Two Portfolios - One Mechanical System - A Trend-following Diary

howardbandy · 8 February 2016

Greetings --

It appears that some of the trades overlap. Monte Carlo analysis depends on data points being independent, which is not the case when trades are overlapping. The result will be overly optimistic -- risk will be underestimated and profit potential overestimated.

The trade list shows some large individual trade losses. A Monte Carlo analysis will show that when two or more of those occur close together the drawdown will exceed the tolerance of most traders.

Best,
Howard

Trendnomics · 8 February 2016

howardbandy said:
Greetings --

It appears that some of the trades overlap. Monte Carlo analysis depends on data points being independent, which is not the case when trades are overlapping. The result will be overly optimistic -- risk will be underestimated and profit potential overestimated.

The trade list shows some large individual trade losses. A Monte Carlo analysis will show that when two or more of those occur close together the drawdown will exceed the tolerance of most traders.

Best,
Howard

Hey Howard,

Thanks for your post.

The recent Monte Carlo back-test I posted, is a chronological possibility outcome assessment, over the period I have been trading my system live (actual executed trades) - to assess the possible outcomes and compare them to my current actual P/L. This form of Monte Carlo back-test, generates a range of profit/loss outcomes based on:

Random trade entries (when multiple entries exist on a particular day + insufficient trading capital);
"Butterfly Effect" trade path generation (i.e. one entry will have a unique exit, which then creates another unique entry, etc.);
Random price execution.

The "overlapping" in the graph, is due to the fact that there are not 20,000 unique trade paths for the short time period presented - hence, the close proximity of the data-points are due to the random price execution.

I am well aware of your work (short-term system trading) and that you prefer non-chronological Monte Carlo sequencing (i.e. trade outcomes to be shuffled in a non-chronological order).

https://www.aussiestockforums.com/forums/showthread.php?t=10432

https://www.aussiestockforums.com/forums/showthread.php?t=14235

My system is designed on long time frames, the entry conditions are based on 4 months of price data and the average open trade time is just over 7 months. The applicability and validity of non-chronological Monte Carlo testing on such a system is questionable - i.e. non-chronological trade outcome ordering would suggest that the worst outcome would be for (lets say) two major draw-downs to occur sequentially - but this would imply that the overall markets had a significant down-turn, followed by a significant (+4 month) upward run, followed by another significant down turn (I am yet to find such an event historically - system has been back-tested on NYSE, NASDAQ, ASX, NSE, SGX).

In relation to people's draw-down tolerance, I am a firm believer that robust and highly profitable systems can be found in the psychologically "un-tradeable" universe, due to most people being unable to stomach losses. I've been through a major draw-down thus far (right at the start when I went live), and I am very sure I'll experience many more - but I believe I am psychologically conditioned to stay the course.

Thanks for reading.

Trendnomics · 10 February 2016

In relation to the Private Portfolio:

Two trades closed today:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td][/tr]

"[tr]
[td]ACX [/td]" [td]02-11-2015[/td] [td]09-02-2016[/td] [td]$4.705[/td] [td]$3.875[/td] [td]-17.63%
[/td] [td]

[/td][/tr]
"[tr]
[td]GTY [/td]" [td]30-10-2015[/td] [td]09-02-2016[/td] [td]$2.803[/td] [td]$2.787[/td] [td]-0.56%
[/td] [td]1.78%

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

One new trade opened:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Open Profit^[/td] [td]Position Divs[/td][/tr]
"[tr]
[td]VOC [/td]" [td]09-02-2016[/td] [td]N/A[/td] [td]$7.307[/td] [td]N/A[/td] [td]0.11%
[/td] [td]

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 10 February 2016

In relation to the SMSF Portfolio:

One trade closed today:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td][/tr]
"[tr]
[td]GTY [/td]" [td]02-11-2015[/td] [td]09-02-2016[/td] [td]$2.779[/td] [td]$2.781[/td] [td]0.04%
[/td] [td]

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

One new trade opened:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Open Profit^[/td] [td]Position Divs[/td][/tr]
"[tr]
[td]VOC [/td]" [td]09-02-2016[/td] [td]N/A[/td] [td]$7.334[/td] [td]N/A[/td] [td]-0.52%
[/td] [td]

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

In relation to the Private Portfolio:

Two trades closed today:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td]

[/tr]
"[tr]
[td]TGR [/td]" [td]29-09-2015[/td] [td]12-02-2016[/td] [td]$4.315[/td] [td]$3.815[/td] [td]-11.58%
[/td] [td]

[/td][/tr]
"[tr]
[td]WEB [/td]" [td]07-10-2015[/td] [td]12-02-2016[/td] [td]$4.396[/td] [td]$4.565[/td] [td]3.84%
[/td] [td]

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

In relation to the SMSF Portfolio:

One trade closed today:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td][/tr]

"[tr]
[td]TGR2[/td]" [td]29-09-2015[/td] [td]12-02-2016[/td] [td]$4.316[/td] [td]$3.814[/td] [td]-11.62%
[/td] [td]

[/td][/tr]

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

Current closed trades (actual executed) for the Private Portfolio - Update Week #5:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td] [td]Running Portfolio Return[/td][/tr]
"[tr]
[td]RMD [/td]" [td]08-05-2013[/td] [td]09-05-2013[/td] [td]$4.801[/td] [td]$4.859[/td] [td]1.23%
[/td] [td]

[/td] "[td]0.08%
[/td]
[/tr]"
"[tr]
[td]SKE [/td]" [td]08-05-2013[/td] [td]09-05-2013[/td] [td]$2.856[/td] [td]$2.834[/td] [td]-0.79%
[/td] [td]

[/td] "[td]0.03%
[/td]
[/tr]"
"[tr]
[td]DJS [/td]" [td]08-05-2013[/td] [td]28-05-2013[/td] [td]$2.906[/td] [td]$2.594[/td] [td]-10.76%
[/td] [td]

[/td] "[td]-0.65%
[/td]
[/tr]"
"[tr]
[td]TGA [/td]" [td]22-05-2013[/td] [td]01-07-2013[/td] [td]$2.355[/td] [td]$2.025[/td] [td]-14.03%
[/td] [td]2.55%

[/td] "[td]-1.36%
[/td]
[/tr]"
"[tr]
[td]MLB [/td]" [td]24-07-2013[/td] [td]26-07-2013[/td] [td]$2.236[/td] [td]$1.869[/td] [td]-16.37%
[/td] [td]11.18%

[/td] "[td]-1.68%
[/td]
[/tr]"
"[tr]
[td]DYE [/td]" [td]30-07-2013[/td] [td]02-09-2013[/td] [td]$0.521[/td] [td]$0.353[/td] [td]-32.2%
[/td] [td]

[/td] "[td]-3.66%
[/td]
[/tr]"
"[tr]
[td]AWE [/td]" [td]24-07-2013[/td] [td]21-10-2013[/td] [td]$1.443[/td] [td]$1.282[/td] [td]-11.16%
[/td] [td]

[/td] "[td]-4.33%
[/td]
[/tr]"
"[tr]
[td]ROC [/td]" [td]26-07-2013[/td] [td]24-10-2013[/td] [td]$0.536[/td] [td]$0.499[/td] [td]-6.95%
[/td] [td]

[/td] "[td]-4.74%
[/td]
[/tr]"
"[tr]
[td]CCV [/td]" [td]12-09-2013[/td] [td]29-10-2013[/td] [td]$1.259[/td] [td]$1.086[/td] [td]-13.71%
[/td] [td]

[/td] "[td]-5.56%
[/td]
[/tr]"
"[tr]
[td]UGL [/td]" [td]13-09-2013[/td] [td]20-11-2013[/td] [td]$8.126[/td] [td]$6.832[/td] [td]-15.92%
[/td] [td]

[/td] "[td]-6.5%
[/td]
[/tr]"
"[tr]
[td]FGE [/td]" [td]13-09-2013[/td] [td]28-11-2013[/td] [td]$5.421[/td] [td]$0.673[/td] [td]-87.58%
[/td] [td]

[/td] "[td]-11.62%
[/td]
[/tr]"
"[tr]
[td]IPL1 [/td]" [td]21-11-2013[/td] [td]29-11-2013[/td] [td]$2.626[/td] [td]$2.584[/td] [td]-1.58%
[/td] [td]

