HAG Friday

The YHOO bought tuesday and sold wednesday is accounted for below. HAG also bought ETFC on Thursday, and EBAY and VLO on Friday.

YHOO: 7.98%

2007 totals:
92.25 trades
.41055% average gain per trade
9.47% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 12.84%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 trades after hiatus

I haven't been as active as I liked to trading HAG over the past month due to outside commitments. Will explain soon.

Yesterday, HAG bought YHOO and sold it today.

HAG Thursday

The ODP bought Monday is sold and the SNDK bought yesterday is held.

Completed trades:

ODP: .16%

2007 totals:
91.25 trades
.32760% average gain per trade
7.47% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 7.70%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 Wednesday

ODP is held, and SNDK is bought

HAG Tuesday

Oops. Realized that the quarter position in NRMX bought 8/28 was never accounted for. It was sold on 8/30. Two of the positions bought yesterday were sold today: the half-position in KKD and the full position in QCOM. ODP is held.

Completed trades:

NRMX (1/4 position): 1.28% (.32%)
QCOM: 3.37%
KKD (1/2 position): 5.25% (2.62%)


2007 totals:
90.25 trades
.33057% average gain per trade
7.46% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 7.54%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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.

Monday HAG

HAG buys full positions in QCOM and ODP, and a half-position in KKD.

HSAB Tuesday

Despite today's steep market declines, HAG failed to detect significant overreaction in any large volume stocks. A quarter-position in NRMX is bought.

HAG Monday

Today, the PAAS from Wednesday and GG from Thursday are sold.

Completed trades:

GG: .28%
PAAS: 11.66%


2007 totals:
88.5 trades
.27304% average gain per trade
6.04% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.85%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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

Tensions in the market abated and the Fed made it clear it that it would not be a completely passive player.

Two of the positions from Wednesday were sold: a quarter-position in CFC and a full position in AMD. Three positions from Thursday were also sold: a half-position in BIDU, and full positions in AKAM and AAPL. PAAS from Wednesday and GG from Thursday are held.

Completed trades:

CFC (1/4): .66% (.16%)
AMD: .5%
BIDU (1/2): 4.51% (2.26%)
AKAM: 6.31%
AAPL: 4.28%

2007 totals:
86.5 trades
.41091% average gain per trade
8.89% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.73%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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

Today, HAG holds three positions from yesterday. A quarter-position in CFC, and a full positions in AMD and PAAS. A half-position in BIDU, and full positions in AKAM, AAPL, and GG are bought.

The program sold the position in QCOM bought yesterday, and the positions in ETFC, GRMN, GS, and TIE bought Tuesday.

Completed trades:

ETFC: 9.67%
GRMN: 3.1%
GS: .06%
TIE: 2.25%
QCOM: 2.33%

2007 totals:
82.75 trades
.27836% average gain per trade
5.76% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.49%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 Wednesday

Volatility continues to rise. HAG should capitalize. Today the program buys a quarter-position in CFC and full positions in QCOM, AMD, and PAAS

HAG Tuesday: Trading conditions finally ideal

This is what HAG has been waiting for. An increase in volatility and emotional trading has unnerved quantitative traders. HAG is designed to perform well in these conditions.

Today, HAG buys ETFC, TIE, GS, and GRMN.

HAG Monday

AAPL from Thursday sold today. HAG flat.

Completed trade:

AAPL: 1.11%

2007 totals:
77.75 trades
.45871% average gain per trade
8.92% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.26%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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

Despite Friday's continued volatility, a late day market rebound left HAG with nothing to buy. AAPL continues to be held from Thursday.

HAG Thursday

HAG was flat for today's mini-panic. AAPL bought.

HAG T/Wed

The position in RIG opened on Monday was sold Tuesday. The other open positions--TLAB and BRCD from Friday and BEAS from Monday--were sold today.

Completed trades:

RIG: 2.07%
TLAB: 4.13%
BRCD: 1.66%
BEAS: 1.77%


2007 totals:
76.75 trades
.45022% average gain per trade
8.64% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 8.16%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 Monday

The position VLO opened Friday is sold. TLAB and BRCD are held. Positions in RIG and BEAS are opened

Completed trade:

VLO: 2.05%

2007 totals:
72.75 trades
.45614% average gain per trade
8.30% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.47%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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

Today, the position in AMGN is sold and positions in VLO, TLAB, and BRCD are opened.

