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 post labor day decline this week with the S&P down -2.1%. Bonds and commodities were flat for the week. The portfolio slipped -0.7% as cash was raised again this week. Mondays buy is Camping World CWH, and the model is selling grocer Albertsons ACI after a nice runup.

    equity 40.2% (+1.6%)
    bonds 22.8% (-7.8%)
    commodities 23.4% (-0.1%)
    cash 13.7% (+9.8%)

    Performance since 1/1/2021
    Model portfolio +9.4%(-0.7% this week)
    SPY +19.1%(-2.1% this week)
    BND -2.2%(+0.0%)
    DJP +28.1%(+0.0%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.8% 6.0% 1/4/2021 9/10/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.6% 0.9% 1/4/2021 9/10/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.7% 1.1% 1/4/2021 9/10/2021

    Breadth fell significantly with 3849 (46.5%) stocks are above the 50 day SMA while 4420 (53.5%) are below the SMA50 and the McClellan reversed at the 50% RSI but doesn't have an accelerating decline yet. The BDI finished its pull back and started to rally again.

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  2. Stoch

    Stoch Well-Known Member

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    The decline continued this week with the S&P down another -1.0%. Bonds were flat +0.0% and commodities gained +0.6% for the week. The portfolio slipped -0.1% as cash was raised to the highest level since I started this exercise. The model does seem to be protecting the drawdowns (-0.8% vs 3.1%) at the expense a smaller gains during the rallies. The model appears to be finished selling and is interested in bottom fishing LVS, and adding gas play UGI and financial BHF on Monday.

    equity 24.9% (-15.3%)
    bonds 17.1% (-5.7%)
    commodities 23.8% (+0.4%)
    cash 34.2% (+20.5%)

    Performance since 1/1/2021
    Model portfolio +9.3%(-0.1% this week)
    SPY +18.1%(-1.0% this week)
    BND -2.2%(+0.0%)
    DJP +28.8%(+0.7%)

    2021 PREDICTION OUTPUT

    Equity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 3.8% 5.7% 1/4/2021 9/17/2021
    Commodity model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading -0.4% -0.6% 1/4/2021 9/17/2021
    Bond model
    (ALL INSTRUMENTS AVERAGE) (AVG) Trading 0.6% 0.9% 1/4/2021 9/17/2021


    Breadth continues to fall with 3595 (43.5%) stocks above the 50 day SMA while 4670 (56.5%) are below the SMA50. The McClellan reversed at the 50% RSI and continues to fall but still doesn't show any signs of an accelerating decline. The BDI finished its pull back and is stalled at the ATH.

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