[/td] "[td]-11.7%
[/td]
[/tr]"
"[tr]
[td]BDR [/td]" [td]02-10-2013[/td] [td]04-12-2013[/td] [td]$0.837[/td] [td]$0.673[/td] [td]-19.56%
[/td] [td]

[/td] "[td]-12.78%
[/td]
[/tr]"
"[tr]
[td]TTN [/td]" [td]15-10-2013[/td] [td]06-12-2013[/td] [td]$3.257[/td] [td]$2.483[/td] [td]-23.77%
[/td] [td]

[/td] "[td]-14.08%
[/td]
[/tr]"
"[tr]
[td]FBU [/td]" [td]17-09-2013[/td] [td]27-12-2013[/td] [td]$8.337[/td] [td]$7.742[/td] [td]-7.14%
[/td] [td]1.8%

[/td] "[td]-14.37%
[/td]
[/tr]"
"[tr]
[td]RFG [/td]" [td]11-09-2013[/td] [td]30-12-2013[/td] [td]$4.519[/td] [td]$4.58[/td] [td]1.35%
[/td] [td]

[/td] "[td]-14.29%
[/td]
[/tr]"
"[tr]
[td]QUB [/td]" [td]20-09-2013[/td] [td]02-01-2014[/td] [td]$2.024[/td] [td]$2.066[/td] [td]2.05%
[/td] [td]

[/td] "[td]-14.18%
[/td]
[/tr]"
"[tr]
[td]GOZ [/td]" [td]25-09-2013[/td] [td]17-01-2014[/td] [td]$2.585[/td] [td]$2.434[/td] [td]-5.83%
[/td] [td]3.64%

[/td] "[td]-14.3%
[/td]
[/tr]"
"[tr]
[td]SUL [/td]" [td]26-09-2013[/td] [td]20-01-2014[/td] [td]$13.326[/td] [td]$11.221[/td] [td]-15.8%
[/td] [td]

[/td] "[td]-15.15%
[/td]
[/tr]"
"[tr]
[td]MCP [/td]" [td]11-11-2013[/td] [td]29-01-2014[/td] [td]$1.647[/td] [td]$1.344[/td] [td]-18.42%
[/td] [td]

[/td] "[td]-16.13%
[/td]
[/tr]"
"[tr]
[td]MYX1 [/td]" [td]16-08-2013[/td] [td]30-01-2014[/td] [td]$0.591[/td] [td]$0.724[/td] [td]22.42%
[/td] [td]

[/td] "[td]-14.95%
[/td]
[/tr]"
"[tr]
[td]CDD [/td]" [td]24-10-2013[/td] [td]06-02-2014[/td] [td]$6.806[/td] [td]$6.084[/td] [td]-10.61%
[/td] [td]

[/td] "[td]-15.51%
[/td]
[/tr]"
"[tr]
[td]AGO [/td]" [td]21-10-2013[/td] [td]06-02-2014[/td] [td]$1.007[/td] [td]$1.003[/td] [td]-0.44%
[/td] [td]

[/td] "[td]-15.54%
[/td]
[/tr]"
"[tr]
[td]BCI [/td]" [td]02-09-2013[/td] [td]11-03-2014[/td] [td]$4.469[/td] [td]$4.57[/td] [td]2.26%
[/td] [td]10.52%

[/td] "[td]-14.86%
[/td]
[/tr]"
"[tr]
[td]BEN [/td]" [td]24-01-2014[/td] [td]15-04-2014[/td] [td]$11.61[/td] [td]$10.91[/td] [td]-6.02%
[/td] [td]2.67%

[/td] "[td]-15.04%
[/td]
[/tr]"
"[tr]
[td]MML [/td]" [td]14-03-2014[/td] [td]23-04-2014[/td] [td]$2.574[/td] [td]$1.803[/td] [td]-29.95%
[/td] [td]

[/td] "[td]-16.63%
[/td]
[/tr]"
"[tr]
[td]CLH [/td]" [td]19-02-2014[/td] [td]24-04-2014[/td] [td]$1.903[/td] [td]$1.692[/td] [td]-11.1%
[/td] [td]2.05%

[/td] "[td]-17.1%
[/td]
[/tr]"
"[tr]
[td]DLS [/td]" [td]30-01-2014[/td] [td]04-06-2014[/td] [td]$1.468[/td] [td]$1.527[/td] [td]3.95%
[/td] [td]

[/td] "[td]-16.9%
[/td]
[/tr]"
"[tr]
[td]CAJ [/td]" [td]01-04-2014[/td] [td]06-06-2014[/td] [td]$0.611[/td] [td]$0.444[/td] [td]-27.39%
[/td] [td]

[/td] "[td]-18.32%
[/td]
[/tr]"
"[tr]
[td]EVN [/td]" [td]18-03-2014[/td] [td]10-06-2014[/td] [td]$0.942[/td] [td]$0.823[/td] [td]-12.54%
[/td] [td]

[/td] "[td]-18.96%
[/td]
[/tr]"
"[tr]
[td]MYX2[/td]" [td]28-03-2014[/td] [td]12-06-2014[/td] [td]$0.972[/td] [td]$0.873[/td] [td]-10.11%
[/td] [td]

[/td] "[td]-19.47%
[/td]
[/tr]"
"[tr]
[td]IFM1 [/td]" [td]25-02-2014[/td] [td]20-06-2014[/td] [td]$0.756[/td] [td]$0.739[/td] [td]-2.31%
[/td] [td]2.5%

[/td] "[td]-19.46%
[/td]
[/tr]"
"[tr]
[td]NVT [/td]" [td]01-04-2014[/td] [td]10-07-2014[/td] [td]$7.314[/td] [td]$5.086[/td] [td]-30.47%
[/td] [td]

[/td] "[td]-21%
[/td]
[/tr]"
"[tr]
[td]FXJ [/td]" [td]15-04-2014[/td] [td]16-07-2014[/td] [td]$0.942[/td] [td]$0.888[/td] [td]-5.64%
[/td] [td]

[/td] "[td]-21.28%
[/td]
[/tr]"
"[tr]
[td]SYD [/td]" [td]07-05-2014[/td] [td]25-08-2014[/td] [td]$4.309[/td] [td]$4.391[/td] [td]1.92%
[/td] [td]2.67%

[/td] "[td]-21.05%
[/td]
[/tr]"
"[tr]
[td]NHF [/td]" [td]28-05-2014[/td] [td]15-09-2014[/td] [td]$3.155[/td] [td]$2.995[/td] [td]-5.09%
[/td] [td]4.67%

[/td] "[td]-21.07%
[/td]
[/tr]"
"[tr]
[td]PAN [/td]" [td]04-06-2014[/td] [td]24-09-2014[/td] [td]$0.677[/td] [td]$0.648[/td] [td]-4.15%
[/td] [td]2.96%

[/td] "[td]-21.13%
[/td]
[/tr]"
"[tr]
[td]CGF [/td]" [td]17-09-2013[/td] [td]01-10-2014[/td] [td]$5.21[/td] [td]$7.008[/td] [td]34.51%
[/td] [td]4.99%

[/td] "[td]-19.18%
[/td]
[/tr]"
"[tr]
[td]NTC [/td]" [td]17-06-2014[/td] [td]01-10-2014[/td] [td]$0.651[/td] [td]$0.529[/td] [td]-18.8%
[/td] [td]

[/td] "[td]-20.13%
[/td]
[/tr]"
"[tr]
[td]SIR [/td]" [td]18-07-2014[/td] [td]08-10-2014[/td] [td]$3.957[/td] [td]$2.923[/td] [td]-26.13%
[/td] [td]

[/td] "[td]-21.44%
[/td]
[/tr]"
"[tr]
[td]GXL [/td]" [td]16-07-2014[/td] [td]09-10-2014[/td] [td]$9.706[/td] [td]$9.384[/td] [td]-3.32%
[/td] [td]0.72%

[/td] "[td]-21.56%
[/td]
[/tr]"
"[tr]
[td]APE [/td]" [td]20-06-2014[/td] [td]13-10-2014[/td] [td]$5.829[/td] [td]$5.434[/td] [td]-6.78%
[/td] [td]1.54%

[/td] "[td]-21.82%
[/td]
[/tr]"
"[tr]
[td]AMP [/td]" [td]15-05-2014[/td] [td]14-10-2014[/td] [td]$5.341[/td] [td]$5.179[/td] [td]-3.02%
[/td] [td]2.34%