Completed trades:

AMGN: 2.29%

2007 totals:
71.75 trades
.43393% average gain per trade
7.78% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.98%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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

Today, the AMD and YHOO bought last Friday are sold, as is the position bought Tuesday in AKAM and Wednesday in AMZN. The position bought Wednesday in AMGN is held.

Completed trades:

AMZN: 3.10%
AKAM: 2.50%
AMD: 3.39%
YHOO: .55%

2007 totals:
70.75 trades
.47243% average gain per trade
8.36% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 6.63%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 and volatility continue

Today, the NTAP and TLAB bought yesterday are sold, and positions in AMGN and AMZN are opened. The AMD and YHOO bought last Friday are held, as is the position bought yesterday in AKAM.

Completed trades:

NTAP: 2.65%
TLAB: 2.29%

2007 totals:
66.75 trades
.47587% average gain per trade
7.94% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.75%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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.

H continues

Today, the AMTD bought last Wednesday is sold. The AMD and YHOO bought last Friday is held, and new positions in AKAM, NTAP, and TLAB are opened. HAG returns once again lead the market as volatility has increased substantially.

Completed trade:

AMTD: 7.11%

2007 totals:
64.75 trades
.41428% average gain per trade
6.71% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.42%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 lightens up

CIEN, NUAN, PAAS, XLNX, YHOO (1 lot) sold today. AMTD bought last Wednesday held. YHOO and AMD bought Friday held.

Completed trades:

CIEN: 3.4%
NUAN: 1.30%
PAAS: .15%
XLNX: 1.43%
YHOO (Thursday): 1.71%

2007 totals:
63.75 trades
.53231% average gain per trade
8.48% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 6.96%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 fully loaded

Today, HAG opened positions in AMD, YHOO (second position), and CIEN. All other positions are held.

HAG adds

As markets plunged today, HAG added three more positions: NUAN, YHOO, and PAAS.

HAG update

XLNX and AMTD bought today

HAG catch up

The full position in AMTD, bought 7/11, was sold on 7/12. The half position in AHM, also bought that day, was sold today. HAG returns are lagging the market, which is in the midst of a strong rally. Volatility ahead.

Completed trades:

AMTD: 2.01%
AHM (1/2 position): 5.15% (2.62%)

2007 totals:
58.75 trades
.59787% average gain per trade
8.78% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 12.30%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 July

Our last post was June 27th, and HAG was holding a position in PAAS that was bought 6/26. That position was sold 6/28.

Today, HAG buys a full position in AMTD and a half position in AHM.

Completed trade:

PAAS: 1.33%

2007 totals:
57.25 trades
.62419% average gain per trade
8.93% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 9.77%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

HAG sold NUAN today and holds PAAS

Completed trade:

NUAN: 6.00%

2007 totals:
56.25 trades
.61164% average gain per trade
8.60% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 7.87%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 adds

HAG holds its position in NUAN and adds PAAS.

HAG Buy

HAG buys NUAN today.

HAG flat

HAG sold NFLX on Friday and is now flat after the strong market rally

Completed trades:

NFLX: 1.84%

2007 totals:
55.25 trades
.51411% average gain per trade
7.10% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 8.74%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

HAG sells Q today and holds NFLX

Completed trades:

Q: 1.18%

2007 totals:
54.25 trades
.5575% average gain per trade
7.56% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 6.92%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update.

Returns of HAG seem to be picking up as volatility in markets have increased over the past few months. Monitor the progress here!

Today, HAG holds Q and buys NFLX

HAG update

Buys Qwest today.

HAG flat again

Market rebounded today and HAG sold its positions

Completed trades:

EBAY: .8%
CELG: 2.15%
QCOM: 2.07%

2007 totals:
53.25 trades
.54581% average gain per trade
7.27% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 6.54%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

Markets have continued to suffer as higher interest rates have led to a market selloff. HAG holds its position in EBAY and buys CELG and QCOM.

