Tag Archives: performance_update

Updates for Week of 20120416

Current positions for the hedge fund portfolio: long – DBC, VWO, IJR, RWX, VNQ, SCZ, IWM, GLD short – DBA, SHY, TLT, BWX The  artificial intelligence 1 system is not working. I can only conclude that my assumptions that I … Continue reading

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Hedge fund portfolio update for week of 20111205 and monthly performance update

For the hedge fund portfolio SHY switches from short to long. A stop will be added upon the fill. All other positions remain unchanged. The hedge fund portfolio gained 1.2% for the month of November. Here is a performance report: Trades 41 … Continue reading

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Modifications to the Hedge Fund Portfolio

I have made some changes to the hedge fund portfolio, in terms of portfolio composition and parameters for trading strategy. I have increased the diversification of the portfolio by adding an international real estate (RWX) and bond ETF (BWX). I … Continue reading

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Updates for October 2011

There are two new positions for the hedge fund portfolio: short 2166 shares of DBC and 331 shares of DBA. Note that I am using the functional analysis portfolio to test a new idea. I believe that I know what … Continue reading

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Updates

Here are the new positions for the hedge fund portfolio: short: 252 IJR, 428 SCZ, 135 SPY, 1162 VNQ, 385 VWO. Note that I did not renew the subscription for the small portfolio, as I mentioned would be the case … Continue reading

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Updates

There are no changes to the small or hedge fund portfolios. Here is a summary of the performance of the hedge fund portfolio: Trades 24 # Profitable 10 (41.7%) # months tracked 12 Profitable months 7 (58.3%) Avg trade duration … Continue reading

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Updates

There no updates for the hedge fund or small portfolios. I will update the futures portfolio tomorrow. Currently, collective2.com is having problems with quotes, so the performance statistics are incorrect. I will see if the problem has been fixed tomorrow.

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