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]
    [​IMG]

    [​IMG]
     
    #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
    [​IMG]
    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
    [​IMG]
    [​IMG]
     
  9. Stoch

    Stoch Well-Known Member

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    A down week for the S&P -2.5% and a big down week for commodities -6.4%. The portfolio got beat -3.2%. Bonds were up again +0.1%, up for the 4th week in a row.

    Model looking to go on a shopping spree Monday, CBP, NVTA, AZUL, LVS, NEM, RIO, and TROX. Sells ACEV and BBH.

    equity 56.3% (-0.1%)
    bonds 20.7% (+0.5%)
    commodities 22.1% (+0.1%)
    cash 0.9% (-0.5%)

    Performance since 1/1/2021
    Model portfolio +7.4%(-3.2% this week)
    SPY +11.0%(+2.5% this week)
    BND -2.6%(-0.1%)
    DJP +18.7%(-6.4%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.2% 7.0% 1/4/2021 6/18/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.2% 2.6% 1/4/2021 6/18/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.9% 1.9% 1/4/2021 6/18/2021



    McClellan reversed from overbought levels while the BDI reversed again Friday, possibly forming a double top at 3200.
    [​IMG]
    [​IMG]
     
  10. Stoch

    Stoch Well-Known Member

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    A strong bounce for the S&P +3.1% erasing last weeks -2.5% drop. Commodities recovered +2.4% of their -6.4% drawdown. Bonds broke their 4 week up trend -0.4%. The portfolio was up +2.3%. but lagged the S&P. No changes are set for Monday.

    equity 57.3% (+1.0%)
    bonds 20.6% (-0.1%)
    commodities 19.8% (-2.3%)
    cash 2.3% (+1.4%)

    Performance since 1/1/2021
    Model portfolio +9.7%(+2.3% this week)
    SPY +14.1%(+3.1% this week)
    BND -3.0%(-0.4%)
    DJP +21.3%(-2.4%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.5% 11.0% 1/4/2021 6/25/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.7% 1.5% 1/4/2021 6/25/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.2% 2.6% 1/4/2021 6/25/2021



    McClellan flattened out at RSI 45% but not confirming ATH while the BDI is back at the top of 3200.
    [​IMG]
    [​IMG]
     
  11. Stoch

    Stoch Well-Known Member

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    The S&P powered higher all week, gaining half of the weekly advance on Friday, up 1.9% on top of a +3.1% gain the previous week. Commodities continued to recover up +4.0% while bonds were up again +0.4%. The portfolio gained a paltry +0.4% and lagged the S&P big time as the Russell actually fell -1.3%.

    Changes for Monday, buys on MPW, NVTA, and VTRS
    Sells on short term Govt Bonds VGSH.

    equity 58.3% (+1.0%)
    bonds 21.3% (+0.7%)
    commodities 19.1% (-0.7%)
    cash 1.4% (-0.9%)

    Performance since 1/1/2021
    Model portfolio +10.1%(+0.4% this week)
    SPY +16.0%(+1.9% this week)
    BND -2.6%(+0.4%)
    DJP +25.3%(+4.0%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.6% 10.7% 1/4/2021 7/2/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.4% 2.9% 1/4/2021 7/2/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.1% 2.2% 1/4/2021 7/2/2021




    McClellan continued flat at RSI 37% but not participating in the rally to ATH while the BDI started to roll over after touching overbought again.

    [​IMG]
    [​IMG]

    The index put call ratio hit the lowest value Wednesday since March of last year

    [​IMG]
     
  12. Stoch

    Stoch Well-Known Member

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    A volatile week as the Russell dropped -4.9% but recovered Friday to end the week lower by -1.1%. The S&P dropped -1.4% but rallied Friday to finish the week higher by +0.5%. Commodities were hit again, down -2.4%, while bonds gained +0.3%. The portfolio lost a -1.3% as numerous stops were hit on the volatile pullback and lagged the S&P. The cash level is the highest all year as the equity level dropped below 50%.

    Monday trades are back long again the semi spac ACEV and selling gold miner NEM(+1.3%).

    equity 42.0% (-16.3%)
    bonds 18.5% (-2.8%)
    commodities 19.1% (-4.3%)
    cash 24.7% (+23.3%)

    Performance since 1/1/2021
    Model portfolio +8.8%(-1.3% this week)
    SPY +16.5%(+0.5% this week)
    BND -2.3%(+0.3%)
    DJP +25.3%(+2.4%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading $9.50809 4.3% 9.1% 1 1 0 $ 285.01 $ 285.01 1/4/2021 7/9/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading $0.61162 0.9% 1.8% 1 1 0 $ 25.73999 $ 25.73999 1/4/2021 7/9/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading $0.5742 1.0% 2.0% 1 0 0 $ 11.79292 $ 11.44122 1/4/2021 7/9/2021





    McClellan resumed its decline, entering oversold at RSI 24% while the BDI has been directionless, chopping back and forth for over 3 weeks.
    [​IMG]

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  13. Stoch

    Stoch Well-Known Member

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    A down week, especially for the small caps again down -5.2% and closing in on the 200 day MA. The S&P dropped -1.6%. Commodities gained 0.8%, while bonds gained again +0.2%. The portfolio lost -1.6% as more stops were taken out and the equity percentage has reached the lowest percentage since last October. The cash level remains elevated.