HAG is back

and it buys a full position in Ebay

HAG thrives; stalls

HAG continues to make winning trades. Because I was going to be out of the office on Friday, HAG bought nothing on Thursday. Unfortunately.

The half-position in XFML, bought on Tuesday, was sold Friday.

Completed trade:

XFML (1/2 position): .56% (.28%)

2007 totals:
50.25 trades
.47850% average gain per trade
6.01% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.88%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 continues

HAG has been finding a trade every day now that markets are a bit more volatile...

The BRCM bought Friday was sold today, as was the GSK bought yesterday. A half-position in XFML was bought today.

Completed trades:

BRCM: .59%
GSK: 1.41%

2007 totals:
49.75 trades
.47768% average gain per trade
5.94% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 7.16%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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.

H-G update

BRCM is held and GSK is bought.

HAG active

The two lots of DRIV, bought on Wednesday and Thursday, were sold today. BRCM was bought.

Completed trades:

DRIV: 1.03%
DRIV: 2.62%

2007 totals:
47.75 trades
.4558% average gain per trade
5.44% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.92%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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...

AMGN, bought Tuesday is sold. DRIV, bought yesterday, is held. A second lot of DRIV is bought.

Completed trade:

AMGN: .61%

2007 totals:
45.75 trades
.4410% average gain per trade
5.04% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.14%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 continues

GLBC, bought Friday, is sold today. AMGN, bought yesterday, is held. DRIV is bought.

Completed trade:

GLBC: 5.19%

2007 totals:
44.75 trades
.4645% average gain per trade
5.2% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.47%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

The position in GLD, bought Thursday, was sold yesterday. The position in GLBC, bought Friday, is held. A position in AMGN is opened today.

Completed trade:

GLD: .42%

2007 totals:
43.75 trades
.59375% average gain per trade
6.49% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 4.56%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

The half-position in DNDN, bought yesterday, was sold today. The full position in GLD bought yesterday was held, and a position in GLBC was opened.

Completed trade:

DNDN (1/2 position): 10.29% (5.14%)

2007 totals:
42.75 trades
.59781% average gain per trade
6.39% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 6.09%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 lives.

Today HAG buys a full position in GLD and a half position in DNDN.

HAG sells!

The AKAM and PAAS bought on Monday were sold on Wednesday.

Completed trades:

AKAM: 1.20%
PAAS: .88%

2007 totals:
42.25 trades
.48323% average gain per trade
5.10% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 5.69%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 returns!

AKAM and PAAS bought today...

HAG update

The AAPL bought Friday was sold today. Nothing was bought.

Completed trades:

AAPL: 1.32%

2007 totals:
40.25 trades
.45556% average gain per trade
4.58% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 4.26%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

Today HAG buys AAPL.

HAG: Theory good, real trading tough

Through running HAG through this blog, and running System Z in real life, I've realized something important. HAG is better off without me. I don't add value to the system. Yesterday, HAG noted that AHM was a buy, and according to theory it most definitely was. But I didn't buy additional shares of AHM is the account I actually trade because I was afraid of the risks. It is these moments that make or break the success of the program, and they are better off left to the program. That is the point of this thing in the first place.

The half-positions in AHM bought yesterday and Monday were sold today. The half-position in VG bought Monday was also sold. Nothing was bought, and the program is flat.

Completed trades:

AHM Monday(1/2 position): 1.23% (.62%)
AHM Tuesday(1/2 position): 10.74% (5.37%)
VG (1/2 position): .99% (.5%)

2007 totals:
39.25 trades
.43354% average gain per trade
4.25% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.82%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: update

HAG holds half-positions in VG and AHM from yesterday, and buys another half-position in AHM

HAG: subprime; vonage worries

Markets made very clear today that subprime mortgage lenders are facing a new round of worries. Fears also surround Vonage as a growing concern. HAG buys half-positions in both VG and AHM today.

HAG update

The UNH bought Thursday and the BRCD bought Friday were both sold on Monday. Nothing was bought either Monday or Tuesday

Completed trades:

UNH: 1.68%
BRCD: 2.00%

2007 totals:
37.75 trades
.33818% average gain per trade
3.19% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.45%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

UNH was held today and BRCD was bought.

HAG: Back from vacation

Yesterday, HAG bought Beazer Homes, which was sold today. UNH was bought.

