At the close:
Bought 50% TZA @ 19.62
Bought 100% VXX @ 21.40
Weekly update:
As I posted earlier, I'm adding a TSP model for this year. I'll be tracking it under my account in the AutoTracker. The model has been fairly successful in determining short-term trends, but I have some reservations regarding how it will do in the TSP due to the limited trades and the delay in transfers. I'm not following it with my personal TSP.
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.7%
Current Position: 50% TZA @ 18.58
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.1%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion: 50% F/50% G
At the close:
Bought 50% TZA @ 19.62
Bought 100% VXX @ 21.40
At the close:
Sold 50% TZA @ 19.17
Sold !00% VXX @ 21.45
Weekly update:
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: -1.3%
Current Position: 50% TZA @ 19.10
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.3%
Current position: 100% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +5.3%
Current position: Cash
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
At the close:
Bought 50% TZA @ 19.96
Bought 100% VXX @ 21.39
At the close:
Sold 50% TZA @ 19.76
Sold 100% VXX @ 21.31
At the close:
Sold 50% TZA @ 20.25
Sold 50% SH @ 36.15
Bought 100% XIV @ 55.10
Weekly update:
Aggressive Model trades only TNA/TZA.
Conservative Model trades only SPY/SH.
Volatility Model trades only XIV/VXX.
Models will hold a 50% or 100% position or be in cash.
All returns are compounded.
Performance does not include current open trades.
Agressive Model
2016 Return: +62.2%
Year-to-date: +1.1%%
Current Position: Cash
Conservative Model
2016 Return: +10.4%
Year-to-date: -0.5%
Current position: 50% SH @ 36.31
Volatility Model
2016 Return (6 months): +48.0%
Year-to-date: +4.9%
Current position: 100% XIV @ 55.10
TSP Model
Year-to-date: 0%
Current postion (since COB 12/30): 50% F/50% G
At the close:
Bought 50% TZA @ 20.18
Bought 50% SH @ 36.13
Sold 100% XIV @ 57.72
Sold all TZA and SH at the open and bought TNA and SPY. Will give numbers later.
TSP Model moves to 100% S Fund.
S&P500 (C Fund) (delayed) (Stockcharts.com Real-time) |
DWCPF (S Fund) (delayed) (Stockcharts.com Real-time) |
EFA (I Fund) (delayed) (Stockcharts.com Real-time) |
BND (F Fund) (delayed) (Stockcharts.com Real-time) |
||
Yahoo Finance Realtime TSP Fund Tracking Index Quotes |
Bookmarks