[/td] "[td]-21.85%
[/td]
[/tr]"
"[tr]
[td]EGP [/td]" [td]04-08-2014[/td] [td]14-10-2014[/td] [td]$3.275[/td] [td]$3.355[/td] [td]2.41%
[/td] [td]1.22%

[/td] "[td]-21.68%
[/td]
[/tr]"
"[tr]
[td]TTS [/td]" [td]02-07-2014[/td] [td]20-10-2014[/td] [td]$3.416[/td] [td]$3.124[/td] [td]-8.54%
[/td] [td]1.61%

[/td] "[td]-22.01%
[/td]
[/tr]"
"[tr]
[td]IMF [/td]" [td]03-06-2014[/td] [td]23-10-2014[/td] [td]$1.973[/td] [td]$1.997[/td] [td]1.18%
[/td] [td]2.53%

[/td] "[td]-21.83%
[/td]
[/tr]"
"[tr]
[td]WHC [/td]" [td]25-08-2014[/td] [td]30-10-2014[/td] [td]$1.969[/td] [td]$1.537[/td] [td]-21.96%
[/td] [td]

[/td] "[td]-22.91%
[/td]
[/tr]"
"[tr]
[td]LNG [/td]" [td]28-03-2014[/td] [td]14-11-2014[/td] [td]$0.576[/td] [td]$3.536[/td] [td]514.02%
[/td] [td]

[/td] "[td]1.86%
[/td]
[/tr]"
"[tr]
[td]CAJ [/td]" [td]01-10-2014[/td] [td]02-12-2014[/td] [td]$0.681[/td] [td]$0.589[/td] [td]-13.59%
[/td] [td]

[/td] "[td]1%
[/td]
[/tr]"
"[tr]
[td]TNE [/td]" [td]15-09-2014[/td] [td]03-12-2014[/td] [td]$3.136[/td] [td]$2.914[/td] [td]-7.05%
[/td] [td]1.98%

[/td] "[td]0.68%
[/td]
[/tr]"
"[tr]
[td]IFM2[/td]" [td]13-10-2014[/td] [td]24-12-2014[/td] [td]$1.132[/td] [td]$1.198[/td] [td]5.86%
[/td] [td]

[/td] "[td]1.04%
[/td]
[/tr]"
"[tr]
[td]ASZ [/td]" [td]10-10-2014[/td] [td]02-01-2015[/td] [td]$0.776[/td] [td]$0.612[/td] [td]-21.13%
[/td] [td]

[/td] "[td]-0.29%
[/td]
[/tr]"
"[tr]
[td]ALU [/td]" [td]08-12-2014[/td] [td]14-01-2015[/td] [td]$3.294[/td] [td]$2.926[/td] [td]-11.19%
[/td] [td]

[/td] "[td]-0.99%
[/td]
[/tr]"
"[tr]
[td]SHV [/td]" [td]08-10-2014[/td] [td]19-01-2015[/td] [td]$6.19[/td] [td]$6.06[/td] [td]-2.11%
[/td] [td]

[/td] "[td]-1.12%
[/td]
[/tr]"
"[tr]
[td]PMV [/td]" [td]30-09-2014[/td] [td]11-02-2015[/td] [td]$10.154[/td] [td]$10.926[/td] [td]7.6%
[/td] [td]1.97%

[/td] "[td]-0.53%
[/td]
[/tr]"
"[tr]
[td]MNF [/td]" [td]11-11-2014[/td] [td]11-02-2015[/td] [td]$3.684[/td] [td]$2.795[/td] [td]-24.12%
[/td] [td]

[/td] "[td]-2.03%
[/td]
[/tr]"
"[tr]
[td]TGA [/td]" [td]07-11-2014[/td] [td]04-03-2015[/td] [td]$2.713[/td] [td]$2.796[/td] [td]3.07%
[/td] [td]1.84%

[/td] "[td]-1.72%
[/td]
[/tr]"
"[tr]
[td]SRX [/td]" [td]23-10-2014[/td] [td]18-03-2015[/td] [td]$23.697[/td] [td]$19.383[/td] [td]-18.21%
[/td] [td]

[/td] "[td]-2.84%
[/td]
[/tr]"
"[tr]
[td]SKI [/td]" [td]19-01-2015[/td] [td]09-04-2015[/td] [td]$2.153[/td] [td]$1.957[/td] [td]-9.08%
[/td] [td]2.67%

[/td] "[td]-3.23%
[/td]
[/tr]"
"[tr]
[td]LLC [/td]" [td]09-05-2014[/td] [td]01-05-2015[/td] [td]$13.176[/td] [td]$16.234[/td] [td]23.2%
[/td] [td]5.77%

[/td] "[td]-1.48%
[/td]
[/tr]"
"[tr]
[td]TLS [/td]" [td]16-01-2015[/td] [td]12-05-2015[/td] [td]$6.218[/td] [td]$6.042[/td] [td]-2.82%
[/td] [td]2.41%

[/td] "[td]-1.51%
[/td]
[/tr]"
"[tr]
[td]RMD [/td]" [td]04-11-2014[/td] [td]15-05-2015[/td] [td]$5.918[/td] [td]$7.031[/td] [td]18.79%
[/td] [td]0.99%

[/td] "[td]-0.29%
[/td]
[/tr]"
"[tr]
[td]AJX [/td]" [td]11-12-2014[/td] [td]26-05-2015[/td] [td]$0.531[/td] [td]$0.529[/td] [td]-0.31%
[/td] [td]

[/td] "[td]-0.31%
[/td]
[/tr]"
"[tr]
[td]MGR [/td]" [td]11-02-2015[/td] [td]26-05-2015[/td] [td]$2.123[/td] [td]$1.977[/td] [td]-6.83%
[/td] [td]

[/td] "[td]-0.73%
[/td]
[/tr]"
"[tr]
[td]IGO [/td]" [td]01-05-2015[/td] [td]28-05-2015[/td] [td]$5.907[/td] [td]$4.753[/td] [td]-19.53%
[/td] [td]

[/td] "[td]-1.94%
[/td]
[/tr]"
"[tr]
[td]IPL2 [/td]" [td]11-02-2015[/td] [td]29-05-2015[/td] [td]$3.764[/td] [td]$4.036[/td] [td]7.2%
[/td] [td]1.17%

[/td] "[td]-1.43%
[/td]
[/tr]"
"[tr]
[td]JHC [/td]" [td]27-05-2015[/td] [td]23-06-2015[/td] [td]$2.853[/td] [td]$2.747[/td] [td]-3.73%
[/td] [td]

[/td] "[td]-1.66%
[/td]
[/tr]"
"[tr]
[td]1PG [/td]" [td]18-03-2015[/td] [td]29-06-2015[/td] [td]$1.657[/td] [td]$1.878[/td] [td]13.34%
[/td] [td]

[/td] "[td]-0.84%
[/td]
[/tr]"
"[tr]
[td]TFC [/td]" [td]27-05-2015[/td] [td]01-07-2015[/td] [td]$1.862[/td] [td]$1.548[/td] [td]-16.87%
[/td] [td]

[/td] "[td]-1.89%
[/td]
[/tr]"
"[tr]
[td]ASB [/td]" [td]16-06-2014[/td] [td]07-07-2015[/td] [td]$1.252[/td] [td]$1.763[/td] [td]40.75%
[/td] [td]0.8%

[/td] "[td]0.66%
[/td]
[/tr]"
"[tr]
[td]ILU [/td]" [td]09-04-2015[/td] [td]07-07-2015[/td] [td]$8.88[/td] [td]$7.44[/td] [td]-16.21%
[/td] [td]

[/td] "[td]-0.36%
[/td]
[/tr]"
"[tr]
[td]MYX [/td]" [td]26-05-2015[/td] [td]09-07-2015[/td] [td]$1.136[/td] [td]$1.084[/td] [td]-4.63%
[/td] [td]

[/td] "[td]-0.65%
[/td]
[/tr]"
"[tr]
[td]TCL [/td]" [td]02-01-2015[/td] [td]13-07-2015[/td] [td]$8.661[/td] [td]$9.749[/td] [td]12.56%
[/td] [td]2.37%

[/td] "[td]0.28%
[/td]
[/tr]"
"[tr]
[td]EPW [/td]" [td]02-06-2015[/td] [td]13-07-2015[/td] [td]$2.543[/td] [td]$2.167[/td] [td]-14.77%
[/td] [td]