    Monday trades are back long again gold miner NEM, and stopping out of biotech BBC (-7.6%).

    equity 36.3% (-5.7%)
    bonds 25.5% (+7.0%)
    commodities 20.9% (+1.8%)
    cash 17.4% (-7.3%)

    Performance since 1/1/2021
    Model portfolio +7.2%(-1.6% this week)
    SPY +15.3%(-1.2% this week)
    BND -2.1%(+0.2%)
    DJP +23.7%(+0.8%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.1% 5.4% 1/4/2021 7/16/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.6% 3.0% 1/4/2021 7/16/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.8% 1.6% 1/4/2021 7/16/2021


    McClellan accelerated its decline, deepening its oversold at RSI 15% while the BDI seems to be resolving to the downside but still above the 50MA.
    [​IMG]

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  14. Stoch

    Stoch Well-Known Member

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    A reversal week for the large caps, S&P +2.0%, and the small caps almost touched correction territory, -9.1% for the month before rallying +1.9%. Commodities gained 2.5%, while bonds gained again +0.2%. The portfolio gained +0.8% as cash was redeployed into the rally.

    Monday trades are giving up again on gold miner NEM(-1.5%), and adding generic drug manufacturer VTRS as it tries to turn up.

    equity 44.1% (+7.8%)
    bonds 25.7% (+0.2%)
    commodities 23.6% (+2.7%)
    cash 6.7% (-10.7%)

    Performance since 1/1/2021
    Model portfolio +8.0%(+0.8% this week)
    SPY +17.7%(+2.0% this week)
    BND -1.9%(+0.2%)
    DJP +26.2%(+2.5%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.6% 6.6% 1/4/2021 7/23/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.4% 2.6% 1/4/2021 7/23/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.9% 1.7% 1/4/2021 7/23/2021


    McClellan still hasn't stopped its decline, now deep into oversold territory, while the BDI seems to be consolidating above the 50MA, which has started to turn down.

    [​IMG]

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  15. Stoch

    Stoch Well-Known Member

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    July is finally over. A dismal performance by the trading model with the S&P +2.4%, but the portfolio -1.1% for the month. This week the S&P slipped -0.4% and the model gained 0.5%. Commodities were up +0.9%, while bonds gained again +0.3%.

    Monday trades are back to NEM again (this is like an every week gold trade) with no sales after the drop Friday.

    equity 44.1% (-2.5%)
    bonds 26.5% (+0.8%)
    commodities 23.6% (+0.0%)
    cash 8.3% (+1.6%)

    Performance since 1/1/2021
    Model portfolio +8.5%(+0.5% this week)
    SPY +17.3%(-0.4% this week)
    BND -1.6%(+0.3%)
    DJP +27.1%(+0.9%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.8% 6.9% 1/4/2021 7/30/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.5% 2.7% 1/4/2021 7/30/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.9% 1.5% 1/4/2021 7/30/2021



    3574 (43.4%) stocks are above the 50 day SMA while 4660 (56.6%) are below the SMA50 as the McClellan finally stopped its decline at 125, deep into oversold territory, while the BDI still consolidates above the 50MA, which is trying to turn up again.

    [​IMG]

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  16. Stoch

    Stoch Well-Known Member

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    August starts with the S&P +1.1%, but the portfolio up only +0.1% for the month on rising interest rates and a stronger dollar. Commodities were slammed -2.5%, while bonds lost -0.6%, erasing 3 weeks of gains.

    Monday trades are long CWH and KO, positions closing are ACI(+12.5%), JNJ(+3.3%), and ACEV(+0.1%).

    equity 46.7% (+5.1%)
    bonds 26.5% (+0.0%)
    commodities 23.1% (-0.5%)
    cash 3.7% (-4.6%)

    Performance since 1/1/2021
    Model portfolio +8.6%(+0.1% this week)
    SPY +18.4%(+1.1% this week)
    BND -2.2%(-0.6%)
    DJP +24.4%(-2.7%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.6% 8.2% 1/4/2021 8/6/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.1% 1.9% 1/4/2021 8/6/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.8% 1.3% 1/4/2021 8/6/2021




    3837 (46.7%) stocks are above the 50 day SMA while 4387 (53.3%) are below the SMA50 and the McClellan ticked up slightly on Friday, still in oversold territory, while the BDI still consolidates above the 50MA, now at the top of the channel.

