Stoch's own mutual fund

Discussion in 'Trade Journals' started by Stoch, May 4, 2020.

  1. Stoch

    Stoch Well-Known Member

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    S&P added another 0.8% this week and the model added 2.6%, primarily on the commodity 3.4% gain on the dollar drop. Bond slipped slightly 0.1% while commodities gains in metals, oils, grains, and bitcoin (a 43% move in GBTC) were big as everything was working this week. Cash was raised following the gains this week.

    Portfolio allocations
    equity 32.3% (-26.9%)
    bonds 29.2% (-0.7%)
    commodities 12.4% (+3.3%)
    cash 26.0% (+26.6%)

    Performance since 9/1/20
    Model portfolio +10.2%(+2.6% this week)
    SPY +5.7%(+0.8% this week)
    BND -0.4%(-0.1%)
    DJP +3.4(+1.2%)
    60%/40% model +2.1%(+0.3% this week)
    40%/60% model +3.3%(+0.5% this week)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 12.3% 26.5% 7/2/2020 12/18/2020
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 21.1% 45.6% 7/2/2020 12/18/2020
    Bond model
    ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.2% -0.4% 7/2/2020 12/18/2020


    S&P McClellan Mostly flat for the week but drifting lower
    [​IMG]
     
  2. Stoch

    Stoch Well-Known Member

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    S&P was almost flat for the short Christmas week, down 0.17% this slow week and the model added 0.2%. Bond slipped again 0.1% while commodities gained a nice 2.3% this week as the dollar fell again. Cash was redeployed this week as well.

    Portfolio allocations
    equity 48.5% (+16.2%)
    bonds 30.4% (+1.2%)
    commodities 20.7% (+8.3%)
    cash 0.5% (-25.5%)

    Performance since 9/1/20
    Model portfolio +10.4%(+0.2% this week)
    SPY +5.7%(+0.0% this week)
    BND -0.1%(-0.1%)
    DJP +5.7(+2.3%)
    60%/40% model +2.0%(-0.1% this week)
    40%/60% model +3.2%(-0.1% this week)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 13.3% 27.8% 7/2/2020 12/24/2020
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 19.3% 40.3% 7/2/2020 12/24/2020
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.1% -0.1% 7/2/2020 12/24/2020

    S&P McClellan now entering the oversold area of the RSI
    [​IMG]
     
  3. Stoch

    Stoch Well-Known Member

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    End of the year results are in and the model did get an S&P beat by 36% to 28.7% since starting 5/1. There are currently 99 holdings in equities, bond, and commodity shares. It certainly was a lot of work but the extra 7% was worth the time. Big winners this year include Roku +144%, ENPH +141% and Tsla +82%. The silver(SLV) spike of 62% and the recent bitcoin(GBTC) run of 57% we also notable as was UPS, FDX, ALB and WYNN.

    Portfolio allocations
    equity 47.2% (-1.3%)
    bonds 30.2% (-0.2%)
    commodities 20.9% (+0.2%)
    cash 1.2% (+0.7%)

    Performance since 9/1/20
    Model portfolio +12.9%(+2.5% this week)
    SPY +11.6%(+1.3% this week)
    BND +0.0%(+0.1%)
    DJP +13.6(+1.5%)
    60%/40% model +4.6%(+0.8% this week)
    40%/60% model +7.0%(+0.5% this week)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 13.9% 28.7% 7/2/2020 12/31/2020
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 23.5% 47.1% 7/2/2020 12/31/2020
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.0% 0.0% 7/2/2020 12/31/2020

    Happy New Year and good trading in 2021 to all the Stockaholics.
     
    #43 Stoch, Dec 31, 2020
    Last edited: Jan 1, 2021
  4. Stoch

    Stoch Well-Known Member

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    Starting the new year with a 50/30/20 Equity/Bond/Commodity ratio for the first 4 months of the year.

