Timothy Clontz
12-30-2011, 09:00 AM
Secular Hold IAU & XLF -0.94%
Condition Bear Market Rally
S&P Target 940
Hedge XLU -6.01%
Position Date Return Days Call
SE 6/27/2011 16.59% 186 Hold
CLH 7/6/2011 20.11% 177 Hold
GCI 7/14/2011 -0.88% 169 Hold
CSGS 10/3/2011 15.91% 88 Hold
NLY 10/25/2011 -1.95% 66 Hold
DD 10/27/2011 -5.19% 64 Hold
KBR 10/27/2011 -5.62% 64 Hold
VG 10/27/2011 -26.50% 64 Hold
WHR 11/30/2011 -2.55% 30 Stop
TTM 11/30/2011 -1.72% 30 Buy
S&P Annualized -10.48%
Mousetrap Annualized 3.52%
Hedged Annualized -6.70%
Secular Annualized -1.62%
Sorry for the late note.
Two things:
1) My friend Len has turned bearish on the market.
2) WHR has reverted to my stop loss position.
The stop loss position on my model is based on an extreme volume to price relationship that is out of the boundaries to hold a stock. The stock could rocket, or plummet, and the volatility is too extreme to measure.
Since the listed “Buy” is currently in the portfolio, WHR will be temporarily replaced with case.
That’s probably not a bad thing since Len is looking for another market decline.
I have some discretionary long positions (not part of the model) that I’m closing as well.
Tim
Condition Bear Market Rally
S&P Target 940
Hedge XLU -6.01%
Position Date Return Days Call
SE 6/27/2011 16.59% 186 Hold
CLH 7/6/2011 20.11% 177 Hold
GCI 7/14/2011 -0.88% 169 Hold
CSGS 10/3/2011 15.91% 88 Hold
NLY 10/25/2011 -1.95% 66 Hold
DD 10/27/2011 -5.19% 64 Hold
KBR 10/27/2011 -5.62% 64 Hold
VG 10/27/2011 -26.50% 64 Hold
WHR 11/30/2011 -2.55% 30 Stop
TTM 11/30/2011 -1.72% 30 Buy
S&P Annualized -10.48%
Mousetrap Annualized 3.52%
Hedged Annualized -6.70%
Secular Annualized -1.62%
Sorry for the late note.
Two things:
1) My friend Len has turned bearish on the market.
2) WHR has reverted to my stop loss position.
The stop loss position on my model is based on an extreme volume to price relationship that is out of the boundaries to hold a stock. The stock could rocket, or plummet, and the volatility is too extreme to measure.
Since the listed “Buy” is currently in the portfolio, WHR will be temporarily replaced with case.
That’s probably not a bad thing since Len is looking for another market decline.
I have some discretionary long positions (not part of the model) that I’m closing as well.
Tim