[/td] "[td]-0.65%
[/td]
[/tr]"
"[tr]
[td]MTR [/td]" [td]14-11-2014[/td] [td]16-07-2015[/td] [td]$2.652[/td] [td]$3.686[/td] [td]38.95%
[/td] [td]1.89%

[/td] "[td]1.89%
[/td]
[/tr]"
"[tr]
[td]TOX [/td]" [td]04-03-2015[/td] [td]20-07-2015[/td] [td]$2.954[/td] [td]$2.726[/td] [td]-7.69%
[/td] [td]1.35%

[/td] "[td]1.49%
[/td]
[/tr]"
"[tr]
[td]QAN[/td]" [td]30-10-2014[/td] [td]24-07-2015[/td] [td]$1.647[/td] [td]$3.656[/td] [td]121.96%
[/td] [td]

[/td] "[td]9.22%
[/td]
[/tr]"
"[tr]
[td]MTU [/td]" [td]29-10-2014[/td] [td]27-07-2015[/td] [td]$8.002[/td] [td]$10.758[/td] [td]34.43%
[/td] [td]1.87%

[/td] "[td]11.7%
[/td]
[/tr]"
"[tr]
[td]EHE [/td]" [td]12-05-2015[/td] [td]05-08-2015[/td] [td]$6.397[/td] [td]$6.413[/td] [td]0.24%
[/td] [td]

[/td] "[td]11.72%
[/td]
[/tr]"
"[tr]
[td]OML [/td]" [td]15-05-2015[/td] [td]19-08-2015[/td] [td]$2.576[/td] [td]$2.469[/td] [td]-4.18%
[/td] [td]

[/td] "[td]11.42%
[/td]
[/tr]"
"[tr]
[td]PMV [/td]" [td]29-05-2015[/td] [td]24-08-2015[/td] [td]$14.306[/td] [td]$11.524[/td] [td]-19.45%
[/td] [td]

[/td] "[td]10.07%
[/td]
[/tr]"
"[tr]
[td]CCP [/td]" [td]27-07-2015[/td] [td]25-08-2015[/td] [td]$13.129[/td] [td]$11.655[/td] [td]-11.23%
[/td] [td]

[/td] "[td]9.3%
[/td]
[/tr]"
"[tr]
[td]SRF [/td]" [td]08-07-2015[/td] [td]04-09-2015[/td] [td]$1.857[/td] [td]$1.678[/td] [td]-9.65%
[/td] [td]

[/td] "[td]8.64%
[/td]
[/tr]"
"[tr]
[td]UBN [/td]" [td]31-07-2015[/td] [td]04-09-2015[/td] [td]$1.347[/td] [td]$0.828[/td] [td]-38.48%
[/td] [td]

[/td] "[td]6.03%
[/td]
[/tr]"
"[tr]
[td]LOV [/td]" [td]07-07-2015[/td] [td]22-09-2015[/td] [td]$3.334[/td] [td]$2.949[/td] [td]-11.54%
[/td] [td]1.22%

[/td] "[td]5.34%
[/td]
[/tr]"
"[tr]
[td]ASZ2[/td]" [td]23-07-2015[/td] [td]29-09-2015[/td] [td]$1.011[/td] [td]$0.959[/td] [td]-5.17%
[/td] [td]

[/td] "[td]5%
[/td]
[/tr]"
"[tr]
[td]SFR [/td]" [td]29-06-2015[/td] [td]07-10-2015[/td] [td]$5.687[/td] [td]$6.083[/td] [td]6.98%
[/td] [td]1.76%

[/td] "[td]5.57%
[/td]
[/tr]"
"[tr]
[td]YOW [/td]" [td]01-07-2015[/td] [td]30-10-2015[/td] [td]$1.021[/td] [td]$1.154[/td] [td]12.98%
[/td] [td]

[/td] "[td]6.43%
[/td]
[/tr]"
"[tr]
[td]APE2[/td]" [td]21-07-2015[/td] [td]02-11-2015[/td] [td]$10.181[/td] [td]$10.728[/td] [td]5.38%
[/td] [td]1.18%

[/td] "[td]6.87%
[/td]
[/tr]"
"[tr]
[td]IPD [/td]" [td]27-07-2015[/td] [td]05-11-2015[/td] [td]$1.111[/td] [td]$1.044[/td] [td]-6.07%
[/td] [td]

[/td] "[td]6.46%
[/td]
[/tr]"
"[tr]
[td]SMX [/td]" [td]10-09-2015[/td] [td]18-11-2015[/td] [td]$4.746[/td] [td]$3.305[/td] [td]-30.37%
[/td] [td]2.11%

[/td] "[td]4.58%
[/td]
[/tr]"
"[tr]
[td]1PG [/td]" [td]31-08-2015[/td] [td]25-11-2015[/td] [td]$4.386[/td] [td]$3.108[/td] [td]-29.14%
[/td] [td]

[/td] "[td]2.68%
[/td]
[/tr]"
"[tr]
[td]AJX [/td]" [td]23-09-2015[/td] [td]11-12-2015[/td] [td]$1.096[/td] [td]$0.759[/td] [td]-30.81%
[/td] [td]

[/td] "[td]0.7%
[/td]
[/tr]"
"[tr]
[td]EHE [/td]" [td]18-11-2015[/td] [td]30-12-2015[/td] [td]$7.708[/td] [td]$7.272[/td] [td]-5.66%
[/td] [td]

[/td] "[td]0.34%
[/td]
[/tr]"
"[tr]
[td]SDA [/td]" [td]21-07-2015[/td] [td]31-12-2015[/td] [td]$3.364[/td] [td]$4.146[/td] [td]23.21%
[/td] [td]0.89%

[/td] "[td]1.86%
[/td]
[/tr]"
"[tr]
[td]ACX [/td]" [td]02-11-2015[/td] [td]09-02-2016[/td] [td]$4.705[/td] [td]$3.875[/td] [td]-17.63%
[/td] [td]

[/td] "[td]0.73%
[/td]
[/tr]"
"[tr]
[td]GTY [/td]" [td]30-10-2015[/td] [td]09-02-2016[/td] [td]$2.803[/td] [td]$2.787[/td] [td]-0.56%
[/td] [td]1.78%

[/td] "[td]0.81%
[/td]
[/tr]"
"[tr]
[td]TGR [/td]" [td]29-09-2015[/td] [td]12-02-2016[/td] [td]$4.315[/td] [td]$3.815[/td] [td]-11.58%
[/td] [td]

[/td] "[td]0.08%
[/td]
[/tr]"
"[tr]
[td]WEB [/td]" [td]07-10-2015[/td] [td]12-02-2016[/td] [td]$4.396[/td] [td]$4.565[/td] [td]3.84%
[/td] [td]

[/td] "[td]0.32%
[/td]
[/tr]"

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

Current open trades (actual executed) for the Private Portfolio - Update Week #5:

Sell signals being triggered - starting to move to cash (no current entry signals):

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Open Profit^[/td] [td]Position Divs[/td] [td]Running Portfolio Return
(16 Positions)[/td][/tr]
"[tr]
[td]EVT(AHD)[/td]" [td]02-12-2014[/td] [td]N/A[/td] [td]$11.374[/td] [td]N/A[/td] [td]28.23%
[/td] [td]4.66%

[/td] "[td]2.38%
[/td]
[/tr]"
"[tr]
[td]SRX [/td]" [td]19-08-2015[/td] [td]N/A[/td] [td]$34.714[/td] [td]N/A[/td] [td]-4.25%
[/td] [td]0.58%

[/td] "[td]2.15%
[/td]
[/tr]"
"[tr]
[td]TWE [/td]" [td]28-09-2015[/td] [td]N/A[/td] [td]$6.517[/td] [td]N/A[/td] [td]31.09%
[/td] [td]

[/td] "[td]4.13%
[/td]
[/tr]"
"[tr]
[td]APO [/td]" [td]25-11-2015[/td] [td]N/A[/td] [td]$5.386[/td] [td]N/A[/td] [td]-5.58%
[/td] [td]

[/td] "[td]3.77%
[/td]
[/tr]"
"[tr]
[td]RIC [/td]" [td]11-12-2015[/td] [td]N/A[/td] [td]$1.602[/td] [td]N/A[/td] [td]-15.8%
[/td] [td]

[/td] "[td]2.75%
[/td]
[/tr]"
"[tr]
[td]BGA [/td]" [td]30-12-2015[/td] [td]N/A[/td] [td]$7.067[/td] [td]N/A[/td] [td]-19.72%
[/td] [td]