    Expecting continued dollar weakness and equity and commodity inflation this year. Bonds unlikely to repeat gains of the last year, especially longer term bonds. (The 20 year TLT finished the year with a 17.5% gain on a yield of 1.56%, matching the SPY gain of 17.6% with a 1.57% yield). Inflation expectations should drive yields higher, while the deficit explosion should continue to pressure the dollar.

    The neuroshell model is scanning 134 equity positions daily for buy and sell triggers. There are also 10 bond funds and 12 commodity funds for trading. The Equity funds are used to deploy any remaining cash when there are no buys remaining, as are DJP and VCSH. There are currently 88 active positions at the start of the year with the average equity position totaling 0.5% of the portfolio. The 2 largest equity positions are SEDG(1.1%) and Amazon(1.6%)

    Portfolio at the start of 2021

    Equity Sectors 32%
    Airline 1.5% Technology 6.6% Utilities 3.6% Materials 3.0%
    Healthcare 1.9% Financials 1.9% Consumer Cyclicals 5.5%
    Real Estate 2.2% Biotech 1.1% Energy 0.8%
    Consumer defensive 2.4% Industrials 2.1%

    Equity Mutual Funds 15%
    Commodities 21%
    Bonds 30%

    Positions
    Airline AAL DAL UAL
    Technology AAPL AMD ENPH FSLR INTC MSFT NVDA ROKU SEDG TSM VMW VOD
    Utilities AGR BEP BEPC BIP DUK NEE PPL
    Materials ALB APD BHP LIN NEM SQM
    Healthcare ANTM LLY PFE WBA
    Biotech BBC BBH BBP
    Financial BAC BX PRU V
    Consumer cyclical AMZN LVS MAR MGM MLCO RCL TSLA WYNN
    Consumer Defensive COST GIS IMKTA KHC TGT
    REIT ARE BRMK LTC O OHI
    Industrial BA ERJ GD MATX NSC RMO
    Energy MPC VLO
    Equity Funds INDA IVOO IWM QQQ ROBT SPEM SPY VGK

    Commodities COW DBO DJP GBTC GLD JJA JJG PALL SLV
    Bond CWB HYG VCIT VCSH VGIT VGLT

    Adjustments for Monday include adding to COST, FMC and TSM while exiting MATX GIS LVS AMD BBC BBH BBP NVDA and ROKU
     
  5. Stoch

    Stoch Well-Known Member

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    I retrained the models trrough the end of 2020 (24 hours to compile) and will start using the new model to add positions while using the 2020 model to manage existing positions for a month or two before switching over to the new model.

    While equities started the year higher, the rise in yields and the bounce in the dollar hit the bonds hard and trimmed the commodity gains late in the week on a 6% drop in silver Friday. Metals did poorly but Bitcoin (GBTC) was the big winner up 38.8% and Oil did very well with a gain of 9.2% and soybeans 4.8%.

    I closed out the bitcoin positions as the exponential rise (100% the last month, 400% in the last 3 months) is unsustainable and ripe for correction. I'm also adding a short 20year fund TBF to the model to help offset the expected rise in long term bond yields.
    The model took profits in HUM, NEM, BAC and gave up on BA and CWH. New positions in AMD, NVDA FSLR and MKC were added Friday.
    .
    Portfolio allocations
    equity 47.8% (+0.6%)
    bonds 30.2% (+0.0%)
    commodities 20.5% (-0.4%)
    cash 2.4% (+1.2%)

    Performance since 9/1/20
    Model portfolio +15.2%(+2.2% this week)
    SPY +13.8%(+2.2% this week)
    BND -1.1%(-1.1%)
    DJP +16.6%(+3.0%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 14.9% 29.4% 7/2/2020 1/8/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 26.0% 49.9% 7/2/2020 1/8/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.5% -1.1% 7/2/2020 1/8/2021

    McClellan powering higher to start the new year
    [​IMG]
     
  6. Stoch

    Stoch Well-Known Member

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    A small drawdown(-0.6%) this week as the model raised cash and the S&P had a negative week(-1.6%). Bonds ended the week flat and the commodity strength weakened as the dollar rallied.

