Current Positions

Last update: Thu Dec 18 19:42:37 EST 2014, see the Portfolios page (http://stockmarketsvane.com/?page_id=32) for historical transactions and charts.

Portfolios
US Trend Portfolio
US Swing Portfolio
US Enhanced Indexing ETF Portfolio
US All Weather Portfolio
CAD Trend Portfolio
CAD Swing Portfolio
CAD Enhanced Indexing ETF Portfolio
More Stock Picks



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US Trend Portfolio

This porfolio buys US stocks that will grow over a long period of time, average holding period: 109 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2014-12-16 AVGO AVAGO TECHNOLOGIES ORD@97.33 (101.65 4.43%)
2014-11-10 BEE STRATEGIC HOTELS AND RE@12.67 (13.34 5.28%)
2014-10-14 HAS HASBRO ORD@54.83 (58.36 6.43%)
2014-11-06 ILMN ILLUMINA ORD@189.87 (187.28 -1.35%)
2014-11-13 JDSU JDS UNIPHASE ORD@12.83 (14.01 9.15%)
2014-11-05 LEN LENNAR CL A ORD@42.73 (43.68 2.22%)
2014-10-13 MACK MERRIMACK PHARMACEUTICA@7.50 (10.42 38.93%)
2014-11-12 MHFI MCGRAW HILL FINANCIAL O@90.51 (90.83 0.36%)
2014-11-17 TEVA TEVA PHARMA IND ADR REP@57.24 (56.65 -1.03%)
2014-11-14 TTWO TAKE TWO INTERACTIVE SO@26.39 (28.42 7.69%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
2.02% 1.69% 2.33% 30.23% 3.10% 75.00% 51.68% 40.82% 32.93% 29.14% -19.37%
3, 5 and 10 years performance is annualized.





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US Swing Portfolio

This porfolio buys US stocks that are set to move up quickly, average holding period: 11 days, max positions: 4.

Pending Orders
none
Orders Executed Today
2014-12-18 SELL RCL ROYAL CARIBBEAN CRUISES@81.83 (79.35 -3.04%)
2014-12-18 BUY HE HAWAIIAN ELECTRIC INDUS@32.95
Current Positions
2014-12-02 AAPL APPLE ORD@114.63 (112.65 -1.72%)
2014-12-09 BDX BECTON DICKINSON ORD@139.45 (140.42 0.70%)
2014-12-18 HE HAWAIIAN ELECTRIC INDUS@32.95 (32.95 0.00%)
2014-11-26 LVLT LEVEL 3 COMMUNICATIONS@49.55 (48.27 -2.58%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.79% 0.74% 0.91% 25.10% 2.79% 64.19% 42.42% 35.49% 29.23% 23.90% -21.85%
3, 5 and 10 years performance is annualized.





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US Enhanced Indexing ETF Portfolio

This ETF Portfolio is to be rebalanced on the first trading day of every month based on the Current Allocation column and is designed to reduce the drawdown usually seen when using a traditional index investing strategy.
Start date: 2003-01-02

Name
Base Allocation
Current Allocation
VANGUARD TOTAL STOCK MA(VTI) 45% 49%
ISHARES MSCI EAFE ETF(EFA) 8% 0%
ISHARES MSCI EMERGING M(EEM) 7% 0%
ISHARES 20 YR TREASURY(TLT) 5% 9%
ISHARES 710 YEAR TRSUR(IEF) 5% 9%
ISHARES 13 YEAR TREASR(SHY) 5% 9%
ISHARES IBOXX INVT GRAD(LQD) 5% 8%
SPDR BARCLAYS INTERNATI(IBND) 5% 0%
ISHARES FLOATING RATE B(FLOT) 5% 8%
SPDR DOW JONES REIT ETF(RWR) 5% 8%
SPDR GOLD SHARES ETF(GLD) 5% 0%


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.99% 1.32% 1.11% 11.05% 8.66% 16.62% 5.91% 10.22% 9.24% 10.06% -11.08%
3, 5 and 10 years performance is annualized.





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US All Weather Portfolio

[BETA] High Reward, High Risk Portfolio that trades US leveraged ETFs based on strategies applied to their base indexes, average holding period: 7 days, max positions: 6.

Pending Orders
SELL 17.90% UPRO PROSHARES ULTRAPRO SP@133.03 (133.03 0.00%)
SELL 49.50% TQQQ PROSHARES ULTRAPRO QQQ@99.40 (99.40 0.00%)
BUY 32.59% TMF DIR DAILY 20 YEAR TRSR@82.83
Orders Executed Today
none
Current Positions
2014-12-09 TQQQ PROSHARES ULTRAPRO QQQ@102.01 (99.40 -2.56%)
2014-12-10 UPRO PROSHARES ULTRAPRO SP@126.86 (133.03 4.86%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years DrawDown
4.79% 2.51% 2.50% 54.39% 19.11% 74.08% 16.85% 41.60% -37.30%
3, 5 and 10 years performance is annualized.