[/td] "[td]1.48%
[/td]
[/tr]"
"[tr]
[td]VOC [/td]" [td]09-02-2016[/td] [td]N/A[/td] [td]$7.307[/td] [td]N/A[/td] [td]4.21%
[/td] [td]

[/td] "[td]1.75%
[/td]
[/tr]"
"[tr]
[td]BAL [/td]" [td]23-06-2015[/td] [td]N/A[/td] [td]$4.255[/td] [td]N/A[/td] [td]163.37%
[/td] [td]0.67%

[/td] "[td]12.18%
[/td]
[/tr]"
"[tr]
[td]ELD [/td]" [td]03-08-2015[/td] [td]N/A[/td] [td]$4.155[/td] [td]N/A[/td] [td]-3.82%
[/td] [td]

[/td] "[td]11.91%
[/td]
[/tr]"
"[tr]
[td]CKF [/td]" [td]05-08-2015[/td] [td]N/A[/td] [td]$3.434[/td] [td]N/A[/td] [td]33.57%
[/td] [td]1.75%

[/td] "[td]14.38%
[/td]
[/tr]"
"[tr]
[td]RRL [/td]" [td]01-10-2015[/td] [td]N/A[/td] [td]$1.767[/td] [td]N/A[/td] [td]56.1%
[/td] [td]2.26%

[/td] "[td]18.55%
[/td]
[/tr]"
"[tr]
[td]SAR [/td]" [td]05-11-2015[/td] [td]N/A[/td] [td]$0.556[/td] [td]N/A[/td] [td]67.3%
[/td] [td]

[/td] "[td]23.54%
[/td]
[/tr]"
"[tr]
[td]CTD [/td]" [td]31-12-2015[/td] [td]N/A[/td] [td]$13.243[/td] [td]N/A[/td] [td]-17.25%
[/td] [td]

[/td] "[td]22.21%
[/td]
[/tr]"

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

Current closed trades (actual executed) for the SMSF Portfolio - Update Week #5:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Profit^[/td] [td]Position Divs[/td] "[td]Running Portfolio Return
(16 Positions)[/td][/tr]"
"[tr]
[td]PDN[/td]" [td]30-07-2013[/td] [td]07-08-2013[/td] [td]$0.976[/td] [td]$0.664[/td] [td]-32.01%
[/td] [td]

[/td] "[td]-2%
[/td]
[/tr]"
"[tr]
[td]AWE1[/td]" [td]24-07-2013[/td] [td]21-10-2013[/td] [td]$1.444[/td] [td]$1.276[/td] [td]-11.67%
[/td] [td]

[/td] "[td]-2.72%
[/td]
[/tr]"
"[tr]
[td]SRX[/td]" [td]09-08-2013[/td] [td]08-11-2013[/td] [td]$13.114[/td] [td]$12.086[/td] [td]-7.84%
[/td] [td]0.92%

[/td] "[td]-3.14%
[/td]
[/tr]"
"[tr]
[td]WOR[/td]" [td]17-09-2013[/td] [td]21-11-2013[/td] [td]$23.29[/td] [td]$15.64[/td] [td]-32.84%
[/td] [td]

[/td] "[td]-5.13%
[/td]
[/tr]"
"[tr]
[td]AIO[/td]" [td]20-09-2013[/td] [td]13-12-2013[/td] [td]$6.009[/td] [td]$5.501[/td] [td]-8.44%
[/td] [td]

[/td] "[td]-5.63%
[/td]
[/tr]"
"[tr]
[td]MLD[/td]" [td]17-10-2013[/td] [td]27-12-2013[/td] [td]$2.647[/td] [td]$2.513[/td] [td]-5.06%
[/td] [td]

[/td] "[td]-5.92%
[/td]
[/tr]"
"[tr]
[td]BLD[/td]" [td]12-09-2013[/td] [td]02-01-2014[/td] [td]$4.791[/td] [td]$4.769[/td] [td]-0.45%
[/td] [td]

[/td] "[td]-5.95%
[/td]
[/tr]"
"[tr]
[td]BKW[/td]" [td]24-09-2013[/td] [td]20-01-2014[/td] [td]$13.497[/td] [td]$14.183[/td] [td]5.09%
[/td] [td]2%

[/td] "[td]-5.53%
[/td]
[/tr]"
"[tr]
[td]DOW[/td]" [td]12-09-2013[/td] [td]07-02-2014[/td] [td]$4.69[/td] [td]$4.8[/td] [td]2.35%
[/td] [td]

[/td] "[td]-5.39%
[/td]
[/tr]"
"[tr]
[td]RIO2[/td]" [td]02-12-2013[/td] [td]12-02-2014[/td] [td]$66.278[/td] [td]$67.752[/td] [td]2.22%
[/td] [td]

[/td] "[td]-5.26%
[/td]
[/tr]"
"[tr]
[td]MGX2[/td]" [td]21-10-2013[/td] [td]28-02-2014[/td] [td]$0.849[/td] [td]$0.87[/td] [td]2.41%
[/td] [td]

[/td] "[td]-5.12%
[/td]
[/tr]"
"[tr]
[td]SGM[/td]" [td]12-11-2013[/td] [td]04-03-2014[/td] [td]$10.004[/td] [td]$9.626[/td] [td]-3.78%
[/td] [td]

[/td] "[td]-5.34%
[/td]
[/tr]"
"[tr]
[td]BCI[/td]" [td]02-09-2013[/td] [td]11-03-2014[/td] [td]$4.489[/td] [td]$4.551[/td] [td]1.39%
[/td] [td]10.47%

[/td] "[td]-4.64%
[/td]
[/tr]"
"[tr]
[td]NST1[/td]" [td]18-03-2014[/td] [td]11-06-2014[/td] [td]$1.263[/td] [td]$1.178[/td] [td]-6.74%
[/td] [td]

[/td] "[td]-5.04%
[/td]
[/tr]"
"[tr]
[td]MYX [/td]" [td]28-03-2014[/td] [td]12-06-2014[/td] [td]$0.969[/td] [td]$0.871[/td] [td]-10.17%
[/td] [td]

[/td] "[td]-5.65%
[/td]
[/tr]"
"[tr]
[td]DMP[/td]" [td]01-04-2014[/td] [td]16-06-2014[/td] [td]$19.985[/td] [td]$19.824[/td] [td]-0.8%
[/td] [td]

[/td] "[td]-5.7%
[/td]
[/tr]"
"[tr]
[td]TGR [/td]" [td]04-03-2014[/td] [td]16-06-2014[/td] [td]$3.636[/td] [td]$3.893[/td] [td]7.07%
[/td] [td]1.51%

[/td] "[td]-5.19%
[/td]
[/tr]"
"[tr]
[td]CNU[/td]" [td]04-04-2014[/td] [td]10-07-2014[/td] [td]$1.661[/td] [td]$1.594[/td] [td]-4.04%
[/td] [td]

[/td] "[td]-5.43%
[/td]
[/tr]"
"[tr]
[td]SKC [/td]" [td]14-03-2014[/td] [td]15-07-2014[/td] [td]$3.737[/td] [td]$3.513[/td] [td]-5.97%
[/td] [td]2.1%

[/td] "[td]-5.66%
[/td]
[/tr]"
"[tr]
[td]CSR[/td]" [td]04-04-2014[/td] [td]23-07-2014[/td] [td]$3.614[/td] [td]$3.658[/td] [td]1.21%
[/td] [td]1.38%

[/td] "[td]-5.5%
[/td]
[/tr]"
"[tr]
[td]AWE2[/td]" [td]06-03-2014[/td] [td]16-09-2014[/td] [td]$1.555[/td] [td]$1.714[/td] [td]10.24%
[/td] [td]

[/td] "[td]-4.9%
[/td]
[/tr]"
"[tr]
[td]NST2[/td]" [td]10-07-2014[/td] [td]07-10-2014[/td] [td]$1.583[/td] [td]$1.182[/td] [td]-25.33%
[/td] [td]1.58%

[/td] "[td]-6.31%
[/td]
[/tr]"
"[tr]
[td]DUE [/td]" [td]20-06-2014[/td] [td]13-10-2014[/td] [td]$2.481[/td] [td]$2.369[/td] [td]-4.53%
[/td] [td]3.43%

