Current Positions

Last update: Thu Oct 19 00:08:25 EDT 2017, 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: 97 days, max positions: 15.

Pending Orders
BUY TRU TransUnion
Orders Executed Today
none
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.00% 0.13% 3.82% 27.26% 34.98% 1.89% 8.80% 16.81% 22.12% 21.87% -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% 45%
iShares MSCI EAFE(EFA) 10% 10%
iShares MSCI Emerging Index Fund(EEM) 10% 10%
SPDR Select Sector Fund – Utilities(XLU) 5% 5%
SPDR DJ Wilshire REIT(RWR) 5% 5%
iShares 20+ Year Treasury Bond ETF(TLT) 10% 10%
iShares Core U.S. Aggregate Bond(AGG) 14% 14%
SPDR Gold Trust(GLD) 1% 1%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.05% 0.26% 1.58% 8.21% 15.16% 12.34% -5.94% 8.17% 9.48% 6.52% -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: 126 days, max positions: 15.

Pending Orders
none
Orders Executed Today
2017-10-19 SELL HBM.TO Hudbay Minerals Inc@10.04 (10.04 0.00%)
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.00% 0.00% 4.41% 16.77% 4.08% -0.25% -2.82% 3.33% 9.46% 9.57% -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% 57%
Vanguard FTSE Canada All Cap ETF(VCN.TO) 10% 22%
Vanguard FTSE Developed AC Ex US ETF(VDU.TO) 10% 21%
BMO Equal Weight Utilities Index ETF(ZUT.TO) 5% 0%
Vanguard FTSE CDN Capped REIT Index ETF(VRE.TO) 5% 0%
Ishares Core CDN Long Term Bond ETF(XLB.TO) 10% 0%
Ishares Core CDN Universe Bond ETF(XBB.TO) 14% 0%
Ishares Gold Bullion ETF Hdg(CGL.TO) 1% 0%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years DrawDown
0.02% 0.64% 0.84% 9.52% 2.83% 9.30% 4.41% 7.95% -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
2017-10-13 SHORT CBG CBRE Group Inc Class A@39.59 (39.52 0.17%)
2017-10-16 SHORT CF CF Industries Holdings Inc.@36.89 (36.89 0.00%)
2017-10-05 SHORT FIS Fidelity National Information Services Inc.@93.81 (95.20 -1.45%)
2017-10-13 KEY KeyCorp@18.19 (18.43 1.31%)
2017-10-16 SHORT KLAC KLA-Tencor Corporation@107.33 (107.33 0.00%)
2017-10-12 LABU Direxion Daily S&P Biotech Bull 3X Shares@87.50 (86.28 -1.39%)
2017-10-13 SHORT LNT Alliant Energy Corporation@43.05 (43.12 -0.16%)
2017-10-09 SHORT SQ Square Inc. Class A@31.07 (33.22 -6.47%)
2017-10-13 STI SunTrust Banks Inc.@59.46 (59.80 0.57%)
2017-10-16 YELP Yelp Inc.@43.52 (43.52 0.00%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.12% 0.24% 0.16% 26.33% 5.04% 25.17% 37.54% 19.99% 17.89% 23.38% -18.11%
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: 5 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2017-10-06 CX Cemex S.A.B. de C.V. Sponsored ADR@8.94 (7.81 -12.63%)
2017-10-16 CZR Caesars Entertainment Corporation@11.85 (11.85 0.00%)
2017-10-11 GPRO GoPro Inc.@9.63 (9.08 -5.71%)
2017-10-13 KEY KeyCorp@18.19 (18.43 1.31%)
2017-10-12 LABU Direxion Daily S&P Biotech Bull 3X Shares@87.50 (86.28 -1.39%)
2017-10-11 MDRX Allscripts Healthcare Solutions Inc.@13.92 (13.82 -0.71%)
2017-10-06 MTOR Meritor Inc.@26.31 (26.28 -0.11%)
2017-10-12 NKTR Nektar Therapeutics@23.02 (23.67 2.82%)
2017-10-12 VRX Valeant Pharmaceuticals International Inc.@13.83 (12.92 -6.57%)
2017-10-16 YELP Yelp Inc.@43.52 (43.52 0.00%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.51% -1.15% 0.38% 30.71% 12.48% 15.23% 7.03% 12.89% 20.53% 18.54% -26.68%
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
2017-10-10 SHORT AEP American Electric Power Company Inc.@72.39 (73.12 -0.99%)
2017-10-16 SHORT CF CF Industries Holdings Inc.@36.89 (36.89 0.00%)
2017-10-12 SHORT CPRT Copart Inc.@36.11 (36.27 -0.44%)
2017-10-16 SHORT EXC Exelon Corporation@39.67 (39.67 0.00%)
2017-10-05 SHORT FIS Fidelity National Information Services Inc.@93.81 (95.20 -1.45%)
2017-10-16 SHORT KLAC KLA-Tencor Corporation@107.33 (107.33 0.00%)
2017-10-13 SHORT LNT Alliant Energy Corporation@43.05 (43.12 -0.16%)
2017-10-09 SHORT NVDA NVIDIA Corporation@185.38 (197.93 -6.33%)
2017-10-09 SHORT SQ Square Inc. Class A@31.07 (33.22 -6.47%)
2017-10-10 SHORT TXN Texas Instruments Incorporated@92.38 (94.23 -1.96%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.42% -0.85% -1.24% 1.89% -16.99% -7.36% 2.98% -10.21% -11.37% 1.95% -57.33%
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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