Nothing like the holidays in order to catch up with the chores. Reporting October's performance being one of them. Really not much to report. Neither the market nor the portfolio did much of anything. Which is good considering all the gloom and doom out there in the financial landscape.
As you can see, the market still has the portfolio by a small edge.
Basically, it was a tie this month with a monthly decline of -1.98% for the market and a decline of -1.95% for the portfolio. Technically, a win this month...but I'm calling it a tie.
As a said before, a pretty nothing month for October. Not much else to say. On to other things...
The simulation platform is ongoing. I'm still hip deep in unit testing. But, getting ever closer to feeling good about the validity of the platform's results.
The system the portfolio is based on, as we know by reviewing the portfolio's performance each month, has quite a bit of volatility. I've discovered a very simple filter recently that may aid in reducing the vol of the system. Of course, the testing platform needs to be finished before I can be sure of the filter's validity. But, preliminary results look promising.
From the fun pile...have you checked out ESPN's wildlife cam? My brother-in-law pointed it out to me and it is truly addicting. Never know what you may see. Last night there was a hog all by his lonesome eating the corn. The other day, about 15 turkeys were feeding, along with some deer. The funnest part is when the coons and deer fight over the feed. Good stuff.
Also, not sure if the readers are aware...but I'm on twitter now...and post every now and then random stuff. You can view my twitter feed at the top right of this blog.
Happy Thanksgiving,
MT
The critical ingredient is a maverick mind. Focus on trading vehicles, strategies and time horizons that suit your personality. In a nutshell, it all comes down to: Do your own thing (independence); and do the right thing (discipline). -- Gil Blake
Friday, November 27, 2009
Wednesday, November 25, 2009
Russell 3000 Daily Stats (11/25/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2964 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 11 (0.37%) | 0 (0.00%) |
# All-time Closing Lows | 6 (0.20%) | 0 (0.00%) |
# Higher Closes | 1386 (46.76%) | 1 (100.00%) |
# Lower Closes | 1488 (50.20%) | 0 (0.00%) |
Total Gains/Losses | $151.56 (0.21%) | $0.26 (0.40%) |
Average True Range | (2.94%) | (0.59%) |
Price verification found 0 errors
Tuesday, November 24, 2009
Russell 3000 Daily Stats (11/24/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2964 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 16 (0.54%) | 0 (0.00%) |
# All-time Closing Lows | 4 (0.13%) | 0 (0.00%) |
# Higher Closes | 1119 (37.75%) | 0 (0.00%) |
# Lower Closes | 1761 (59.41%) | 1 (100.00%) |
Total Gains/Losses | $-154.32 (-0.22%) | $-0.03 (-0.05%) |
Average True Range | (3.30%) | (0.93%) |
Price verification found 0 errors
Monday, November 23, 2009
Russell 3000 Daily Stats (11/23/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2964 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 19 (0.64%) | 0 (0.00%) |
# All-time Closing Lows | 5 (0.17%) | 0 (0.00%) |
# Higher Closes | 2468 (83.27%) | 1 (100.00%) |
# Lower Closes | 436 (14.71%) | 0 (0.00%) |
Total Gains/Losses | $1024.90 (1.45%) | $0.80 (1.26%) |
Average True Range | (4.24%) | (2.01%) |
Price verification found 0 errors
Sunday, November 22, 2009
Russell 3000 Weekly Stats (11/16/09-11/20/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 116 (0.78%) | 0 (0.00%) |
# All-time Closing Lows | 25 (0.17%) | 0 (0.00%) |
# Higher Closes | 6560 (44.26%) | 2 (40.00%) |
# Lower Closes | 7948 (53.62%) | 3 (60.00%) |
Total Gains/Losses | $-341.19 (-0.09%) | $-0.18 (-0.06%) |
Average True Range | (3.77%) | (1.28%) |
