On Monday ERTS picked up a tranche of Cameco, and then on Tuesday two tranches of gold stock ETFs and some Potash and Teck. So overall the portfolio is now net-long 57.6% adjusted for ETF leverage, and still sitting on 69.2% of cash. Basically waiting out the rally. The big positions are gold shares – 6 tranches, natural gas (which had a good day today) – 3 tranches, and an average position in Potash Corp of two tranches. Not really aggressive except for the precious metals – and those are still only 50% allocated to what they could be. Equity improved by .4% this week, on a bit of a recovery in gold stocks and a surge in natural gas.
| TRADING | 17-Feb-12 | UPDATE | 676 | |||||
| # | Trade | Qty | Stock | Symbol | Price | Acct | ||
| 13-Feb-12 | ||||||||
| 16 | Bought | 2.3% | Cameco | CCO | @ | $23.00 | 3 | |
| 14-Feb-12 | ||||||||
| 19 | Bought | 1.7% | Teck Corp | TCK.B | @ | $39.12 | 4 | |
| 4 | Bought | 2.9% | Potash Corp | POT | @ | $44.49 | 1 | |
| 1 | Bought | 2.9% | HBP Glb Gold 2X ETF | HGU | @ | $12.22 | 1 | |
| 14 | Bought | 2.1% | Drxn Gold Sh 3X ETF | NUGT | @ | $21.94 | 2 | |
| 15-Feb-12 | ||||||||
| No trades | ||||||||
| 16-Feb-12 | ||||||||
| No trades | ||||||||
| 17-Feb-12 | ||||||||
| No trades | ||||||||
| Qty % is the portfolio weighting | ||||||||
X
| EXTENSION REVERSAL TRADING SYSTEM (ERTS) | ||||
| *********************************************************** | ||||
| 17-Feb-12 | ||||
| S&P500 | 1361.2 | 3.5 | 0.3% | |
| TSX | 12458.3 | -17.6 | -0.1% | |
| *********************************************************** | ||||
| PORTFOLIO STATUS | ||||
| Market | FEB 12 | YTD | Incep | |
| Canadian Dollar | 1.0032 | 0.0% | 2.5% | -3.3% |
| S&P500 | 1361.2 | 3.7% | 8.2% | 6.6% |
| TSX | 12458.3 | 0.0% | 4.2% | -6.2% |
| Weight | ||||
| Portfolio % USD | 33.3% | -6.7% | -4.5% | 7.7% |
| Portfolio % CAD | 66.7% | 0.5% | 6.4% | -2.1% |
| FX | ||||
| PORTFOLIO EQUITY | CAD | -1.9% | 1.8% | 2.0% |
| USD ERTS vs SP500 | USD | -10.5% | -12.8% | 1.1% |
| CAD ERTS vs TSX | CAD | 0.5% | 2.2% | 4.1% |
| ERTS vs SP500/TSX | CAD/USD | -3.2% | -2.8% | 3.1% |
| Inception is 30 Jun 11 | ||||
| *********************************************************** | ||||
| Portfolio Direction | Long | Short | Net | |
| Position | 30.8% | 0.0% | 30.8% | long |
| ETF Leverage-adjusted | 57.6% | 0.0% | 57.6% | long |
| CURRENT POSITIONS | ||||
| STOCK/ETF | SYM | LAST | Profit | WGT |
| CASH | 69.2% | |||
| HBP Nat Gas 2X ETF | HNU | $5.06 | 1.91% | 5.9% |
| Drxn Gold Sh 3X ETF | NUGT | $22.08 | 1.63% | 6.0% |
| HBP Glb Gold 2X ETF | HGU | $12.11 | 0.98% | 9.0% |
| Potash Corp | POT | $45.95 | 0.89% | 6.0% |
| Drxn Real Est 3X ETF | DRN | closed | 0.34% | 0.0% |
| Silver Wheaton | SLW | closed | 0.33% | 0.0% |
| Cameco | CCO | $23.93 | 0.32% | 2.4% |
| Cenovus Energy | CVE | closed | 0.28% | 0.0% |
| Drxn Energy 3X ETF | ERX | closed | 0.24% | 0.0% |
| Teck Corp | TCK.B | $38.30 | 0.16% | 1.6% |
| 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 | -1.52% | 0.0% |
| Drxn Tech 3x Sh ETF | TYP | closed | -1.61% | 0.0% |
…