    I made an executive decision to cut the long term bond positions since adding the short 20yr etf TBF. I also noted the model seems to be following a buy low, sell the rise strategy which is fine, but it often enters too soon on the down trend and exits too soon on the rise. I've added a 15 day SMA to screen the entries and exits to try and slow down this tendency. For instance, it has been holding INTC since Mid July and wants to take a small loss on recent runup on the new CEO announcement, but this could also be a trend change with the recent semiconductor strength for the sector.

    New positions for Tuesday include grocer ACI Albertons and the tech ETF ROBT, while scalping a quick 7.5% gain in UGI. It also wants to add the commodities fund DJP after the recent pullback Friday, but I want to see the dollar reverse first.


    Portfolio allocations
    equity 39.2% (-8.6%)
    bonds 27.2% (-2.9%)
    commodities 8.5% (-12.0%)
    cash 25.1% (+22.7%)

    Performance since 10/1/20
    Model portfolio +14.6%(-0.6% this week)
    SPY +12.2%(-1.6% this week)
    BND -1.0%(+0.1%)
    DJP +17.5%(+0.9%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 14.3% 27.3% 7/2/2020 1/15/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 25.9% 48.0% 7/2/2020 1/15/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.6% 7/2/2020 1/15/2021


    McClellan rolling over for the first time this year
    [​IMG]
     
  7. Stoch

    Stoch Well-Known Member

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    A weak performance on more commodity weakness this week. The portfolio only captured 0.7% while the S&P climbed 2.1%. Bond yields have paused in their climb and dollar strength dropped most commodities on Friday. The model is again fully invested and wants cash in on LLY(+24.8%) and ACEV(+23.1%) recent runups while adding CCL, PG, and DG on their declines.

    Portfolio allocations
    equity 60.6% (+21.4%)
    bonds 27.2% (+0.0%)
    commodities 12.6% (+4.1%)
    cash 1.9% (-23.2%)

    Performance since 10/1/20
    Model portfolio +14.6%(+0.7% this week)
    SPY +14.3%(+2.1% this week)
    BND -1.0%(+0.0%)
    DJP +15.2%(-2.3%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 15.1% 27.6% 7/2/2020 1/22/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 26.0% 46.6% 7/2/2020 1/22/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.5% 7/2/2020 1/22/2021

    McClellan continued rolling over this week
    [​IMG]
     
  8. Stoch

    Stoch Well-Known Member

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    The model kept the drawdown to just 50% of the S&P (-1.7% vs -3.8%) as the equity allocation sold on Thursdays bounce and the bond allocation increased. Commodities were the weeks best performers as the precious metals gained (Silver +4.4%) and the grains (corn and wheat +2.4%) did well. Ideas for this week include taking profits in DUK(+3.0%) BX(+2.7%) and cutting KMB(-3.3%). It wants to add grocer ACI after the recent 15% pullback from the earnings beat but still above trend, MMM, down 6% from it's earnings spike, and CCL, which I still haven't entered from the recommendation last week.

    Portfolio allocations
    equity 51.2% (-9.4%)
    bonds 35.5% (+8.3%)
    commodities 11.2% (-1.4%)
    cash 8.5% (+6.6%)

    Performance since 10/1/20
    Model portfolio +12.9%(-1.7% this week)
    SPY +10.5%(-3.8% this week)
    BND -0.9%(+0.1%)
    DJP +16.9%(+1.7%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 13.5% 23.8% 7/2/2020 1/29/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 25.7% 44.5% 7/2/2020 1/29/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.5% 7/2/2020 1/29/2021


    McClellan accelerated downward on the drop this week
    [​IMG]

    Another interesting chart is the Baltic Dry Index, a shipping cost chart that really showed the peak on 1/13 and the decline after the big December run-up.
    [​IMG]
     
    #48 Stoch, Jan 30, 2021
    Last edited: Jan 30, 2021
  9. Stoch

    Stoch Well-Known Member

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    The model is back to fully invested again after last weeks rally. It captured over 2/3 of the S&P gains (3.8% vs the S&P 5.3%) as bonds fell another 0.5% and commodities rallied 4.4% despite a stronger dollar and higher interest rates.

