Tag Archives: portfolio

Updates for Week of 20120227

Current positions for the trend following with ranking system: long – feeder cattle, 5 year t-note, russell 2000 short – natural gas, rice, coffee, cocoa, wheat, corn Current positions for the hedge fund portfolio: long – DBC, VWO, IJR, RWX, … Continue reading

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Updates for Week of 20120130

Positions for the artificial intelligence 1 system: long – t-bond, soybeans, coffee short – copper, gold, silver, cotton I have had a lot of problems with entering positions on collective2, so I will update this list when the problems have … Continue reading

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New Trading System: Trend Following With Ranking

I have been using the test portfolio to test a new trend following system. I call this system Trend Following With Ranking. The system uses three criteria to select trades. First, a trend following algorithm is used to identify the … Continue reading

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Updates for Week of 20120102

Only stops have been updated for the hedge fund portfolio. Positions for the artificial intelligence 1 system: long: silver, gold, live cattle, soybeans, sugar, cotton short: t-bonds, russell2000, wheat, crude oil, copper The artificial intelligence 1 + trend following system … Continue reading

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Updates for Week of 20111226

For the simple trend following system with the hedge fund portfolio, IWM, VNQ, and IJR flipped from short to long. Stops were updated. There are no position update for the artificial intelligence 1 or artificial intelligence 1 + trend following … 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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Hedge fund portfolio updates for week of 20111128

For the hedge fund portfolio VNQ and IJR switch from short to long. Stops will be added upon fills. All other positions remain unchanged, but some stops have been moved.

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