After Monday and Tuesday, trading tapered to zero. Prices kept in a fairly tight range between all the buy and sell limit orders in place. All the short positions were sold out by Tuesday – everyone else’s cue to immediately sell. And on Friday they did actually, with the S&P500 dropping about 15 points and then recovering to about down 10. But nothing dramatic has really been happening. The portfolio is down 2.3% on the month, and is 81.6% in cash, with the leverage-adjusted directional bias at 37.8%. The only positions are gold stock and natural gas ETFs, and one tranche of Potash Corp. Nothing in broad indices or economically sensitive (e.g. copper) stocks.
| TRADING | 10-Feb-12 | UPDATE | 676 | |||||
| # | Trade | Qty | Stock | Symbol | Price | Acct | ||
| 6-Feb-12 | ||||||||
| Previously posted | ||||||||
| 7-Feb-12 | ||||||||
| 4 | Bought | 2.9% | Potash Corp | POT | @ | $45.75 | 1 | |
| 14 | Bought | 2.1% | Drxn Gold Sh 3X ETF | NUGT | @ | $24.15 | 2 | |
| 13 | Sold | 3.7% | Drxn Em Mkt 3x Sh ETF | EDZ | @ | $12.68 | 2 | |
| 8-Feb-12 | ||||||||
| No trades | ||||||||
| 9-Feb-12 | ||||||||
| No trades | ||||||||
| 10-Feb-12 | ||||||||
| No trades | ||||||||
| Qty % is the portfolio weighting | ||||||||
| EXTENSION REVERSAL TRADING SYSTEM (ERTS) | ||||
| *********************************************************** | ||||
| 10-Feb-12 | ||||
| S&P500 | 1342.6 | -9.3 | -0.7% | |
| TSX | 12389.4 | -108.5 | -0.9% | |
| *********************************************************** | ||||
| PORTFOLIO STATUS | ||||
| Market | JAN 12 | YTD | Incep | |
| Canadian Dollar | 0.9986 | -0.4% | 2.0% | -3.7% |
| S&P500 | 1342.6 | 2.3% | 6.8% | 6.2% |
| TSX | 12389.4 | -0.5% | 3.6% | -6.0% |
| Weight | ||||
| Portfolio % USD | 33.7% | -6.5% | -4.3% | 7.9% |
| Portfolio % CAD | 66.3% | -0.5% | 5.4% | -3.1% |
| FX | ||||
| PORTFOLIO EQUITY | CAD | -2.3% | 1.4% | 1.5% |
| USD ERTS vs SP500 | USD | -8.8% | -11.1% | 1.8% |
| CAD ERTS vs TSX | CAD | 0.0% | 1.8% | 2.9% |
| ERTS vs SP500/TSX | CAD/USD | -3.0% | -2.5% | 2.5% |
| Inception is 30 Jun 11 | ||||
| *********************************************************** | ||||
| Portfolio Direction | Long | Short | Net | |
| Position | 18.4% | 0.0% | 18.4% | long |
| ETF Leverage-adjusted | 37.8% | 0.0% | 37.8% | long |
| CURRENT POSITIONS | ||||
| STOCK/ETF | SYM | LAST | Profit | WGT |
| CASH | 81.6% | |||
| Drxn Gold Sh 3X ETF | NUGT | $22.47 | 1.70% | 4.0% |
| HBP Glb Gold 2X ETF | HGU | $12.43 | 1.17% | 6.2% |
| HBP Nat Gas 2X ETF | HNU | $4.49 | 1.23% | 5.2% |
| Potash Corp | POT | $44.84 | 0.72% | 2.9% |
| Drxn Real Est 3X ETF | DRN | closed | 0.34% | 0.0% |
| Silver Wheaton | SLW | closed | 0.33% | 0.0% |
| Cenovus Energy | CVE | closed | 0.28% | 0.0% |
| Drxn Energy 3X ETF | ERX | closed | 0.24% | 0.0% |
| Cameco | CCO | closed | 0.23% | 0.0% |
| Teck Corp | TCK.B | closed | 0.19% | 0.0% |
| Drxn Energy 3X Sh ETF | ERY | closed | 0.02% | 0.0% |
| Drxn Gold Sh 3X Sh ETF | DUST | closed | 0.00% | 0.0% |
| Drxn Tech 3x ETF | TYH | closed | 0.00% | 0.0% |
| Claymore BRIC ETF | CBQ | closed | 0.00% | 0.0% |
| Drxn Em Mkt 3x ETF | EDC | closed | 0.00% | 0.0% |
| HBP Glb Gold 2X Sh ETF | HGD | closed | 0.00% | 0.0% |
| EnCana Corp | ECA | closed | -0.36% | 0.0% |
| Drxn Real Est 3X Sh ETF | DRV | closed | -0.41% | 0.0% |
| Drxn Em Mkt 3x Sh ETF | EDZ | closed | -1.53% | 0.0% |
| Drxn Tech 3x Sh ETF | TYP | closed | -1.61% | 0.0% |
…