Price verification found 0 errors
Friday, November 20, 2009
Russell 3000 Daily Stats (11/20/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2964 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 7 (0.24%) | 0 (0.00%) |
# All-time Closing Lows | 6 (0.20%) | 0 (0.00%) |
# Higher Closes | 1314 (44.33%) | 0 (0.00%) |
# Lower Closes | 1572 (53.04%) | 1 (100.00%) |
Total Gains/Losses | $-142.92 (-0.20%) | $-0.24 (-0.38%) |
Average True Range | (3.40%) | (0.83%) |
Price verification found 0 errors
Thursday, November 19, 2009
Russell 3000 Daily Stats (11/19/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2964 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 1 | 0 |
# All-time Closing Highs | 8 (0.27%) | 0 (0.00%) |
# All-time Closing Lows | 7 (0.24%) | 0 (0.00%) |
# Higher Closes | 234 (7.89%) | 0 (0.00%) |
# Lower Closes | 2696 (90.96%) | 1 (100.00%) |
Total Gains/Losses | $-1354.49 (-1.88%) | $-0.90 (-1.39%) |
Average True Range | (4.14%) | (2.05%) |
Price verification found 0 errors
Wednesday, November 18, 2009
Russell 3000 Daily Stats (11/18/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 24 (0.81%) | 0 (0.00%) |
# All-time Closing Lows | 4 (0.13%) | 0 (0.00%) |
# Higher Closes | 1055 (35.58%) | 0 (0.00%) |
# Lower Closes | 1839 (62.02%) | 1 (100.00%) |
Total Gains/Losses | $-289.44 (-0.40%) | $-0.05 (-0.08%) |
Average True Range | (3.37%) | (0.79%) |
Price verification found 0 errors
Tuesday, November 17, 2009
Russell 3000 Daily Stats (11/17/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 34 (1.15%) | 0 (0.00%) |
# All-time Closing Lows | 3 (0.10%) | 0 (0.00%) |
# Higher Closes | 1287 (43.41%) | 1 (100.00%) |
# Lower Closes | 1579 (53.25%) | 0 (0.00%) |
Total Gains/Losses | $-111.16 (-0.15%) | $0.03 (0.05%) |
Average True Range | (3.38%) | (0.76%) |
Price verification found 0 errors
Monday, November 16, 2009
Russell 3000 Daily Stats (11/16/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 43 (1.45%) | 0 (0.00%) |
# All-time Closing Lows | 5 (0.17%) | 0 (0.00%) |
# Higher Closes | 2670 (90.05%) | 1 (100.00%) |
# Lower Closes | 262 (8.84%) | 0 (0.00%) |
Total Gains/Losses | $1556.97 (2.19%) | $0.98 (1.54%) |
Average True Range | (4.57%) | (1.96%) |
Price verification found 0 errors
Sunday, November 15, 2009
Russell 3000 Weekly Stats (11/09/09-11/13/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2968 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 1 | 0 |
# All-time Closing Highs | 98 (0.66%) | 0 (0.00%) |
# All-time Closing Lows | 52 (0.35%) | 0 (0.00%) |
# Higher Closes | 7971 (53.73%) | 4 (80.00%) |
# Lower Closes | 6589 (44.42%) | 1 (20.00%) |
Total Gains/Losses | $1084.40 (0.31%) | $1.45 (0.46%) |
Average True Range | (3.93%) | (1.45%) |
Price verification found 0 errors
Friday, November 13, 2009
Russell 3000 Daily Stats (11/13/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 18 (0.61%) | 0 (0.00%) |
# All-time Closing Lows | 7 (0.24%) | 0 (0.00%) |
# Higher Closes | 2211 (74.57%) | 1 (100.00%) |
# Lower Closes | 679 (22.90%) | 0 (0.00%) |
Total Gains/Losses | $595.26 (0.84%) | $0.38 (0.60%) |
Average True Range | (3.68%) | (1.23%) |
Price verification found 0 errors
Thursday, November 12, 2009
Russell 3000 Daily Stats (11/12/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2965 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 3 | 0 |
# All-time Closing Highs | 4 (0.13%) | 0 (0.00%) |
# All-time Closing Lows | 15 (0.51%) | 0 (0.00%) |
# Higher Closes | 320 (10.79%) | 0 (0.00%) |
# Lower Closes | 2609 (87.99%) | 1 (100.00%) |
Total Gains/Losses | $-1236.04 (-1.72%) | $-0.70 (-1.09%) |
Average True Range | (4.27%) | (1.71%) |
Price verification found 0 errors
Wednesday, November 11, 2009
Russell 3000 Daily Stats (11/11/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2968 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 21 (0.71%) | 0 (0.00%) |
