the right hands. These traders look for periods where trends... Continue reading
Posted Jan 28, 2011 at My Hedged Fund
Why did I go into following trends? Because it took me out of a costly (at least in investing) trait… thinking too much. As Edwin Lefèvre wrote in Reminiscences of a Stock Operator, “It never was my thinking that made the big money for me. It always was my sitting.”... Continue reading
Posted Jan 21, 2011 at My Hedged Fund
Organisation / Fund 2010 Performance AUM ** Abraham Trading1 8.30% $456M Altis Partners2 11.52% $1,609M Aspect Capital3 15.35% N/A BlueTrend4 15.98% $8,000M Campbell & Company5 N/A N/A Chesapeake Capital6 10.86% $835M Clarke Capital7 42.62% $38M Drury Capital8 0.63% $305M Dunn Capital9 30.75% $275M Eckhardt Trading10 21.08% $418M EMC Capital11 6.72%... Continue reading
Posted Jan 17, 2011 at My Hedged Fund
I have found that the farther away from the minute to minute changes in the Market I am, the better I perform. Say that one day the Market goes up by 1% without a minute of my attention. “Great day!” I think, and feel energized, happy and with the proverbial... Continue reading
Posted Jan 14, 2011 at My Hedged Fund
From this "Trade 2 Win" Forum thread. Hedging as typically defined is a strategy which, if effectively implemented, should remain profitable and be protected from unanticipated market turns by having exposures on both the Long and Short sides of the market. By conducting what is often referred to as "pairs... Continue reading
Posted Jan 8, 2011 at My Hedged Fund
So I wake up early on Wednesday (January 5th) and log in, as it is my custom, to Morningstar, my favorite source for market information (I find Morningstar to be the most customer-friendly website out there, with plenty of ETF / Stock tools (some at a cost), but more on... Continue reading
Posted Jan 7, 2011 at My Hedged Fund
Today I entered trades on ERX (Energy), MWJ (Midcaps), TNA (Small Cap), TQQQ (Nasdaq) and UPRO (S&P 500); these are all 2X and 3X leveraged ETF's. Timing was not the best, as I have caught most of the selling today. Feeling a little down, but I am not worried, as... Continue reading
Posted Jan 4, 2011 at My Hedged Fund
These are the trading rules I follow, borrowed to a significant extent from Richard Rhodes and Dennis Gartman: In Bull Markets one can only be long or neutral, and in bear markets, one can only be short or neutral. This may seem self-evident; it is not. Buy that which is... Continue reading
Posted Dec 28, 2010 at My Hedged Fund
5-10-20 Trend-Following Strategy Trading the Golden Cross Which Golden Cross is the Best Golden Cross? The Uptrending Golden Cross How Many Shares to Buy on Each Trade? Short-Term Trading Strategies That Work (Review) A practical Guide to ETF Trading Systems (Review) Were the Turtles just lucky?… Moving Median: a better... Continue reading
Posted Dec 20, 2010 at My Hedged Fund
Initial asset class... investments made at the end of 12/31/10 trading day for a total of $107,639. An additional investment of $201,570 (including margin) will be made on January 4th. *An asset class with an "X" next to it indicates it is leveraged... "XS" indicates it is leveraged and short.... Continue reading
Posted Dec 20, 2010 at My Hedged Fund
CNBC'a Video on "The Wizard of Winton" List of Exchange Traded Funds Morningstar Stockcharts Kiplinger Real Clear Markets Blog Hedge Fund Indices ETF Trends ETF Replay Absolute Return "White Papers:" Does_Trend-Following_Work_on_Stocks? Opposite Attracts Profitability of Momentum Strategies Trend Following, Performance, Risk and Correlation Characteristics The Risk in Hedge Fund Strategies... Continue reading
Posted Dec 18, 2010 at My Hedged Fund
Country Asia Equities MSCI Malaysia Index - EWM MSCI Taiwan Index - EWT MSCI Korea Index - EWY MSCI Singapore Index - EWS MSCI Australia Index - EWA MSCI Japan Index - EWJ China Equities MSCI Hong Kong Index - EWH FTSE/Xinhua China 25 Index - FXI Emerging Markets DAXglobal... Continue reading
Posted Dec 18, 2010 at My Hedged Fund
Net Performance Dow Jones Credit Suisse Hedge Fund Index (USD) S&P 500 (USD) Dow Jones World Index (USD) My Hedged Fund 1 Month -0.18% 0.01% -2.16% TBD 3 Months 5.23% 13.08% 10.95% TBD 6 Months 6.24% 9.50% 11.75% TBD 1 Year 8.77% 9.94% 6.53% TBD 2 Year Cumulative 27.80% 37.85%... Continue reading
Posted Dec 17, 2010 at My Hedged Fund
My investment strategy is based solely in the identification of trends through the use of technical indicators. Various sets and actions of moving averages (MA) are used to identify trends; buying and selling decisions are reached by using the standard deviation and the average true range (ATR) in addition to... Continue reading
Posted Dec 16, 2010 at My Hedged Fund
Last Update: January 7, 2011, Fooled by Randomness There are of course dozens of books to choose from, so where to begin? If you want to get a sense of how I trade, then read the two books below and nothing else. The "additional reading" list makes good reading as... Continue reading
Posted Dec 16, 2010 at My Hedged Fund
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Dec 14, 2010