    Portfolio allocations
    equity 56.6% (+5.4%)
    bonds 28.9% (-6.6%)
    commodities 13.7% (+2.5%)
    cash 0.8% (-7.7%)

    Performance since 10/1/20
    Model portfolio +16.7%(+3.8% this week)
    SPY +15.8%(+5.4% this week)
    BND -1.4%(-0.5%)
    DJP +21.3%(+4.4%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 16.1% 27.4% 7/2/2020 2/5/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 27.9% 46.7% 7/2/2020 2/5/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.5% 7/2/2020 2/5/2021

    McClellan may have found a bottom as stocks made ATH.
    [​IMG]
     
  10. Stoch

    Stoch Well-Known Member

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    The model went from fully invested to profit taking this week as the S&P rallied again to ATH,. It matched the S&P gains (1.5% vs 1.4%) as bonds fell again -0.2% and commodities rallied another 2.4%. I changed the allocation to reduce bond exposure and the new ratio is 50/20/30, equity/bond/commodity.

    Portfolio allocations
    equity % 48.7(-7.9%)
    bonds 23.3% (-5.6%)
    commodities 13.9% (+0.2%)
    cash 14.7% (+13.9%)

    Performance since 10/1/20
    Model portfolio +18.2%(+1.5% this week)
    SPY +17.2%(+1.4% this week)
    BND -1.6%(-0.2%)
    DJP +23.7%(+2.4%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 16.9% 28.0% 7/2/2020 2/12/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 28.9% 46.9% 7/2/2020 2/12/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.5% 7/2/2020 2/12/2021
    .
    McClellan climbing back over RSI of 50 this week but Baltic Dry Index barely moving.
    [​IMG] [​IMG]
     
    #50 Stoch, Feb 13, 2021
    Last edited: Feb 13, 2021
  11. Stoch

    Stoch Well-Known Member

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    The model put some cash into commodities last week as the S&P slipped -0.7% and bonds were slammed again -0.6%, but commodities rallied +1.8%,. The model ended flat for the week 0.0%. It wants to put some cash into 10 year bonds after the yield spike but I'm holding off until the rates stop climbing.

    Portfolio allocations
    equity % 49.3(+0.6%)
    bonds 23.7% (+0.4%)
    commodities 18.6% (+4.7%)
    cash 8.3% (-5.6%)

    Performance since 10/1/20
    Model portfolio +18.2%(+0.0% this week)
    SPY +16.5%(-0.7% this week)
    BND -2.2%(-0.6%)
    DJP +25.5%(+1.8%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 17.7% 28.5% 7/2/2020 2/19/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 28.9% 45.4% 7/2/2020 2/19/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.3% 0.4% 7/2/2020 2/19/2021
    .
    McClellan stalled right at an RSI of 60.
    [​IMG]
     
  12. Stoch

    Stoch Well-Known Member

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    Back after a weeks absence and the March numbers took a hit. The drop pretty much matched the S&P as equities and bonds fell and commodities managed a small gain.

    Portfolio allocations
    equity 57.6% (+7.3%)
    bonds 15.7% (-8.0%)
    commodities 26.3% (+7.7%)
    cash 2.5% (-5.8%)

    Performance since 10/1/20
    Model portfolio +15.4%(-2.8% this week)
    SPY +13.6%(-2.9% this week)
    BND -2.6%(-0.4%)
    DJP +25.9%(+0.4%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 17.7% 27.2% 7/2/2020 3/2/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 28.9% 43.4% 7/2/2020 3/2/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.2% 0.4% 7/2/2020 3/2/2021
    .
    McClellan dropping strongly.
    [​IMG]
     
  13. Stoch

    Stoch Well-Known Member

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    The model fell 0.5% this week while the S&P was up 1.0% on the Friday rally. Bonds were hit almost 1% while commodities out performed at 1.2%, now up almost double the S&P advance from October. The model sold the cruise lines for a nice gain (CCL +16.4% RCL +31.6%) and plans to sell AAL(+42.7%), UGI(+2.6%), UNH(5.0%) and a stop loss sale on TPIC(-31.5%) on Monday.