# All-time Closing Lows | 9 (0.30%) | 0 (0.00%) |
# Higher Closes | 2011 (67.76%) | 1 (100.00%) |
# Lower Closes | 901 (30.36%) | 0 (0.00%) |
Total Gains/Losses | $583.45 (0.82%) | $0.35 (0.55%) |
Average True Range | (3.69%) | (1.14%) |
Price verification found 0 errors
Tuesday, November 10, 2009
Russell 3000 Daily Stats (11/10/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2968 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 25 (0.84%) | 0 (0.00%) |
# All-time Closing Lows | 13 (0.44%) | 0 (0.00%) |
# Higher Closes | 937 (31.57%) | 1 (100.00%) |
# Lower Closes | 1971 (66.41%) | 0 (0.00%) |
Total Gains/Losses | $-327.43 (-0.46%) | $0.05 (0.08%) |
Average True Range | (3.90%) | (0.89%) |
Price verification found 0 errors
Portfolio Performance for September 2009
Wow, I'm really bad at this blog thing. Seems like everyone else out in the blogosphere can sling out posts faster than Roscoe P. Coltrane. While I just get deeper and deeper into coding. Maybe one of these days I'll feel I've coded enough to take a break and share some of what I've been doing. Until then, let's get to September's performance review...
As you can see, September was a good month for the portfolio. Finally, beating the market with a 6.1% return versus the market's 3.6% return. But, one month doesn't a year make. So, need a few more of these to aid with the nasty drawdown for 2009.
MT
As you can see, September was a good month for the portfolio. Finally, beating the market with a 6.1% return versus the market's 3.6% return. But, one month doesn't a year make. So, need a few more of these to aid with the nasty drawdown for 2009.
MT
Monday, November 09, 2009
Russell 3000 Daily Stats (11/09/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2968 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 1 | 0 |
# All-time Closing Highs | 30 (1.01%) | 0 (0.00%) |
# All-time Closing Lows | 8 (0.27%) | 0 (0.00%) |
# Higher Closes | 2492 (83.96%) | 1 (100.00%) |
# Lower Closes | 429 (14.45%) | 0 (0.00%) |
Total Gains/Losses | $1469.56 (2.10%) | $1.37 (2.20%) |
Average True Range | (4.11%) | (2.26%) |
Price verification found 0 errors
Sunday, November 08, 2009
Russell 3000 Weekly Stats (11/02/09-11/06/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2972 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 2 | 0 |
# All-time Closing Highs | 49 (0.33%) | 0 (0.00%) |
# All-time Closing Lows | 51 (0.34%) | 0 (0.00%) |
# Higher Closes | 8450 (56.90%) | 5 (100.00%) |
# Lower Closes | 6128 (41.27%) | 0 (0.00%) |
Total Gains/Losses | $2172.38 (0.63%) | $2.00 (0.65%) |
Average True Range | (4.87%) | (1.71%) |
Price verification found 0 errors
Friday, November 06, 2009
Russell 3000 Daily Stats (11/06/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2969 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 17 (0.57%) | 0 (0.00%) |
# All-time Closing Lows | 10 (0.34%) | 0 (0.00%) |
# Higher Closes | 1272 (42.84%) | 1 (100.00%) |
# Lower Closes | 1622 (54.63%) | 0 (0.00%) |
Total Gains/Losses | $-95.32 (-0.14%) | $0.09 (0.14%) |
Average True Range | (4.14%) | (1.32%) |
Price verification found 0 errors
Thursday, November 05, 2009
Russell 3000 Daily Stats (11/05/09)
Key Figures | Russell 3000 | IWV |
---|---|---|
Total Active Components | 2969 | 1 |
Total New Listings this period | 0 | 0 |
Total Inactive this period | 0 | 0 |
# All-time Closing Highs | 16 (0.54%) | 0 (0.00%) |
# All-time Closing Lows | 7 (0.24%) | 0 (0.00%) |
# Higher Closes | 2722 (91.68%) | 1 (100.00%) |
# Lower Closes | 226 (7.61%) | 0 (0.00%) |
Total Gains/Losses | $1821.64 (2.67%) | $1.27 (2.08%) |
Average True Range | (5.11%) | (2.10%) |
Price verification found 0 errors
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