[/td] "[td]-6.38%
[/td]
[/tr]"
"[tr]
[td]SEA[/td]" [td]23-07-2014[/td] [td]14-10-2014[/td] [td]$1.289[/td] [td]$1.096[/td] [td]-14.91%
[/td] [td]

[/td] "[td]-7.25%
[/td]
[/tr]"
"[tr]
[td]TTS[/td]" [td]02-07-2014[/td] [td]20-10-2014[/td] [td]$3.428[/td] [td]$3.135[/td] [td]-8.54%
[/td] [td]1.6%

[/td] "[td]-7.65%
[/td]
[/tr]"
"[tr]
[td]VOC[/td]" [td]04-07-2014[/td] [td]23-10-2014[/td] [td]$5.547[/td] [td]$5.323[/td] [td]-4.03%
[/td] [td]0.18%

[/td] "[td]-7.87%
[/td]
[/tr]"
"[tr]
[td]APN[/td]" [td]23-05-2014[/td] [td]13-11-2014[/td] [td]$0.75[/td] [td]$0.725[/td] [td]-3.33%
[/td] [td]

[/td] "[td]-8.07%
[/td]
[/tr]"
"[tr]
[td]QUB[/td]" [td]24-03-2014[/td] [td]21-11-2014[/td] [td]$2.235[/td] [td]$2.215[/td] [td]-0.88%
[/td] [td]1.21%

[/td] "[td]-8.05%
[/td]
[/tr]"
"[tr]
[td]AAD[/td]" [td]24-07-2013[/td] [td]10-12-2014[/td] [td]$1.766[/td] [td]$2.873[/td] [td]62.68%
[/td] [td]7.36%

[/td] "[td]-4.02%
[/td]
[/tr]"
"[tr]
[td]IFM [/td]" [td]04-08-2014[/td] [td]24-12-2014[/td] [td]$0.884[/td] [td]$1.196[/td] [td]35.24%
[/td] [td]2.14%

[/td] "[td]-1.78%
[/td]
[/tr]"
"[tr]
[td]TPM [/td]" [td]04-11-2014[/td] [td]13-01-2015[/td] [td]$7.462[/td] [td]$6.428[/td] [td]-13.86%
[/td] [td]

[/td] "[td]-2.63%
[/td]
[/tr]"
"[tr]
[td]SHV [/td]" [td]13-10-2014[/td] [td]19-01-2015[/td] [td]$5.988[/td] [td]$6.071[/td] [td]1.38%
[/td] [td]

[/td] "[td]-2.55%
[/td]
[/tr]"
"[tr]
[td]TSE [/td]" [td]15-07-2014[/td] [td]12-02-2015[/td] [td]$1.281[/td] [td]$1.569[/td] [td]22.47%
[/td] [td]

[/td] "[td]-1.18%
[/td]
[/tr]"
"[tr]
[td]SRX [/td]" [td]23-10-2014[/td] [td]18-03-2015[/td] [td]$23.744[/td] [td]$19.456[/td] [td]-18.06%
[/td] [td]

[/td] "[td]-2.29%
[/td]
[/tr]"
"[tr]
[td]MNY [/td]" [td]12-02-2015[/td] [td]31-03-2015[/td] [td]$1.752[/td] [td]$1.468[/td] [td]-16.25%
[/td] [td]1.43%

[/td] "[td]-3.2%
[/td]
[/tr]"
"[tr]
[td]SPK(TEL)[/td]" [td]02-10-2013[/td] [td]10-04-2015[/td] [td]$2.043[/td] [td]$2.867[/td] [td]40.32%
[/td] [td]11.83%

[/td] "[td]-0.04%
[/td]
[/tr]"
"[tr]
[td]ABP [/td]" [td]13-01-2015[/td] [td]14-04-2015[/td] [td]$3.154[/td] [td]$2.926[/td] [td]-7.24%
[/td] [td]2.69%

[/td] "[td]-0.33%
[/td]
[/tr]"
"[tr]
[td]TLS [/td]" [td]19-01-2015[/td] [td]12-05-2015[/td] [td]$6.217[/td] [td]$6.023[/td] [td]-3.12%
[/td] [td]2.41%

[/td] "[td]-0.37%
[/td]
[/tr]"
"[tr]
[td]CTX[/td]" [td]04-04-2014[/td] [td]15-05-2015[/td] [td]$21.775[/td] [td]$32.157[/td] [td]47.67%
[/td] [td]3.21%

[/td] "[td]2.8%
[/td]
[/tr]"
"[tr]
[td]WFD [/td]" [td]18-12-2014[/td] [td]15-05-2015[/td] [td]$8.798[/td] [td]$9.262[/td] [td]5.28%
[/td] [td]1.8%

[/td] "[td]3.26%
[/td]
[/tr]"
"[tr]
[td]AJX[/td]" [td]11-12-2014[/td] [td]26-05-2015[/td] [td]$0.529[/td] [td]$0.526[/td] [td]-0.47%
[/td] [td]

[/td] "[td]3.23%
[/td]
[/tr]"
"[tr]
[td]TAH [/td]" [td]29-10-2014[/td] [td]26-05-2015[/td] [td]$3.997[/td] [td]$4.833[/td] [td]20.9%
[/td] [td]10.01%

[/td] "[td]5.22%
[/td]
[/tr]"
"[tr]
[td]CTD[/td]" [td]16-09-2014[/td] [td]28-05-2015[/td] [td]$7.389[/td] [td]$12.091[/td] [td]63.63%
[/td] [td]0.81%

[/td] "[td]9.46%
[/td]
[/tr]"
"[tr]
[td]REC[/td]" [td]27-11-2014[/td] [td]28-05-2015[/td] [td]$6.51[/td] [td]$7.7[/td] [td]18.26%
[/td] [td]1.38%

[/td] "[td]10.8%
[/td]
[/tr]"
"[tr]
[td]TNE [/td]" [td]18-03-2015[/td] [td]10-06-2015[/td] [td]$3.907[/td] [td]$3.603[/td] [td]-7.8%
[/td] [td]0.55%

[/td] "[td]10.3%
[/td]
[/tr]"
"[tr]
[td]FLT [/td]" [td]15-05-2015[/td] [td]24-06-2015[/td] [td]$46.901[/td] [td]$34.279[/td] [td]-26.91%
[/td] [td]

[/td] "[td]8.44%
[/td]
[/tr]"
"[tr]
[td]AOG [/td]" [td]13-04-2015[/td] [td]29-06-2015[/td] [td]$2.81[/td] [td]$2.61[/td] [td]-7.12%
[/td] [td]1.78%

[/td] "[td]8.08%
[/td]
[/tr]"
"[tr]
[td]TFC [/td]" [td]26-05-2015[/td] [td]01-07-2015[/td] [td]$1.896[/td] [td]$1.544[/td] [td]-18.61%
[/td] [td]

[/td] "[td]6.83%
[/td]
[/tr]"
"[tr]
[td]ASB [/td]" [td]16-06-2014[/td] [td]07-07-2015[/td] [td]$1.256[/td] [td]$1.759[/td] [td]40.12%
[/td] [td]0.8%

[/td] "[td]9.56%
[/td]
[/tr]"
"[tr]
[td]API [/td]" [td]20-11-2014[/td] [td]07-07-2015[/td] [td]$0.899[/td] [td]$1.551[/td] [td]72.51%
[/td] [td]2.22%

[/td] "[td]14.67%
[/td]
[/tr]"
"[tr]
[td]OZL [/td]" [td]12-05-2015[/td] [td]09-07-2015[/td] [td]$4.735[/td] [td]$3.685[/td] [td]-22.19%
[/td] [td]

[/td] "[td]13.08%
[/td]
[/tr]"
"[tr]
[td]DLS [/td]" [td]14-04-2015[/td] [td]10-07-2015[/td] [td]$1.104[/td] [td]$1.026[/td] [td]-7.09%
[/td] [td]

[/td] "[td]12.58%
[/td]
[/tr]"
"[tr]
[td]ALU [/td]" [td]15-05-2015[/td] [td]10-07-2015[/td] [td]$5.038[/td] [td]$4.222[/td] [td]-16.18%
[/td] [td]

[/td] "[td]11.44%
[/td]
[/tr]"
"[tr]
[td]ISD [/td]" [td]04-06-2015[/td] [td]10-07-2015[/td] [td]$3.683[/td] [td]$3.427[/td] [td]-6.93%
[/td] [td]