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CAD Trend Portfolio

This porfolio buys Canadian stocks that will grow over a long period of time, average holding period: 137 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2013-12-10 ATD-B.TO ALIMENTATION COU TARD SUBVTNG B ORD@25.60 (46.21 80.50%)
2014-09-24 BB.TO BLACKBERRY ORD@11.61 (11.67 0.51%)
2014-11-03 CAE.TO CAE ORD@14.74 (15.13 2.64%)
2014-12-15 ENB.TO ENBRIDGE ORD@54.57 (56.09 2.78%)
2014-11-25 IFC.TO INTACT FINANCIAL ORD@79.00 (81.98 3.77%)
2014-10-03 ITP.TO INTERTAPE POLYM ORD@15.72 (19.47 23.85%)
2014-08-08 L.TO LOBLAW COMPANIES ORD@52.39 (60.73 15.91%)
2014-12-02 NSU.TO NEVSUN RESOURCES ORD@4.48 (4.45 -0.88%)
2014-11-21 OTC.TO OPEN TEXT ORD@64.58 (66.08 2.33%)
2014-12-10 VRX.TO VALEANT PHARMACEUTICALS@158.47 (165.78 4.61%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
2.00% 4.62% 1.11% 20.80% 19.25% 26.73% 0.45% 14.98% 14.32% 16.52% -20.93%
3, 5 and 10 years performance is annualized.





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CAD Swing Portfolio

This porfolio buys Canadian stocks that are set to move up quickly, average holding period: 9 days, max positions: 4.

Pending Orders
SELL MRU.TO METRO ORD
Orders Executed Today
2014-12-18 SELL HBC.TO HUDSONS BAY ORD@23.74 (23.94 0.84%)
Current Positions
2014-12-08 MRU.TO METRO ORD@88.49 (88.78 0.32%)
2014-12-02 PLI.TO PROMETIC LIFE SCIENCES@2.00 (1.93 -3.50%)
2014-12-11 SAP.TO SAPUTO ORD@33.89 (32.79 -3.24%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.13% 2.21% -0.42% 26.72% 4.77% 22.82% 7.32% 11.83% 24.23% 26.27% -21.91%
3, 5 and 10 years performance is annualized.





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CAD Enhanced Indexing ETF Portfolio

This ETF Portfolio is to be rebalanced on the first trading day of every month based on the Current Allocation column and is designed to reduce the drawdown usually seen when using a traditional index investing strategy.
Start date: 2013-10-01

Name
Base Allocation
Current Allocation
VANGUARD US TOTAL MARKE(VUN.TO) 45% 47%
VANGUARD FTSE DEV EX NR(VDU.TO) 8% 0%
VANGUARD FTSE EMERGING(VEE.TO) 7% 9%
BMO LONG FEDERAL BOND I(ZFL.TO) 5% 7%
BMO MID FEDERAL BOND IN(ZFM.TO) 5% 7%
VANGUARD CANADIAN SHORT(VSB.TO) 5% 6%
ISHAR US IG CORP BND IN(XIG.TO) 5% 6%
BMO MID CORPORATE BOND(ZCM.TO) 5% 6%
VANGUARD CANADIAN ST CO(VSC.TO) 5% 6%
VANGUARD FTSE CAN CAPD(VRE.TO) 5% 6%
ISHARES GOLD BULLION HD(CGL.TO) 5% 0%


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 DrawDown
0.87% 1.54% 1.34% 17.08% 13.11% 7.80% -3.95%
3, 5 and 10 years performance is annualized.





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More Stock Picks

Picks are to be executed at the end of the next trading day. Swing Buy picks have a short term horizon of 1 to 10 days; the stock price has a good chance of moving quickly within a few days. Trend Buy picks have a longer term horizon of many months. Swing Sell and Trend Sell picks have the same time horizon of their “Buy” counterpart but in the opposite direction. See this post for more information on these trading ideas.

