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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    A round trip week with the S&P falling but closing only -0.13% down. Commodities were the big winner, up 2.8% and bonds rallied slightly. The model made a slight 0.1% gain as the cash pile was invested after the drop. The percentages targets have started to adjust for a 35/35/30 Stocks/Commodities/Bonds for the May-October period. The buys for Monday are LMT, NEE, ACEV and a profit scalp on UNP for 1.8%.

    equity 56.8% (+1.7%)
    bonds 19.9% (+6.0%)
    commodities 22.3% (+3.2%)
    cash 1.1% (-11.9%)

    Performance since 1/1/21
    Model portfolio +7.2%(+0.1% this week)
    SPY +11.5%(-0.1% this week)
    BND -3.1%(+0.3%)
    DJP +15.3%(+2.8%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.1% 8.6% 1/4/2021 4/23/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.6% 5.3% 1/4/2021 4/23/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.4% 4.6% 1/4/2021 4/23/2021


    McClellan starting to roll over again.
    [​IMG]
     
  2. Stoch

    Stoch Well-Known Member

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    Another round trip week with the S&P falling Friday but closing the week with a 0.1% gain. Commodities win again, up 3.3% and bonds dipped -0.2%. The model also made a second week slight 0.1% gain. The buys for Monday are UNH, UNP, MJ, OSUR, NEM and MRK and the sells ACI(-4.86%), VALE(+3.18%), and V(+11.57%).

    equity 55.9% (-0.9%)
    bonds 19.9% (+0.0%)
    commodities 23.0% (+0.7%)
    cash 1.2% (+0.1%)

    Performance since 1/1/21
    Model portfolio +7.3%(+0.1% this week)
    SPY +11.6%(+0.1% this week)
    BND -3.3%(-0.2%)
    DJP +18.6%(+3.3%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.0% 8.1% 1/4/2021 4/30/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.0% 6.2% 1/4/2021 4/30/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.5% 4.7% 1/4/2021 4/30/2021



    McClellan starting to pull back again after recovering and rising all week, but the Baltic Dry Index keeps setting new highs.
    [​IMG]
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    #62 Stoch, May 1, 2021
    Last edited: May 1, 2021
  3. Stoch

    Stoch Well-Known Member

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    Another positive week with the S&P closing the week with a 1.3% gain. Commodities win big, up +5.0% and bonds flat +0.1%. The model snuck in a beat with a +1.5% gain to new ATH.

    The buys for Monday are BBP, NVTA and the sells ACEV(+0.4%), UNH(+4.15%), and PYPL(-4.53%).

    equity 55.4% (-0.5%)
    bonds 20.6% (+0.6%)
    commodities 24.7% (+1.7%)
    cash 1.4% (+0.2%)

    Performance since 1/1/21
    Model portfolio +8.8%(+1.5% this week)
    SPY +12.9%(+1.3% this week)
    BND -3.2%(+0.1%)
    DJP +23.6%(+5.0%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.3% 11.1% 1/4/2021 5/7/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.2% 9.6% 1/4/2021 5/7/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.5% 4.6% 1/4/2021 5/7/2021




    McClellan unsure about new highs.
    [​IMG]
     
    #63 Stoch, May 8, 2021
    Last edited: May 8, 2021
  4. Stoch

    Stoch Well-Known Member

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    A negative week with the S&P off 1.5% and the model got another small beat -1.4%. Bonds were hit again -0.3% and a surprise hit to commodities that erased a week of gains, closing unchanged 0.0%.

    equity 53.7% (-1.7%)
    bonds 21.1% (+0.5%)
    commodities 23.5% (-1.2%)
    cash 1.6% (+0.2%)

    Performance since 1/1/21
    Model portfolio +7.4%(-1.4% this week)
    SPY +11.4%(-1.5% this week)
    BND -3.5%(-0.3%)
    DJP +23.6%(+0.0%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.7% 6.0% 1/4/2021 5/14/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.4% 6.7% 1/4/2021 5/14/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.7% 4.8% 1/4/2021 5/14/2021






    McClellan had a pretty sharp pullback
    [​IMG]
    BDI starting to roll over after the recent run
    [​IMG]
     
    #64 Stoch, May 15, 2021
    Last edited: May 15, 2021
  5. Stoch

    Stoch Well-Known Member

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    A second negative week with the S&P off 0.4% and the model beat +0.7%. Bonds were flat and commodities hit for -4.4%, despite inflation numbers. The model finally closed oil (DBO) after a July2020-May2021 run that saw a 63% gain. Buys for Monday include SQM and HUM, and a sell to take 4% scalping profits on BA's gain.