Completed trade:

BZH: 1.77%

2007 totals:
35.75 trades
.25416% average gain per trade
2.27% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .08%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: flat; vacation

Today, HAG sold its position in RVBD that it bought Thursday and its position in ATML that it bought Friday. HAG will be going on vacation for the rest of the week.

Completed trades:

RVBD: 2.42%
ATML: 2.07%

2007 totals:
34.75 trades
.21054% average gain per trade
1.83% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .87%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

RVBD, bought yesterday, is held and ATML is bought.

HAG: Blows up; future bright; still beating market

I have not made a post in a few days. Meanwhile, there was a panic climax in the subprime market, centered on the impending bankruptcy of New Century Financing, a stock which HAG owned a position in. Though HAG tried to limit its risk exposure by buying only a 1/4 position, the risk was still so great that I felt uncomfortable operating the program as the losses stacked up. This is a huge issue that needs to be addressed, because System HAG had to forgo many trades that would have been extremely profitable in order to manage the risk of a single position. This is the exact situation this program does not want to be in. HAG wants to be able to trade all of the riskiest market situations without feeling the panic of any singular risk.

Today, HAG sold its position in NEW that was bought last Thursday. Loss on the position is over 60%. HAG also sold it's position in EMC last Friday that it bought last Wednesday. This position was flat. HAG bought no positions earlier this week, as it was temporarily halted, and today it buys a full position in RVBD.

Completed trades:

MA (bought last Wednesday, sold last Thursday): 3.05%
EMC (bought last Wednesday, sold last Friday): 0%
NEW(1/4; bought last Thursday, sold today): 64.95% (16.24%)


2007 totals:
32.75 trades
.08630% average gain per trade
.71% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.56%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: subprime

Significant, tangible bankruptcy fears entered the subnprime lending market a few days ago. Today's trading signaled pure panic. Since the shares of New Century are so volatile, only a 1/4 position is purchased.

MA, bought yesterday, is sold for a 3.05% profit. EMC is held over. No other buys are made today.

Accounting tomorrow.

HAG: Wednesday

HAG buys MA and EMC.

HAG: Tuesday

The increase in volatility over the last 7 days has helped System HAG perform much better than the general markets. Still, I can't help but feel that the program is not living up to its potential. A stock that was considered for purchase yesterday, but ruled out for having too great of a volatility (should that even be possible for this program?) was at one point up 27% today. IT finished up 10% on the day. Ideally, this program should be able to handle these extreme situations. Worst of all, this program was not even fully invested after a week of downside volatility. This must change.

The AKAM (bought last Tuesday and Thursday) was sold. SIRI and AMD, bought yesterday, were also sold. The program is flat.

Completed trades:

AKAM (1/2 from last Tuesday): 6.15% (3.08%)
AKAM (1/2 from last Thursday): 3.83% (1.91%)
SIRI: 2.97%
AMD: 1.00%

2007 totals:
30.5 trades
.52513% average gain per trade
4.00% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.24%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

A little catching up to do: Due to an emergency, I had to be away last Friday. I decided beforehand that HAG would not make any trades.

Monday, HAG sold its position in AMGN it had bought Thursday. The AKAM (bought Tuesday and Thursday) was held over. SIRI and AMD were bought.

Completed trade:

AMGN: .75%

2007 totals:
27.5 trades
.61951% average gain per trade
4.26% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.06%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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 update

Today, HAG sells the half-positions in CSCO, GENZ, and SNDK it bought Tuesday. The half-position in AKAM bought Tuesday is held, and an additional half-position is bought. A full position in AMGN is also bought.

Completed trades:

GENZ (1/2): .6% (.3%)
SNDK (1/2): .27% (.14%)
CSCO (1/2): .55% (.27%)

2007 totals:
26.5 trades
.61459% average gain per trade
4.07% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .46%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Volatility returns indeed.

HAG capitalized smartly on the fear that entered the market yesterday. Returns for HAG have opened a sizable lead over market returns for the year.

Today, the full positions in AHM and DSL bought on Monday were sold. The half-positions in AMTD and BEAS, bought yesterday, were also sold. The half-positions in AKAM, SNDK, CSCO, and GENZ were held.