Category Symbol 1 Year Strat Returns Strat Success % Relative Strength
Swing Sell AREX APPROACH RESOURCES ORD 58.31 61.53 -45.58
ASNA ASCENA RETAIL GROUP ORD 57.51 64.70 -6.34
ATLS ATLAS ENERGY UNT 38.01 71.42 -17.78
ATW ATWOOD OCEANICS ORD 26.50 58.33 -23.92
BP BP ADR EACH REPSTNG SIX 18.33 69.23 -8.51
CAM CAMERON INTERNATIONAL O 26.66 80.00 -18.58
CBB CINCINNATI BELL ORD 40.51 52.94 -6.03
CNQ CDN NATURAL RESOURCE OR 24.41 53.84 -16.43
CNQ.TO CDN NATURAL RESOURCE OR 27.43 90.00 -17.72
CSTM CONSTELLIUM CL A ORD 62.99 76.92 -6.17
CUZ COUSINS PROPERTIES REIT 15.12 58.82 -5.61
CZZ COSAN CL A ORD 37.75 60.00 -16.89
DEE.TO DELPHI ENERGY ORD 61.44 80.00 -25.06
ECA ENCANA ORD 26.25 54.54 -25.42
ECA.TO ENCANA ORD 21.01 54.54 -25.18
ECL ECOLAB ORD 11.83 66.66 -7.76
EPD ENTERPRISE PRODUCTS PAR 22.04 66.66 -11.18
EQT EQT ORD 28.35 58.33 -14.76
ERF ENERPLUS ORD 26.99 58.33 -35.17
ERF.TO ENERPLUS ORD 39.32 66.66 -36.39
ESV ENSCO CL A ORD 24.58 66.66 -23.51
EXH EXTERRAN HOLDINGS ORD 37.57 76.92 -14.20
EXXI ENERGY XXI ORD 150.64 92.30 -55.38
FSLR FIRST SOLAR ORD 69.58 71.42 -8.15
FTI FMC TECHNOLOGIES ORD 10.26 70.00 -17.54
FTT.TO FINNING INTERNATIONAL O 31.41 66.66 -10.50
GBX GREENBRIER ORD 85.20 83.33 -23.89
GPRE GREEN PLAINS RENEWABLE 38.06 66.66 -32.61
HES HESS ORD 25.17 69.23 -15.10
HK HALCON RESOURCES ORD 69.13 60.00 -29.92
ITT ITT ORD 36.66 73.33 -6.25
KBR KBR ORD 36.83 66.66 -12.79
KOS KOSMOS ENERGY ORD 31.67 52.63 -16.03
LINE LINN ENERGY UNT 21.09 36.36 -47.77
LNCO LINN ORD 26.54 53.33 -45.77
LRE.TO LONG RUN EXPLORATION OR 43.67 69.23 -39.86
LYB LYONDELLBASELL INDUSTRI 35.21 64.28 -12.05
MRO MARATHON OIL ORD 34.58 60.00 -16.65
NBL NOBLE ENERGY ORD 18.07 25.00 -10.52
OGC.TO OCEANAGOLD ORD 46.15 41.66 -14.36
OIS OIL STATES INTERNATIONA 26.93 68.42 -16.21
OKE ONEOK ORD 32.69 83.33 -14.15
OKS ONEOK PARTNERS UNT 24.65 85.71 -17.93
P PANDORA MEDIA ORD 166.16 81.25 -11.32
RMP.TO RMP ENERGY ORD 42.38 69.23 -32.11
RTK.TO ARTEK EXPLORATION ORD 36.23 57.14 -45.87
SD SANDRIDGE ENERGY ORD 75.92 61.53 -51.96
SE SPECTRA ENERGY ORD 19.07 57.14 -7.44
SLB SCHLUMBERGER ORD 31.31 71.42 -12.09
SLCA US SILICA HOLDINGS ORD 72.89 72.72 -39.10
STO STATOIL ADR REP 1 ORD 41.56 69.23 -19.15
SUNE SUNEDISON ORD 85.06 57.14 -10.18
TA.TO TRANSALTA ORD 25.92 85.71 -10.41
TBE.TO TWIN BUTTE ENERGY ORD 23.10 61.53 -41.73
TCW.TO TRICAN WELL SERVICE ORD 26.60 57.14 -42.15
TD.TO TORONTO DOMINION ORD 10.57 66.66 -7.40
TOT TOTAL ADR REP 1 ORD 10.99 41.66 -10.09
TSLA TESLA MOTORS ORD 65.85 64.28 -12.65
TVE.V TAMARACK VALLEY ENERGY 55.60 81.81 -28.05
UPL ULTRA PETROLEUM ORD 45.24 73.33 -34.31
VLCCF KNIGHTSBRIDGE TANKERS O 85.27 66.66 -36.93
VLO VALERO ENERGY ORD 47.51 57.14 -6.84
VNET 21VIANET GROUP ADR REP 85.32 75.00 -22.60
VNR VANGUARD NATURAL RESOUR 34.01 69.23 -32.00
WFT WEATHERFORD INTL ORD 39.15 72.72 -27.12
WLK WESTLAKE CHEM ORD 36.04 84.61 -14.03
WLL WHITING PETROLEUM ORD 42.70 72.72 -42.77
Trend Sell ESV ENSCO CL A ORD 5.54 100.00 -23.51
PES PIONEER ENERGY SERVICES 85.33 100.00 -21.33
SE SPECTRA ENERGY ORD 17.56 100.00 -7.44












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3 Responses to Current Positions

  1. Shaun says:

    I notice some of your portfolios have 3, 5, and 10 year percentages and some do not. Can you explain. Are these artificial results or have you been running some of these portfolios back 10 years? How long have you been at this as the about section did not specify? I am intrigued and like your work.

    • Simon says:

      Hi Shaun, thanks for the comment! The site went live in august 2013, usually I work on systems and test them on as much data as possible, when I feel they are ready to go live, I merge the back-test data with the live data. The live start date of each portfolio is available from the Portfolios page (search for the word “live”). Some have less historical data because they trade new ETFs. I monitor the systems on a regular basis and try to improve them as I learn without changing the past data (unless it’s a major rewrite like I did in march, I always blog about these big changes).

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