    [​IMG]

    [​IMG]
     
  17. Stoch

    Stoch Well-Known Member

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    August continues to rally with the S&P up another +0.9% and the portfolio up +0.3% for the month. Commodities recovered +0.5% but still down -2.2% for the month, while bonds gained +0.1%.

    No trades are planned for Monday.

    equity 43.9% (-2.8%)
    bonds 25.7% (+1.2%)
    commodities 23.1% (+0.0%)
    cash 3.7% (+1.7%)

    Performance since 1/1/2021
    Model portfolio +8.9%(+0.3% this week)
    SPY +19.63%(+0.9% this week)
    BND -2.1%(90.1%)
    DJP +24.9%(+0.5%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.6% 8.6% 1/4/2021 8/13/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.5% 2.4% 1/4/2021 8/13/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.7% 1.2% 1/4/2021 8/13/2021


    3954 (48.0%) stocks are above the 50 day SMA while 4281 (52%) are below the SMA50 and the McClellan continued a weak advance, finally coming out of oversold territory. The BDI broke out to a multi year high.
    [​IMG]

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  18. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    160
    Likes Received:
    79
    The August correction arrives with the S&P drawdown maximum of -2.4% on Thursdays opening, before bouncing to close down -0.7% for the week. Bonds were up +0.2, but commodities were crushed -6.2% for the week, now down 9.0% from the July peak. The portfolio had a -2.5% drawdown, taking it back to April levels for a 3.7% drawdown from the April high as it raised cash to over 13%, up 9.5% for the week.

    No new trades are planned for Monday.

    equity 35.4% (-8.5%)
    bonds 28.9% (+3.2%)
    commodities 23.1% (-0.6%)
    cash 13.2% (+9.5%)

    Performance since 1/1/2021
    Model portfolio +6.4%(-2.5% this week)
    SPY +18.6%(-0.7% this week)
    BND -1.9%(+0.2%)
    DJP +18.7%(-6.2%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.5% 5.9% 1/4/2021 8/20/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.0% 1.7% 1/4/2021 8/20/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.6% 0.9% 1/4/2021 8/20/2021



    Only 3030 (36.8%) stocks are above the 50 day SMA while 5202 (63.2%) are below the SMA50 and the McClellan rolled over hard, back into oversold territory. The BDI continues to break out to multi year highs.

    [​IMG]

    [​IMG]
     
  19. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    160
    Likes Received:
    79
    A positive week for the indices with the S&P up +1.8%, Bonds down -0.1%, and commodities recovering a whopping +8.3%. The portfolio had a positive week up +2.9% and back to the June high with a big cash position of 12.5%.


    equity 31.2% (-0.7%)
    bonds 21.6% (-7.3%)
    commodities 31.2% (+8.1%)
    cash 12.5% (-0.7%)

    Performance since 1/1/2021
    Model portfolio +9.3%(+2.9% this week)
    SPY +20.4%(+1.8% this week)
    BND -2.0%(-0.1%)
    DJP +27.0%(+8.3%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 4.7% 8.0% 1/4/2021 8/27/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.9% 3.0% 1/4/2021 8/27/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.7% 1.1% 1/4/2021 8/27/2021

    Breadth has turned positive with 4594 (55.8%) stocks are above the 50 day SMA while 3633 (44.2%) are below the SMA50 and the McClellan stabilized after briefly going negative for the year. The BDI continues to climb to multi year highs.

    [​IMG]

    [​IMG]
     
    Onepoint272 likes this.
  20. Stoch

    Stoch Well-Known Member

    Joined:
    Jan 5, 2019
    Messages:
    160
    Likes Received:
    79
    A positive start to September with the S&P up +0..8%, Bonds down -0.2%, and commodities up +1.1% to a yearly high. The portfolio had a positive week up +0.8% as cash was deployed and the balance fell to 3.9%.


    equity 38.6% (+7.4%)
    bonds 34.0% (+12.4%)
    commodities 23.5% (-7.7%)
    cash 3.9% (-8.6%)

    Performance since 1/1/2021
    Model portfolio +10.1%(+0.8% this week)
    SPY +21.2%(+0.8% this week)
    BND -2.2%(-0.2%)
    DJP +28.1%(+1.1%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 5.0% 7.9% 1/4/2021 9/3/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 1.7% 2.5% 1/4/2021 9/3/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.8% 1.2% 1/4/2021 9/3/2021

    Breadth continues to strengthen with 4877 (59.1%) stocks are above the 50 day SMA while 3371 (40.9%) are below the SMA50 and the McClellan climbed out of oversold territory and back to a 50% RSI. The BDI started to pull back from multi year highs.

    [​IMG]

    [​IMG]
     

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