    Portfolio allocations
    equity 57.2% (-0.5%)
    bonds 15.6% (-0.1%)
    commodities 26.7% (+0.4%)
    cash 0.4% (-2.1%)

    Performance since 10/1/20
    Model portfolio +14.9%(-0.5% this week)
    SPY +14.6%(+1.0% this week)
    BND -3.5%(-0.9%)
    DJP +27.1%(+1.2%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 17.1% 25.9% 7/2/2020 3/5/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 30.0% 44.5% 7/2/2020 3/5/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.6% -0.9% 7/2/2020 3/5/2021

    McClellan in oversold territory, now at 50% retracement of the advance from November, but not turning up yet.
    [​IMG]
     
  14. Stoch

    Stoch Well-Known Member

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    The model advanced 3.6% this week while the S&P gained 3.1% on the rally.. Bonds were hit again for -0.5% as rates continued to rise and commodities were flat -0.1% on the stronger dollar. The model is giving up on AMZN(-2.4%) and Albertsons(+2.5%) while adding TPIC on the dip.

    Portfolio allocations
    equity 58.8% (+1.6%)
    bonds 15.4% (-0.5%)
    commodities 24.3% (-2.4%)
    cash 1.6% (+1.2%)

    Performance since 10/1/20
    Model portfolio +18.5%(3.6% this week)
    SPY +17.7%(+3.1% this week)
    BND -4.0%(-0.5%)
    DJP +27.0%(-0.1%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 20.0% 30.5% 7/2/2020 3/12/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 30.2% 43.6% 7/2/2020 3/12/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.4% -0.5% 7/2/2020 3/12/2021


    McClellan firmly up this week and out of oversold territory but still below the rsi 50 level.
    [​IMG]
     
    #54 Stoch, Mar 13, 2021
    Last edited: Mar 13, 2021
  15. Stoch

    Stoch Well-Known Member

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    Everything sold off this week with SPY, bonds and especially commodities all down. The model was off -1.1% while the S&P lost -1.4%. The model is giving up on PEP -1.5%, HUM +1.7% and ACEV -2.3% while reentering to AMZN, LMT and UNP

    Portfolio allocations
    equity 49.7% (-9.7%)
    bonds 15.4% (+0.0%)
    commodities 23.1% (-1.2%)
    cash 12.3% (+10.7%)

    Performance since 10/1/20
    Model portfolio +17.4%(-1.1% this week)
    SPY +16.3%(-1.4% this week)
    BND -4.3%(-0.3%)
    DJP +24.3%(-2.7%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 19.9% 29.5% 7/2/2020 3/19/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 30.3% 42.6% 7/2/2020 3/19/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.6% -0.9% 7/2/2020 3/19/2021


    McClellan rejected at RSI 50 and rolling over.
    [​IMG]
     
  16. Stoch

    Stoch Well-Known Member

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    Equities rallied while a stronger dollar hit commodities this week. Bonds we up slightly and the model got beat down -0.1% vs an S&P gain of 1.9%. Moves for this week include adding ACI and selling the rally for HUM, UNP, NVTA, AAPL, UGI, ACEV, FDX, APD, MRK, PYPL, and ENPH

    Portfolio allocations
    equity 59.5% (+9.8%)
    bonds 15.3% (-0.1%)
    commodities 23.1% (+0.0%)
    cash 2.1% (-10.2%)

    Performance since 10/1/20
    Model portfolio +17.3%(-0.1% this week)
    SPY +18.2%(+1.9% this week)
    BND -3.9%(+0.4%)
    DJP +23.6%(-0.7%)

    PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 19.4% 28.0% 7/2/2020 3/26/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 30.5% 41.7% 7/2/2020 3/26/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.7% -1.0% 7/2/2020 3/26/2021



    McClellan looking for a bottom just at the oversold level.

