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Personal Track Record

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  • It is a record of a member’s personal broker account as reported to Covestor
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Feb 24, 2010

INDIVIDUAL
INVESTOR

Personal Track Record

Inception date May 24, 2008
Long/Short Long and Short
Cap bias No specific
Holding Period Short term

Performance and Risk

Performance Summary (as at end of February 02, 2012)
 Member  
Include cash 1M 3M YTD 1Y SI
Inception May 24, 2008 Member S&P 500
Month to date (%) -0.95 4.41
3 month (%) -2.55 4.76
1 year (%) -7.77 2.09
Annualized since inception (%) 13.47 0.68
Since inception (%) 59.45 n/a
Sharpe (annualized) 0.39 0.01
% of positive months 48.89 60.81

Past performance is not indicative of future performance

Commentary - Latest Posts

  • Is RSI2 Losing Its Edge? November 14, 2011

    This series will compare the last 2 years of RSI2 performance trading SPY against the previous 10 years to see if the indicator is losing its edge.

    RSI2 is a wildly popular indicator. As with any indicator, if everyone is using it, the edge may be eroded or erased. I’m curious to see whether or not we can determine if the RSI2 edge is eroding, changing, or about the same. This post will look at recent performance – from 1.1.2010 to 11.11.2011.

    Most traders understand that a low RSI2 reading is a......

    Read More >

  • More Research on Large $VIX One Day Gains November 10, 2011

    Today’s post on what happens after large $VIX one-day gains generated some questions in the comments section. This post will parse large $VIX gains for the fun of it, and to answer the questions.

    First, let’s look at the dates for all $VIX one-day gains of more than 25%. Bear in mind that 25% is arbitrary. I chose it primarily because yesterday’s %VIX gain was ~30% and I wanted to increase the sample size.

    Dates for $VIX One-Day Gains of More Than 25%

    [IMAGE] Note that the bulk of the large $VIX......

    Read More >

  • $VIX Makes Huge Gains. What Happens Next? November 10, 2011

    Today, $VIX gained more than 30%. What do these huge gains in the fear index portend for the short and intermediate time frames?

    [IMAGE]

    The Rules:

    Buy SPY at the Close if

    • $VIX Gains More than 25% in One Day
    • Sell at the Close X Days Later
    • No Commissions or Slippage Included
    • All SPY Data Used

    The Results:

    [IMAGE]

    What stood out the most was that 68% of the trades closed higher the next day with an average return of 1.08%. Beyond that data point, what happens over the next month (20 days) was......

    Read More >

  • ROC Indicator Still Long (Barely) November 09, 2011

    The ROC Indicator has been long since October 18th. The current trade is managing to hold on to a small gain of 0.47% (commissions not included).

    [IMAGE]

    The signal to exit the long trade will be triggered when the ROC252 has closed for a second day beneath the ROC5.

    It is hard to predict when this might occur since doing so would mean I could see the future. But with volatility remaining high, a cross could occur very quickly.

    Read More >

Jeff Boarman Profile Picture
  • Expertise 5-10 years
  • Education Master's Degree
  • Year of Birth 1973
  • Country United States
  • State Virginia

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Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of a Personal Track Record is calculated by Covestor on a daily time-weighted basis of equity positions in the account provided by the member. It is exclusive of any commissions, fees, dividends, earnings distributions, and cash in the portfolio.
  3. Month to Date returns and Since Inception returns are revised daily. All other returns (month, 3 month, year to date, et al) are calculated as of the most recent month end date.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified.
  5. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations and do not include cash, dividends and earnings distributions, or transaction costs. More
  6. All Personal Track Record information including personal data, profiles, strategies, commentary, and historical results outside of Covestor has been provided by the Member. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor.