Current Positions

Last update: Mon Jan 15 20:13:59 EST 2018, see the Portfolios page (http://stockmarketsvane.com/?page_id=32) for historical transactions and charts.

Portfolios
US Trend Portfolio
US Enhanced Indexing ETF Portfolio
CAD Trend Portfolio
CAD Enhanced Indexing ETF Portfolio
Swing Trade Candidates
Stock Candidates Performance Long & Short
Stock Candidates Performance Long Only
Stock Candidates Performance Short Only
SMV Market Breadth Oscillator

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US Trend Portfolio

This porfolio buys US stocks that will grow over a long period of time, average holding period: 96 days, max positions: 10.

Pending Orders
BUY BABA Alibaba Group Holding Limited
Orders Executed Today
none
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
-0.00% 1.88% 7.33% 27.25% 3.86% 36.20% 1.89% 17.94% 23.47% 22.66% -21.41%
3, 5 and 10 years performance is annualized.

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US Enhanced Indexing ETF Portfolio

This diversified ETF Portfolio can be traded in two different ways: 1) Passive Management by rebalancing a few times a year so that the money is invested following the Base Allocation column. 2) Enhanced Indexing by rebalancing the first trading day of every month based on the Current Allocation column. The goal of this strategy is not to beat a static allocation portfolio but is designed to reduce the drawdown during big market corrections, more info here..
Start date: 2004-01-02

Name
Base Allocation
Current Allocation
Vanguard Total Stock Market(VTI) 45% 49%
iShares MSCI EAFE(EFA) 10% 13%
iShares MSCI Emerging Index Fund(EEM) 10% 13%
SPDR Select Sector Fund – Utilities(XLU) 5% 0%
SPDR DJ Wilshire REIT(RWR) 5% 8%
iShares 20+ Year Treasury Bond ETF(TLT) 10% 13%
iShares Core U.S. Aggregate Bond(AGG) 14% 0%
SPDR Gold Trust(GLD) 1% 4%


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
0.55% 0.84% 2.47% 8.40% 2.06% 17.39% 12.34% 8.17% 9.57% 7.10% -21.12%
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: 123 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
0.00% 0.00% 0.74% 16.65% 0.15% 5.74% -0.25% 1.91% 9.32% 9.25% -20.93%
3, 5 and 10 years performance is annualized.

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CAD Enhanced Indexing ETF Portfolio

This diversified ETF Portfolio can be traded in two different ways: 1) Passive Management by rebalancing a few times a year so that the money is invested following the Base Allocation column. 2) Enhanced Indexing by rebalancing the first trading day of every month based on the Current Allocation column. The goal of this strategy is not to beat a static allocation portfolio but is designed to reduce the drawdown during big market corrections, more info here..
Start date: 2013-10-01

Name
Base Allocation
Current Allocation
Vanguard US Total Market ETF(VUN.TO) 45% 49%
Vanguard FTSE Canada All Cap ETF(VCN.TO) 10% 13%
Vanguard FTSE Developed AC Ex US ETF(VDU.TO) 10% 13%
BMO Equal Weight Utilities Index ETF(ZUT.TO) 5% 0%
Vanguard FTSE CDN Capped REIT Index ETF(VRE.TO) 5% 8%
Ishares Core CDN Long Term Bond ETF(XLB.TO) 10% 13%
Ishares Core CDN Universe Bond ETF(XBB.TO) 14% 0%
Ishares Gold Bullion ETF Hdg(CGL.TO) 1% 4%


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years DrawDown
0.50% 1.16% 0.61% 10.45% 2.36% 6.61% 9.30% 7.41% -10.23%
3, 5 and 10 years performance is annualized.

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Swing Trade Candidates

Swing Trade Candidates are to be evaluated during the next trading day. They have a short term horizon of 1 to 10 days; the stock price has a good chance of moving quickly within a few days. See this post for more information on these trading ideas.