    [​IMG]
     
  17. Stoch

    Stoch Well-Known Member

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    1st Quarter data is completed for the 2021 Model. Commodities still lead equities despite their recent correction due to the stronger dollar and bonds are down for the year on rising rates.

    Portfolio allocations
    equity 59.1% (-0.4%)
    bonds 15.4% (+0.1%)
    commodities 23.6% (+0.5%)
    cash 2.3% (+0.2%)

    Performance since 1/1/21
    Model portfolio +4.3%(+0.4% this week)
    SPY +6.0%(+0.1% this week)
    BND -3.9%(+0.0%)
    DJP +8.0%(-0.7%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.0% 7.4% 1/4/2021 3/31/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.2% 0.8% 1/4/2021 3/31/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.2% 9.5% 1/4/2021 3/31/2021




    Weekly McClellan still testing the bottom for 2021
    [​IMG]
     
  18. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    142
    Likes Received:
    78
    A big rally week back to ATH. Model at ATH for the year but lagging the S&P due to recent commodity weakness an climbing rates lowering bond prices, Monday the model wants back into AAPL and profit taking in K(+10.4%), MGM(+31.7%) and giving up on CWB(-3.8%)..

    Portfolio allocations
    equity 61.8% (+2.3%)
    bonds 15.4% (+0.1%)
    commodities 23.7% (+0.6%)
    cash 2.3% (+0.2%)

    Performance since 1/1/21
    Model portfolio +5.2%(+1.3% this week)
    SPY +7.3%(+1.4% this week)
    BND -3.7%(+0.2%)
    DJP +8.4%(-0.2%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.3% 9.2% 1 1 0 1/4/2021 4/1/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.1% 0.2% 1 0 0 1/4/2021 4/1/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.9% 7.8% 1 0 1 1/4/2021 4/1/2021



    McClellan starting to tick up from the bottom of 2021
    [​IMG]
     
  19. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    142
    Likes Received:
    78
    The rally continued this week with new ATHs. Model at ATH but continues to lag the S&P in the uptrend. A little more cash was raised into the rally.

    Portfolio allocations
    equity 59.5% (-1.3%)
    bonds 12.9% (-2.5%)
    commodities 22.1% (-2.6%)
    cash 6.2% (+3.9%)

    Performance since 1/1/21
    Model portfolio +5.9%(+0.7% this week)
    SPY +10.1%(+2.8% this week)
    BND -3.7%(+0.0%)
    DJP +8.8%(+0.3%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.0% 11.3% 1/4/2021 4/9/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.6% 2.4% 1/4/2021 4/9/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.9% 7.4% 1/4/2021 4/9/2021

    McClellan continues the uptick, but the put/call indexes spiked to the August low, suggesting everybody is going long at this point.
    [​IMG] [​IMG][/IMG]
    [​IMG]
     
  20. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    142
    Likes Received:
    78
    The rally continued for another week as earnings start with fresh ATHs. Model also at ATH and continues to lag the S&P. More profits booked this week as bonds finally broke their downtrend and commodities rallied. Monday trades long ASC and VALE, profits on BHF (+2.5%).

    Portfolio allocations
    equity 55.1% (-4.4%)
    bonds 13.9% (+1.0%)
    commodities 19.1% (-3.0%)
    cash 13.0% (+6.8%)

    Performance since 1/1/21
    Model portfolio +7.1%(+1.1% this week)
    SPY +11.6%(+1.5% this week)
    BND -3.4%(+0.3%)
    DJP +12.5%(+3.7%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.3% 12.3% 1 1 0 $ 285.01 $ 285.01 1/4/2021 4/16/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.8% 3.0% 1 0 0 $ 25.73999 $ 25.73999 1/4/2021 4/16/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.6% 5.9% 1 0 1 $ 11.49559 $ 11.49559 1/4/2021 4/16/2021

    McClellan continues the rally, surpassing the March high.
    [​IMG]
     

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