Bill Rempel, a.k.a. NO DooDahs! » Specific Discussion of Individual Trades

Personal Trades and Aggressive Portfolio Update

Bill — Mon, 04 Aug 2008 12:36:05 +0000

Rather than list my personal trades in a separate post, as I have done in the past, I’m going to mention them in the context of the system which is being traded. I am following the tracking portfolio for Aggressive in my personal account, with weights that might vary only slightly from the tracking weights. Currently, that system is at -3.27% YTD, and my personal results differ mainly because I was trading the Rotational system earlier in the year.

Read the complete update on the Aggressive system, and my personal trades, at The Rempel Report.

If you’d like to become of member of The Rempel Report, you can register here. At The Rempel Report, I track model portfolios for four different mechanical trading systems, as well as my personal portfolio, and disclose all results (good and bad) at regular intervals. Members receive email notification of new posts and can contribute to the site through comments. Registration is still free!

Personal Trades for June

Bill — Mon, 09 Jun 2008 12:40:13 +0000

I’ll be following the Aggressive system, executing trades market at open.

Aggressive and Personal Trades for May

Bill — Mon, 12 May 2008 12:45:49 +0000

In its initial version, Aggressive was an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produced an exceptional trading plan by itself, but when the two were combined, the volatility of returns was reduced without much degradation of total returns. This was because their backtested, detrended equity curves have relatively low correlation. Through experimentation and backtest, I have found a simplified “one screen” method that produces slightly improved results, and in my opinion, simpler is usually better. The new screen combines two momentum filters with a valuation sort order, holding the cheapest stocks that meet the momentum requirements. I have tested various holding counts and settled on the top ten for my model portfolio tracking. Counts of five through twenty were tested with robust results, the main response being a reduction in volatility as more stocks were held, but returns diminished slightly and transaction expense increased as well.

[To view the stock selections, see the Aggressive Portfolio results and allocations, and read some ideas for modifying the Aggressive plan, read more…]

I have placed my trade orders for May.

If you’d like to become of member of The Rempel Report, you can register here. Members receive email notification of new posts and can contribute to the site through comments. Registration is still free! Members got this information yesterday.

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Personal Trades for April

Bill — Sun, 13 Apr 2008 16:34:15 +0000

Last week, I mentioned in the comments at The Rempel Report that I would be switching the system that I follow for my personal trades, moving from Rotational to Aggressive. I believe that, over the longer term, I’m more likely to achieve my personal absolute return benchmarks having made this switch. While Rotational has advantages over Aggressive, such as scalability, lower turnover, and probable tax efficiency, for my account size those advantages don’t mean as much as they will in a decade or so.

All moves are market at open on Monday.

These are my current positions and weights, they will all be sold.
Agriculture (DBA) - 10.7%
Brazil (EWZ) - 10%
Swiss Franc (FXF) - 9.0%
Gold Miners (GDX) - 9.0%
Gold (GLD) - 11.0%
Treasuries 7-10 Yr (IEF) - 8.9%
Silver (SLV) - 9.2%
Steel (SLX) - 9.5%
Oil (USO) - 12.8%
Metals & Mining (XME) - 9.4%
Cash - 0.5%

I will grab 10% weights in the following stocks,
American Physicians (AMPH)
Compton Petroleum Co (CMZ)
Gencor Industries In (GENC)
Koppers Holdings Inc (KOP)
Olympic Steel, Inc. (ZEUS)
Patterson-Uti Energy (PTEN)
Quaker Chem Cp (KWR)
Tecumseh Products Co (TECUA)

I will grab a 20% weight in Fairfax Finl Hld Sub (FFH).

For more reference on the stocks selected, see my recent post on the Aggressive system.

100% Long and Good With That

Bill — Mon, 17 Mar 2008 02:11:52 +0000

It ain’t THAT you’re long, it’s WHAT you’re long. Rotational portfolio suggestions from last week, and what I did with them.