HAG returns

System HAG made its first trades in over a week today. An anxiety cycle centered on a slowdown in the economy began to run its course. HAG buys GM and CSCO.

HAG: flat

HAG found nothing to buy two days in a row for the first time since trading parameters were loosened. On one hand, the "obvious anxiety" framework, on top of the quantitative program, seems to be working well. Almost every trade has been a winner. On the other hand, the broad market has performed better than HAG recently, so the success of the program is still hard to determine.

Following up from yesterday's post, one of the two stocks not purchased, CNE, performed poorly today, while the other, ITG, was up slightly. The decision not to buy was a favorable one.

Completed trade:

WON: 1.06%

Adding this trade to our totals:
167 trades
.3428% average gain per trade
14.31% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 8.29%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: not buying

Today, HUM was sold and WON was held.

ITG and CNE were designated as buys by the quantitative program, but I had a hard time identifying the "obvious anxiety" behind the decline. ITG seemed to announce poor earnings last week, but I have no idea why the price decline became more dramatic a few days later. CNE declined because of an accounting law change in Canada. Continued declines are probably based around the fear of hedge fund defaults and margin calls, but I'm not positive. The anxiety is tangible, but not obvious. Neither stock is bought

Completed trade:

HUM: 1.95%

Adding this trade to our totals:
166 trades
.3385% average gain per trade
14.13% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 7.21%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

Today, MOH and UNH were sold. HUM was held. WON was bought.

Completed trades:

MOH: 4.73%
UNH: 1.86%

Adding these trades to our totals:
166 trades
.3288% average gain per trade
13.64% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 6.46%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: insurance

Health insurance stocks continue to suffer as markets are worried that a democratic congress will impact future profits. a pure anxiety trade.

HAG holds MOH from yesterday, and buys UNH and HUM today.

HAG: update

The "obvious anxiety" framework continues to perform. EMKR is sold today, and MOH is bought.

Completed trade:

EMKR: 5.27%

Adding this trade to our totals:
164 trades
.3503% average gain per trade
14.36% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 6.24%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: obvious buys

The "obvious anxiety" buys continue to perform well, while the purely statistical buys are performing terribly. Of course, the quantitative programming helps me determine whether the move is severe enough to warrant a buy, but the final decision seems to be best made qualitatively.

HAG sells its position in ADM from last Wednesday, as well as its position in PALM from yesterday. EMKR is bought today.

Completed trade:

ADM: 8.41%
PALM: 3.09%

Adding this trade to our totals:
163 trades
.3201% average gain per trade
13.04% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 5.84%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: Back to Basics

HAG's first "obvious anxiety" buy is in PALM. Yes, the quantitative filter flashed positive for PALM, but the presence of anxiety after the release of bad news leads to a very good buy for HAG.

Also, HAG holds its position in ADM from Wednesday and sells its position in RFMD from Thursday.

Completed trade:

RFMD: .87%

Adding this trade to our totals:
161 trades
.3571% average gain per trade
14.37% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 5.39%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: Friday's post

HAG has lost a considerable amount of money this week. looking back, many of the purchases showed up as buys in the quantitative program, but it was hard to identify the source of selling anxiety within each security. Going forward, I'm going to strengthen the requirement that the presence of anxiety is obvious.

On Friday, HAG sold its position in WIRE from Monday. It also sells its positions in BRCD, BEAS, and VG from Wednesday. Positions in ADM from Wednesday and RFMD from Thursday are held.

Completed trades:

WIRE: 7.99%
BRCD: 2.05%
BEAS: 1.04%
VG: .92%

Adding these trades to our totals:
160 trades
.3539% average gain per trade
14.16% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 3.83%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: Thursday's post

I accidentally made Thursday's post in the place that Wednesday's post used to be. So now that I've reinstated Wednesday's original post, I have repost Thursday today....

Today, HAG sells its position in TSCM from last Friday and its position in WIRE from Tuesday. It continues to hold a position in WIRE from Monday, and BRCD, BEAS, VG, and ADM from yesterday. HAG buys RFMD today.

Completed trades:

TSCM: 7.16%
WIRE: 4.39%

Adding these trades to our totals:
156 trades
.4281% average gain per trade
16.70% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 4.01%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

HAG: Taking losses

Today, HAG sells its position in GLW from last Wednesday. It continues to hold TSCM from last Friday, and the two positions in WIRE from last Monday and last Tuesday. Today, BRCD, BEAS, VG, and ADM are bought.

Completed trade:

GLW: 3.84%

Adding this trade to our totals:
154 trades
.5087% average gain per trade
19.58% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 4.01%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.