Category Symbol Entry Price Range Relative Strength

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Stock Candidates Performance Long & Short

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 6 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2018-01-10 BVN Buenaventura Mining Company Inc.@14.19 (14.67 3.38%)
2018-01-11 SHORT CHRW C.H. Robinson Worldwide Inc.@93.92 (94.28 -0.38%)
2018-01-09 SHORT ESRX Express Scripts Holding Company@79.91 (80.87 -1.18%)
2018-01-03 SHORT ESV Ensco plc Class A@6.61 (7.43 -11.03%)
2018-01-12 SHORT JNJ Johnson & Johnson@145.76 (145.76 0.00%)
2018-01-12 SHORT KSS Kohl’s Corporation@63.87 (63.87 0.00%)
2018-01-12 MAC Macerich Company (The)@62.97 (62.97 0.00%)
2018-01-12 SHORT MMM 3M Company@244.47 (244.47 0.00%)
2018-01-12 SYK Stryker Corporation@158.23 (158.23 0.00%)
2018-01-04 SHORT UBS UBS Group AG Registered@18.95 (19.59 -3.26%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
-0.08% -0.10% 4.49% 23.03% -0.70% -1.86% 9.89% 11.19% 6.77% 13.62% -19.84%
3, 5 and 10 years performance is annualized.

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Stock Candidates Performance Long Only

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 6 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2018-01-11 AEM Agnico Eagle Mines Limited@46.30 (47.22 2.00%)
2018-01-10 BVN Buenaventura Mining Company Inc.@14.19 (14.67 3.38%)
2018-01-11 CCI Crown Castle International Corp. (REIT)@103.69 (103.56 -0.11%)
2018-01-11 CUBE CubeSmart@27.68 (27.30 -1.37%)
2018-01-12 GGP GGP Inc.@23.19 (23.19 0.00%)
2018-01-12 MAC Macerich Company (The)@62.97 (62.97 0.00%)
2018-01-11 RIOT Riot Blockchain Inc@20.85 (21.88 4.94%)
2018-01-05 ROKU Roku Inc.@46.28 (43.38 -6.26%)
2018-01-12 SYK Stryker Corporation@158.23 (158.23 0.00%)
2018-01-12 TXMD TherapeuticsMD Inc.@6.15 (6.15 0.00%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
0.75% 2.95% 6.48% 30.63% 3.83% 16.57% 12.64% 17.26% 24.14% 21.55% -24.99%
3, 5 and 10 years performance is annualized.

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Stock Candidates Performance Short Only

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 6 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2018-01-09 SHORT CBOE Cboe Global Markets Inc.@130.79 (131.51 -0.54%)
2018-01-11 SHORT CHRW C.H. Robinson Worldwide Inc.@93.92 (94.28 -0.38%)
2018-01-09 SHORT ESRX Express Scripts Holding Company@79.91 (80.87 -1.18%)
2018-01-12 SHORT ESV Ensco plc Class A@7.43 (7.43 0.00%)
2018-01-10 SHORT FIS Fidelity National Information Services Inc.@97.28 (97.61 -0.33%)
2018-01-12 SHORT KSS Kohl’s Corporation@63.87 (63.87 0.00%)
2018-01-09 SHORT MOH Molina Healthcare Inc@85.66 (85.81 -0.18%)
2018-01-02 SHORT STAY Extended Stay America Inc.@19.05 (20.61 -7.56%)
2018-01-04 SHORT UBS UBS Group AG Registered@18.95 (19.59 -3.26%)
2018-01-10 SHORT UWT VelocityShares 3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER@28.68 (29.92 -4.14%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2017 2016 3 Years 5 Years 10 Years DrawDown
-0.84% -1.46% -2.94% 2.95% -2.54% -22.76% 10.25% -1.57% -8.37% 1.70% -57.65%
3, 5 and 10 years performance is annualized.

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SMV Market Breadth Oscillator

For more information about the SMV Market Breadth Oscillator, see this post: A Different Market Breadth Oscillator

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