I’ve changed up this section a bit and decided to stop posting updates for my trades and returns. I’ll keep my cumulative performance and summary statistics posted here and the rest of my blog entries will be dedicated to portfolio research. Be sure to check out my GitHub for code updates and projects!
| Inception Date | 10-21-2015 |
| Cumulative Return Since Inception | 0.367 |
| Same Period SPY Cumulative Return | 0.4287 |
| Best 1-Day Return | 0.0322 |
| Worst 1-Day Return | -0.0875 |
| Max Drawdown | -0.1356 |
| Peak-To-Valley | 12-29-2015 to 01-07-2016 |
| Recovery Time | 139 Days |
| Sortino Ratio | 1.22 |
| Annualized Volatility | 0.115883907 |
| Annualized Return | 0.14969146 |
| Positive Periods | 367 (62.95%) |
| Negative Periods | 216 (37.05%) |
| Cumulative Portfolio Return vs SPY Return Since Inception |
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General guideline for myself regarding these indicators as flags so that I can be more cautious during these build ups: Unemployment Rate Rising > 4.6 National Financial Conditions (US Leverage) > 0.0 Yield Spread > 2 Industrial Production Consumer Goods Month Over Month Decline for 3 Consecutive Months Real Retail and Services Month Over Month…
DetailsGeneral guideline for myself regarding these indicators as flags so that I can be more cautious during these build ups: Unemployment Rate Rising > 4.6 National Financial Conditions (US Leverage) > 0.0 Yield Spread > 2 Industrial Production Consumer Goods Month Over Month Decline for 3 Consecutive Months Real Retail and Services Month Over Month…
DetailsThe following stocks have earnings for this week, February 19, 2017:
I’ve also created the volatility distributions for the above stocks below:
The following stocks have earnings for this week, February 12, 2017:
I’ve also created the volatility distributions for the above stocks below:
General guideline for myself regarding these indicators as flags so that I can be more cautious during these build ups: Unemployment Rate Rising > 4.6 National Financial Conditions (US Leverage) > 0.0 Yield Spread > 2 Industrial Production Consumer Goods Month Over Month Decline for 3 Consecutive Months Real Retail and Services Month Over Month…
DetailsThe following stocks have earnings for this week, February 05, 2017:
I’ve also created the volatility distributions for the above stocks below:
The following stocks have earnings for this week, January 29, 2017:
I’ve also created the volatility distributions for the above stocks below:
The following stocks have earnings for this week, January 22, 2017:
I’ve also created the volatility distributions for the above stocks below:
The following stocks have earnings for this week, January 16, 2017:
I’ve also created the volatility distributions for the above stocks below:
General guideline for myself regarding these indicators as flags so that I can be more cautious during these build ups: Unemployment Rate Rising > 4.6 National Financial Conditions (US Leverage) > 0.0 Yield Spread > 2 Industrial Production Consumer Goods Month Over Month Decline for 3 Consecutive Months Real Retail and Services Month Over Month…
Details