Wednesday, June 30, 2010

6 Month Evaluation ... Thur, 7/1

I have been reporting in real time what these models have been saying for the past 6 months. This is what the performance has been. I don't believe there are any errors, if there are they are unintentional. Note that the SP 500 index started the year at 1115, and is now at 1030, down 7.6% for the year. All my models are positive for the year!

Gold Stock model [details]: It started the year in the middle of a long trade. Since then there have been 6 trades (5 - 10 days long), so much of the time the model has been in cash. The return YTD is 9.9%... basis the XAU (Philadelphia Gold and Silver index), no leverage.


NDX Nasdaq 100 [details]: There are 2 NDX 100 models...

The NDX Short-term, 3-4 day Model has a 3 year history of generating profits, and trades about once every 3 weeks. It began the year in the middle of a trade, and there have been 5 trades (each 3-4 days length), since then. The YTD profit is 4.7%, not leveraged, basis the NDX 100 index.

NDX Trading model This was started at the beginning of the year and has done well. YTD the return is 24.1%, not leveraged, and it spends about 20% of the time in cash.


SP500 Long Term Model [details]:
This model does not usually switch often. This year, so far, is not doing as well as previous years (but we have 1/2 a year to go). YTD the return is 3.2%.

SP500 Long Term "Long Only" Model [details] : This model only goes Long or is in cash, for those who have variable life insurance policies or retirement accounts where one does not have the opportunity to short the market. YTD the return is 2.9%.

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