[/td] "[td]10.96%
[/td]
[/tr]"
"[tr]
[td]EPW [/td]" [td]02-06-2015[/td] [td]13-07-2015[/td] [td]$2.549[/td] [td]$2.161[/td] [td]-15.21%
[/td] [td]

[/td] "[td]9.91%
[/td]
[/tr]"
"[tr]
[td]BKW [/td]" [td]26-05-2015[/td] [td]22-07-2015[/td] [td]$15.021[/td] [td]$14.859[/td] [td]-1.08%
[/td] [td]

[/td] "[td]9.83%
[/td]
[/tr]"
"[tr]
[td]QAN [/td]" [td]30-10-2014[/td] [td]24-07-2015[/td] [td]$1.652[/td] [td]$3.64[/td] [td]120.39%
[/td] [td]

[/td] "[td]18.1%
[/td]
[/tr]"
"[tr]
[td]OGC [/td]" [td]29-06-2015[/td] [td]03-08-2015[/td] [td]$3.323[/td] [td]$2.357[/td] [td]-29.06%
[/td] [td]

[/td] "[td]15.95%
[/td]
[/tr]"
"[tr]
[td]CCP [/td]" [td]27-07-2015[/td] [td]25-08-2015[/td] [td]$13.177[/td] [td]$11.663[/td] [td]-11.49%
[/td] [td]

[/td] "[td]15.12%
[/td]
[/tr]"
"[tr]
[td]SRF [/td]" [td]09-07-2015[/td] [td]04-09-2015[/td] [td]$1.862[/td] [td]$1.673[/td] [td]-10.1%
[/td] [td]

[/td] "[td]14.39%
[/td]
[/tr]"
"[tr]
[td]UBN [/td]" [td]31-07-2015[/td] [td]04-09-2015[/td] [td]$1.35[/td] [td]$0.825[/td] [td]-38.85%
[/td] [td]

[/td] "[td]11.61%
[/td]
[/tr]"
"[tr]
[td]AIA [/td]" [td]24-12-2014[/td] [td]10-09-2015[/td] [td]$4.198[/td] [td]$4.352[/td] [td]3.66%
[/td] [td]1.69%

[/td] "[td]11.99%
[/td]
[/tr]"
"[tr]
[td]LOV [/td]" [td]24-06-2015[/td] [td]22-09-2015[/td] [td]$3.525[/td] [td]$2.945[/td] [td]-16.44%
[/td] [td]1.15%

[/td] "[td]10.92%
[/td]
[/tr]"
"[tr]
[td]ASZ [/td]" [td]23-07-2015[/td] [td]29-09-2015[/td] [td]$1.014[/td] [td]$0.954[/td] [td]-5.85%
[/td] [td]

[/td] "[td]10.51%
[/td]
[/tr]"
"[tr]
[td]JHX [/td]" [td]04-06-2015[/td] [td]01-10-2015[/td] [td]$16.898[/td] [td]$17.322[/td] [td]2.51%
[/td] [td]3.66%

[/td] "[td]10.94%
[/td]
[/tr]"
"[tr]
[td]APE [/td]" [td]21-07-2015[/td] [td]02-11-2015[/td] [td]$10.207[/td] [td]$10.703[/td] [td]4.85%
[/td] [td]1.18%

[/td] "[td]11.36%
[/td]
[/tr]"
"[tr]
[td]MMS [/td]" [td]03-08-2015[/td] [td]03-11-2015[/td] [td]$14.258[/td] [td]$12.773[/td] [td]-10.42%
[/td] [td]1.89%

[/td] "[td]10.76%
[/td]
[/tr]"
"[tr]
[td]IPD [/td]" [td]27-07-2015[/td] [td]05-11-2015[/td] [td]$1.134[/td] [td]$1.036[/td] [td]-8.65%
[/td] [td]

[/td] "[td]10.16%
[/td]
[/tr]"
"[tr]
[td]IPP [/td]" [td]03-11-2015[/td] [td]13-11-2015[/td] [td]$3.864[/td] [td]$3.836[/td] [td]-0.74%
[/td] [td]

[/td] "[td]10.11%
[/td]
[/tr]"
"[tr]
[td]SMX [/td]" [td]10-09-2015[/td] [td]18-11-2015[/td] [td]$4.756[/td] [td]$3.294[/td] [td]-30.74%
[/td] [td]2.1%

[/td] "[td]8.14%
[/td]
[/tr]"
"[tr]
[td]1PG [/td]" [td]31-08-2015[/td] [td]25-11-2015[/td] [td]$4.425[/td] [td]$3.241[/td] [td]-26.77%
[/td] [td]

[/td] "[td]6.33%
[/td]
[/tr]"
"[tr]
[td]AJX [/td]" [td]23-09-2015[/td] [td]11-12-2015[/td] [td]$1.099[/td] [td]$0.756[/td] [td]-31.2%
[/td] [td]

[/td] "[td]4.26%
[/td]
[/tr]"
"[tr]
[td]EHE [/td]" [td]13-11-2015[/td] [td]30-12-2015[/td] [td]$7.497[/td] [td]$7.253[/td] [td]-3.25%
[/td] [td]

[/td] "[td]4.05%
[/td]
[/tr]"
"[tr]
[td]SDA [/td]" [td]21-07-2015[/td] [td]31-12-2015[/td] [td]$3.372[/td] [td]$4.138[/td] [td]22.69%
[/td] [td]0.89%

[/td] "[td]5.58%
[/td]
[/tr]"
"[tr]
[td]AMA [/td]" [td]10-06-2015[/td] [td]08-01-2016[/td] [td]$0.618[/td] [td]$0.897[/td] [td]45.25%
[/td] [td]2.75%

[/td] "[td]8.75%
[/td]
[/tr]"
"[tr]
[td]GTY [/td]" [td]02-11-2015[/td] [td]09-02-2016[/td] [td]$2.779[/td] [td]$2.781[/td] [td]0.04%
[/td] [td]1.8%

[/td] "[td]8.87%
[/td]
[/tr]"
"[tr]
[td]TGR2[/td]" [td]29-09-2015[/td] [td]12-02-2016[/td] [td]$4.316[/td] [td]$3.814[/td] [td]-11.62%
[/td] [td]

[/td] "[td]8.08%
[/td]
[/tr]"

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Trendnomics · 13 February 2016

Current open trades (actual executed) for the SMSF Portfolio - Update Week #5:

[tr][td]Equity[/td] [td]Buy Date[/td] [td]Sell Date[/td] [td]Buy Price*[/td] [td]Sell Price*[/td] [td]Position Open Profit^[/td] [td]Position Divs[/td] "[td]Running Portfolio Return
(16 Positions)[/td][/tr]"
"[tr]
[td]BAP [/td]" [td]31-03-2015[/td] [td]N/A[/td] [td]$3.262[/td] [td]N/A[/td] [td]25.92%
[/td] [td]1.44%

[/td] "[td]9.93%
[/td]
[/tr]"
"[tr]
[td]SIQ [/td]" [td]01-07-2015[/td] [td]N/A[/td] [td]$2.159[/td] [td]N/A[/td] [td]83.92%
[/td] [td]3.66%

[/td] "[td]15.95%
[/td]
[/tr]"
"[tr]
[td]ELD [/td]" [td]03-08-2015[/td] [td]N/A[/td] [td]$4.164[/td] [td]N/A[/td] [td]-4.26%
[/td] [td]

[/td] "[td]15.64%
[/td]
[/tr]"
"[tr]
[td]CKF [/td]" [td]06-08-2015[/td] [td]N/A[/td] [td]$3.401[/td] [td]N/A[/td] [td]34.63%
[/td] [td]1.76%

[/td] "[td]18.27%
[/td]
[/tr]"
"[tr]
[td]TWE [/td]" [td]28-09-2015[/td] [td]N/A[/td] [td]$6.532[/td] [td]N/A[/td] [td]30.55%
[/td] [td]

[/td] "[td]20.53%
[/td]
[/tr]"
"[tr]
[td]RRL [/td]" [td]01-10-2015[/td] [td]N/A[/td] [td]$1.771[/td] [td]N/A[/td] [td]55.46%
[/td] [td]2.26%

[/td] "[td]24.87%
[/td]
[/tr]"
"[tr]
[td]IPH [/td]" [td]05-10-2015[/td] [td]N/A[/td] [td]$7.326[/td] [td]N/A[/td] [td]14.03%
[/td] [td]