    equity 53.7% (-1.7%)
    bonds 21.7% (+0.6%)
    commodities 21.8% (-1.7%)
    cash 0.8% (-0.8%)

    Performance since 1/1/21
    Model portfolio +7.7%(+0.3% this week)
    SPY +11.0%(-0.4% this week)
    BND -3.5%(+0.0%)
    DJP +19.2%(-4.4%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.9% 8.0% 1/4/2021 5/21/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 2.8% 7.5% 1/4/2021 5/21/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.6% 4.4% 1/4/2021 5/21/2021


    McClellan trying to find bottom after reaching oversold RSI.
    [​IMG]
    BDI already turning up at 50% RSI pullback
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    Put/Call ratio now at the highet since mid March, another sign of a bottom.
    [​IMG]
     
  6. Stoch

    Stoch Well-Known Member

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    We close May with the portfolio at ATH as the S&P was up +1.3% and the model beat again +1.9%. Bonds were up 0.2% and commodities recovered +3.0% after last weeks 4.4% drawdown. Model looking to go long BA and STEM and scalping Rio for a 4% gain on Tuesday.

    equity 53.7% (+0.0%)
    bonds 22.6% (+0.9%)
    commodities 21.8% (+0.0%)
    cash 1.9% (+0.8%)

    Performance since 1/1/2021
    Model portfolio +9.5%(+1.8% this week)
    SPY +12.3%(+1.3% this week)
    BND -3.3%(+0.2%)
    DJP +22.2%(+3.0%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.7% 11.2% 1/4/2021 5/28/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.0% 7.5% 1/4/2021 5/28/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.6% 4.1% 1/4/2021 5/28/2021



    McClellan climbing all week
    [​IMG]
    BDI reversed to continue lower
    [​IMG]
     
    #66 Stoch, May 29, 2021
    Last edited: May 29, 2021
  7. Stoch

    Stoch Well-Known Member

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    June stats with a small gain for the S&P. The portfolio sits at ATH, up +0.5% as the S&P was up +0.7%. Bonds were up +0.1% and commodities gained another +2.5%, fully recovering the 4.4% drawdown 2 weeks ago.

    I took a look at the past years drawdowns and found the S&P had 6 drawdowns of 3% or more, the largest bring 8.9% and the average drawdown of 5.8%. The Model had 7 drawdowns over 1.5%, the largest being 4.8% and the average being 2.9%.
    For the past year he model is up 49.6% vs the S&P 45.5% with only half the drawdowns 2.9% vs 4.8%. Very satisfied with the results as it seems to be doing what I wanted, limiting drawdowns while capturing at least half the gains.

    Model looking to go long financial BHF and genetics company NVTA and cashing in on a REIT ARE after a 15.8% gain and giving up on Camping World CWH with a -0.24% loss.

    equity 55.4% (+1.7%)
    bonds 21.3% (-1.3%)
    commodities 22.2% (+0.4%)
    cash 1.1% (-0.8%)

    Performance since 1/1/2021
    Model portfolio +10.0%(+0.5% this week)
    SPY +13.0%(+0.7% this week)
    BND -3.2%(+0.1%)
    DJP +24.7%(+2.5%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.0% 12.1% 1/4/2021 6/4/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.2% 7.7% 1/4/2021 6/4/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.5% 3.6% 1/4/2021 6/4/2021




    Divergence as the McClellan continues climbing while the BDI keeps falling. all week
    [​IMG]

    [​IMG]
     
  8. Stoch

    Stoch Well-Known Member

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    Another small gain for the S&P this week +0.5%. The portfolio continues at ATH, up +0.6%. Bonds were up a surprising +0.5%, up for a third week and commodities gained another +0.4%.

    Model looking to go long PYPL and the Ag fund JJA this week.

    equity 56.4% (+1.0%)
    bonds 20.2% (-1.1%)
    commodities 22.0% (-0.2%)
    cash 1.4% (+0.3%)

    Performance since 1/1/2021
    Model portfolio +10.6%(+0.6% this week)
    SPY +13.5%(+0.5% this week)
    BND -2.7%(+0.5%)
    DJP +25.1%(+0.4%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.4% 11.3% 1/4/2021 6/11/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.4% 7.8% 1/4/2021 6/11/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.4% 3.2% 1/4/2021 6/11/2021


    McClellan continues climbing, now reaching overbought levels while the BDI reversed this week to join in the climb
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