Current Positions

Last update: Fri Oct 24 19:01:50 EDT 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
2014-10-24 BUY INFY INFOSYS ADR REP ONE ORD@62.18
Current Positions
2014-10-14 HAS HASBRO ORD@54.83 (57.60 5.06%)
2014-10-24 INFY INFOSYS ADR REP ONE ORD@62.18 (62.18 0.00%)
2014-10-13 MACK MERRIMACK PHARMACEUTICA@7.50 (9.36 24.86%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.33% 1.87% -1.67% 30.23% -0.90% 75.00% 51.68% 39.05% 32.89% 30.21% -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
2014-10-24 SELL GRT GLIMCHER REALTY REIT@13.59 (13.56 -0.22%)
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
-0.05% 2.84% -3.47% 25.10% -0.67% 64.19% 42.42% 36.45% 29.74% 24.54% -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
0.35% 2.07% 0.24% 10.87% 4.91% 16.62% 5.91% 9.91% 8.90% 10.34% -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
none
Orders Executed Today
none
Current Positions
2014-10-21 MIDZ DIREXION DAILY MID CAP@15.24 (14.85 -2.55%)
2014-10-22 TZA DIREXION DAILY SMALL CA@16.77 (15.80 -5.78%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years DrawDown
-0.72% -4.17% -21.46% 58.74% 23.99% 74.08% 16.85% 46.32% -29.16%
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: 138 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 (37.71 47.30%)
2014-09-24 BB.TO BLACKBERRY ORD@11.61 (11.51 -0.86%)
2013-12-11 CP.TO CANADIAN PACIFIC RAILWA@158.81 (230.28 45.00%)
2014-10-03 ITP.TO INTERTAPE POLYM ORD@15.72 (16.45 4.64%)
2014-08-08 L.TO LOBLAW COMPANIES ORD@52.39 (56.71 8.24%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.79% 2.05% -4.92% 20.63% 13.97% 26.73% 0.45% 13.26% 14.93% 16.80% -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
none
Orders Executed Today
none
Current Positions
none


Performance
1 Day 5 Days 30 Days CAGR YTD 2013 2012 3 Years 5 Years 10 Years DrawDown
0.00% 1.20% 4.51% 27.12% 4.97% 22.82% 7.32% 12.50% 24.20% 26.69% -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
0.36% 1.70% 0.45% 15.33% 8.70% 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 Buy ESC EMERITUS ORD 11.77 66.66 5.80
Swing Sell CMA COMERICA ORD 12.90 66.66 -9.06
GGB GERDAU SA ADR REPSG 1 P 43.34 66.66 -5.24
Trend Sell MCHP MICROCHIP TECHNOLOGY OR 7.81 50.00 -13.04
MFC MANULIFE FINANCIAL ORD 8.51 50.00 -5.37
TS TENARIS ADR REP 2 ORD 0.00 0.00 -14.24












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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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