[/td] "[td]25.97%
[/td]
[/tr]"
"[tr]
[td]SAR [/td]" [td]05-11-2015[/td] [td]N/A[/td] [td]$0.557[/td] [td]N/A[/td] [td]66.51%
[/td] [td]

[/td] "[td]31.21%
[/td]
[/tr]"
"[tr]
[td]HUB [/td]" [td]19-11-2015[/td] [td]N/A[/td] [td]$3.503[/td] [td]N/A[/td] [td]12.37%
[/td] [td]

[/td] "[td]32.22%
[/td]
[/tr]"
"[tr]
[td]OML [/td]" [td]26-11-2015[/td] [td]N/A[/td] [td]$4.166[/td] [td]N/A[/td] [td]-6.75%
[/td] [td]

[/td] "[td]31.66%
[/td]
[/tr]"
"[tr]
[td]BGA [/td]" [td]30-12-2015[/td] [td]N/A[/td] [td]$7.086[/td] [td]N/A[/td] [td]-20.21%
[/td] [td]

[/td] "[td]30%
[/td]
[/tr]"
"[tr]
[td]SKC2[/td]" [td]31-12-2015[/td] [td]N/A[/td] [td]$4.175[/td] [td]N/A[/td] [td]-2.64%
[/td] [td]

[/td] "[td]29.79%
[/td]
[/tr]"
"[tr]
[td]SUL [/td]" [td]31-12-2015[/td] [td]N/A[/td] [td]$11.552[/td] [td]N/A[/td] [td]-16.83%
[/td] [td]

[/td] "[td]28.42%
[/td]
[/tr]"
"[tr]
[td]ALL [/td]" [td]08-01-2016[/td] [td]N/A[/td] [td]$9.683[/td] [td]N/A[/td] [td]-4.82%
[/td] [td]

[/td] "[td]28.03%
[/td]
[/tr]"
"[tr]
[td]VOC [/td]" [td]09-02-2016[/td] [td]N/A[/td] [td]$7.334[/td] [td]N/A[/td] [td]3.57%
[/td] [td]

[/td] "[td]28.32%
[/td]
[/tr]"

* Adjusted to include commissions/brokerage
^ Position equity profit/loss only - excludes dividends

Babenchuk · 18 March 2016

Voters in Florida, Illinois, Missouri, North Carolina and Ohio cast crucial ballots in the race for the presidency on Tuesday. Here are some of the things we will be watching. http://www.nytimes.com/2016/03/16/u...e-region&region=top-news&WT.nav=top-news&_r=0

howardbandy · 19 March 2016

Babenchuk said:
Voters in Florida, Illinois, Missouri, North Carolina and Ohio cast crucial ballots in the race for the presidency on Tuesday. Here are some of the things we will be watching. http://www.nytimes.com/2016/03/16/u...e-region&region=top-news&WT.nav=top-news&_r=0

How is this post related to Two Portfolios?

Trendnomics · 20 March 2016

howardbandy said:
How is this post related to Two Portfolios?

HAHA! - For a moment I got excited and thought someone was actually interested in my trading.

I've stopped posting, due to the lack of interest - I guess long term trend-following is not exciting enough or perhaps it is because my results are all based in percentages (not actually showing the large amount of $$$ I'm reaping)

.

nulla nulla · 20 March 2016

Trendnomics said:
HAHA! - For a moment I got excited and thought someone was actually interested in my trading.

I've stopped posting, due to the lack of interest - I guess long term trend-following is not exciting enough or perhaps it is because my results are all based in percentages (not actually showing the large amount of $$$ I'm reaping) .

Although there hasn't been a huge number of replies to your posts there have been over two thousand views on the thread or about 70 views per post. This would indicate that your thread does attract interest and I wouldn't be disheartened.

PS: If you are interested I can pass on what little I know of "table" set ups.

Joe Blow · 20 March 2016

Trendnomics said:
I've stopped posting, due to the lack of interest - I guess long term trend-following is not exciting enough or perhaps it is because my results are all based in percentages (not actually showing the large amount of $$$ I'm reaping) .

I'm inclined to agree with nulla nulla. I wouldn't equate the lack of posts by others in the thread to a lack of interest. As nulla nulla pointed out, the thread has received a lot of views so clearly there is some interest there. My guess would be that others have been reading but haven't had anything to add to what you have posted.

If you are seeking feedback on anything in particular, just ask. People are more likely to post a reply when a question has been posed or feedback has been specifically requested.

Wysiwyg · 20 March 2016

Trendnomics said:
HAHA! - For a moment I got excited and thought someone was actually interested in my trading.

I've stopped posting, due to the lack of interest - I guess long term trend-following is not exciting enough or perhaps it is because my results are all based in percentages (not actually showing the large amount of $$$ I'm reaping) .

Could you change the positive numbers colouring from that bright colour? I can't see the numbers because I am colour defective.

minwa · 20 March 2016

I think check out peter's thread and perhaps try model after it first. At the moment mostly just a large excel table pasted, not many can or bother to follow. I think having 2 systems with large tables in one thread is confusing, considering separating the private SMSF into different threads.

I think charts of trades when you enter/exit with some thoughts/expectations will help.

To be honest it is less interesting for readers with such a large number of positions on and mostly sitting on them. Readers are naturally looking for action.

Trendnomics · 20 March 2016

minwa said:
I think check out peter's thread and perhaps try model after it first. At the moment mostly just a large excel table pasted, not many can or bother to follow. I think having 2 systems with large tables in one thread is confusing, considering separating the private SMSF into different threads.

I think charts of trades when you enter/exit with some thoughts/expectations will help.

To be honest it is less interesting for readers with such a large number of positions on and mostly sitting on them. Readers are naturally looking for action.

Thanks for the feedback.

I believe Peter's thread has been so successful due to:

Actual trade profits/losses ($$$) being posted - this yields a strong emotional response from people (I never intend to divulge such information);
Small number of positions for the portfolio - easier to follow (I'm unable to reduce my number of positions);
Frequent trading (My system is long term);
Discretionary trades - trading discretion creates plenty of discussion (people love to be right and prove others wrong).

I did not want to occupy two threads for two separate portfolio's, following the same system - my intention was to illustrate that two separate portfolio's (with varying trade paths), are profitable following a single system.

I tend to strongly suppress my opinion(s) when it comes to equities - I simply follow my system - hence, I don't believe I could add much in terms of "thoughts/expectations".

Yes people are looking for action - similar to a night at the casino (spruiker feed - ignore people who are compounding their money the "boring" way).

One does not have to be a market genius to achieve success over the long term, you only have to be extraordinarily committed at repeatedly doing the mundane.

minwa · 20 March 2016

Agreed with all those points except $$ amount. Pretty sure Peter's is only a continuation of pav's theoretical portfolio with a generic starting capital, and he may or may not have done the actual trades, with different capital amounts.

But yes being long term, mechanical, many positions makes it hard to make a good thread, a shame.

nulla nulla · 21 March 2016

Trendnomics said:
Thanks for the feedback.

I believe Peter's thread has been so successful due to:

Actual trade profits/losses ($$$) being posted - this yields a strong emotional response from people (I never intend to divulge such information);

Small number of positions for the portfolio - easier to follow (I'm unable to reduce my number of positions);

Frequent trading (My system is long term);

Discretionary trades - trading discretion creates plenty of discussion (people love to be right and prove others wrong).

I did not want to occupy two threads for two separate portfolio's, following the same system - my intention was to illustrate that two separate portfolio's (with varying trade paths), are profitable following a single system.

I tend to strongly suppress my opinion(s) when it comes to equities - I simply follow my system - hence, I don't believe I could add much in terms of "thoughts/expectations".

Yes people are looking for action - similar to a night at the casino (spruiker feed - ignore people who are compounding their money the "boring" way).

One does not have to be a market genius to achieve success over the long term, you only have to be extraordinarily committed at repeatedly doing the mundane.

Well put. Compounding your money the "boring" way over the long term will see your capital grow much faster than you expected and at a rate of return way better than bank interest rates.

Two Portfolios - One Mechanical System - A Trend-following Diary

howardbandy

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Trendnomics

Babenchuk

howardbandy

Trendnomics

nulla nulla

Positive Expectancy

Joe Blow

Administrator

Wysiwyg

Everyone wants money

minwa

Trendnomics

minwa

nulla nulla

Positive Expectancy

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