Completed trades:

AHM:1.80%
DSL: 1.41%
AMTD (1/2): 1.52% (.76%)
BEAS (1/2): 4.1% (2.05%)

2007 totals:
25 trades
.64707% average gain per trade
4.04% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .04%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Volatility returns!

Volatility returned to the market today with a vengeance. A 9% drop in Chinese stocks led to fears that an extreme correction may occur tomorrow. Barring that occurrence, which is doubtful, expect markets to rebound smartly. Consistent volatility will yield good returns for HAG. A single day of volatility leads to uncertain returns.

Today the program will buy 6 half-positions. AMTD, AKAM, SNDK, BEAS, CSCO, and GENZ.
Full positions in DSL and AHM are held over from yesterday.

HAG update

Due to personal issues, as well as a slow market, System HAG has not made any trades in the last two weeks. Today, two mortgage lenders are bought, AHM and DSL.

System Z 2/8: $8867.48

One month in to 2007, System Z is facing the same problems it faced last year. Volatility remains lower than it's been at any time since the early 90's. Since market volatility leads to this programs opportunities, very little trading has occurred this year. Of those trades, few were ideal trades. In short, markets are still dominated by quantitative trading and there is very little emotional impact on markets. In this environment, System Z attempts only to keep pace with the market.

Jan 1, 2007-Feb 8, 2007 results:

System Z account value (2/8): $8867.48
commissions paid (1/1-2/8): $180
shares traded (1/1-2/8): 3,430
commission at $5 per thousand shares traded: $17.15
account value corrected for obscene commissions: $9030.33
account value if no commissions: $9047.48

System Z actual return (1/1-2/8): .63%
System Z corrected return (1/1-2/8): 1.19%
System Z no-commission return (1/1-2/8): 1.38%

NASDAQ return (1/1-2/8): 3.02%

2006:

System Z account value (end 2006): $8923.98
commissions paid: $1302.25
shares traded: 37,271
commission at $5 per thousand shares traded: $186
account value corrected for obscene commissions: $10040
account value if no commissions: $10226

System Z actual return since 4/7: -10.76%
System Z corrected return since 4/7: .4%
System Z no-commission return since 4/7: 2.26%

Nasdaq on 4/7: 2339.02
Nasdaq return from 4/7 to end of year: 3.25%

HAG update

The GOOG bought on Monday was sold Wednesday, and no other trades were made in the last three days.

Completed trade:

GOOG: .61%

2007 totals:
22 trades
.62531% average gain per trade
3.44% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.02%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Update.

The NTGR bought last Wednesday was sold last Friday. Today, GOOG is bought.

Completed trade:

NTGR: 4.23%


2007 totals:
21 trades
.62604% average gain per trade
3.29% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 2.28%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: UPDATE

AMGN and LSI are sold today, NTGR is bought.

Completed trades:

AMGN: .57%
LSI: 1.18%

2007 totals:
20 trades
.44584% average gain per trade
2.23% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 2.03%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: No trades today

LSI and AMGN positions held

HAG: 2 buys

Today, HAG buys AMGN and LSI.

HAG: update

Today HAG sold the XMSR bought on Monday. It is now flat.

Completed trades:

XMSR: 3.80%

2007 totals:
18 trades
.39815% average gain per trade
1.79% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .83%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Sorting out the mistakes

I have to piece back together the trades over the last week because I erased last friday's post by accident.

On Tuesday, HAG sold the MRVL bought Friday and the NTAP bought on Monday. The AAPL bought last Thursday, and both the DELL and XMSR bought on Monday, were held. AMAT and CSCO were bought.

On Wednesday, the AAPL from last Thursday was sold, as was the DELL from Monday and the CSCO from Tuesday. The XMSR bought Monday, and the AMAT bought Tuesday were held.

Today, the AMAT bought on Tuesday was sold and the XMSR bought on Monday was held.

Completed trades:

MRVL: .54%
NTAP: 1.92%
AAPL: 2.66%
DELL: .12%
CSCO: 3.26%
AMAT: .12%

2007 totals:
17 trades
.6451% average gain per trade
2.74% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .79%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: trades; accounting problem

There seems to be a problem with yesterday's post. I think I posted it on top of Friday's post, so Friday's post is lost and yesterday's post is on Friday. Will sort it out tomorrow. Today, the NTAP and MRVL are sold. Another lot of AMAT is bought, as is CSCO.

