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11/01/2011
Condition Bear Market
S&P Target 940
Hedge XLU 0.19%
Position Date Return Days Call
SE 6/27/2011 5.29% 127 Hold
CLH 7/6/2011 4.55% 118 Hold
GCI 7/14/2011 -18.52% 110 Hold
GTAT 9/8/2011 -32.91% 54 Buy
CSGS 10/3/2011 7.80% 29 Hold
NLY 10/25/2011 1.52% 7 Hold
DD 10/27/2011 -3.06% 5 Hold
AMGN 10/27/2011 -4.15% 5 Hold
KBR 10/27/2011 -8.42% 5 Hold
VG 10/27/2011 -7.98% 5 Hold
Mousetrap Return -0.61%
S&P Return -9.43%
Hedged Return -1.07%
Mousetrap Annualized -1.44%
S&P Annualized -22.38%
Hedged Annualized -2.55%
Long Advantage 20.93%
Hedged Advantage 19.83%
After the sharp moves down this week, XLF recovered half of its losses, and I’ve replaced it with a short position in XLU (utilities).
Utilities have the weakest money flow relative to their price, and their price strength has fallen relative to XLF.
The market continues to gyrate with the news, going from overbought to oversold. This is typical bear market behavior, meant to wipe out market timers in both directions.
Tim
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