The post below originally appeared Monday:

This is a going to be a fun market to trade. Volatilty is increasing for the first time since last summer.

Today, HAG sells NVDA bought last Thursday. AAPL from last Thursday, and MRVL from last Friday, are held over. NTAP, XMSR, and DELL are bought today.

Completed trades:

NVDA: .66%

2007 totals:
11 trades
.817% average gain per trade
2.25% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: .67%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: update

This is a corrected post:

Today, HAG sells CSCO (bought Wednesday), and BRCM and RIMM (bought yesterday). NVDA and AAPL, bought yesterday, are held, and MRVL is bought.

Completed trades:

CSCO: 1.04%
BRCM: 2.13%
RIMM: 2.14%

2007 totals:
10 trades
.833% average gain per trade
2.08% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.49%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Finally some excitement

Market broke down pretty severely today, yet our program stayed ahead of the curve. The CBH bought on Tuesday was sold today. The CSCO bought yesterday was held. Today the program buys BRCM, RIMM, NVDA, and AAPL.

Completed trades:

CBH: .22%

2007 totals:
7 trades
.72857% average gain per trade
1.28% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.16%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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.

Another HAG update

Csco bought today.

HAG

CBH bought today

HAG...

COP was sold today and HAG is flat for the weekend.

Completed trade:

COP: 3.25%

2007 totals:
6 trades
.81333% average gain per trade
1.22% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 3.6%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: update

GG, bought last Friday, was sold today. COP was bought

Completed trade:

GG: 1.91%

2007 totals:
5 trades
.326% average gain per trade
.41% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 2.90%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: update

No stocks were bought yesterday or today. The VC bought on Monday was sold yesterday. The NVDA bought on Friday and the MOT bought Monday were sold today. The GG bought on Friday was held.

Completed trades:

NVDA: 3.65%
MOT: 2.37%
VC: 1.29%


2007 totals:
4 trades
.885% average gain per trade
.885% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.82%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Good start

HAG completed it's first trade today by selling a position in PEIX that was bought on Thursday. GG and NVDA, bought on Friday, were held. VC and MOT were bought today.

Completed trade:

PEIX: .97%

2007 totals:
1 trade
.97% average gain per trade
.24% total theoretical gain since beginning of 2007
NASDAQ composite change since beginning of 2007: .95%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 7.62%

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: Accounting over past 5 weeks

Since mid-November, System HAG has only made 14 trades. During this time, the VIX index, which is a measure of the market's volatility, dipped below 10 for the first time since late 1993. HAG's fortunes are very closely correlated to the markets volatilty, so these past few weeks were not very profitable. HAG and the NASDAQ both lost about 1% overall over these weeks.

All the completed trades are below. HAG bought PEIX on Thursday and GG and NVDA on Friday.

Completed trades (date completed):

GM (11/29) : 2.83%
CSCO (11/28): 4.77%
BRCM (11/30): 2.09%
TLAB (11/30): 2.05%
ODP (12/6): 1.37%
SLAB (12/4): 3.71%
F (12/8): 5.86%
SNWL (12/8): 2.04%
AAPL (12/8): 1.40%
VRTX 1 (12/15): 5.37%
VRTX 2 (12/15): .59%
MXIM (12/14): 1.29%
GBLC (12/20): 2.03%
AAPL (12/26): 1.68%
EBAY (12/26): 1.81%

Adding these trades to our totals:

182 trades
.2899% average gain per trade
13.19% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 7.62%

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.

System Z end of year analysis: $8,923.98

This is a long overdue post for System Z. The goal over these months was to try to make a real profit despite the tremendous brokerage costs from actively trading a $10,000 account. This goal was not met.

In analyzing what what well and what went poorly over System Z's first 7 1/2 months, I am going to adjust our accounting method slightly. Previously, I had been adjusting commission costs based on the assumption that I was paying about 2.5 times what I should be paying in commission. Well, I've done a little research and found that most traders in my situation would pay about 3 to 4 dollars per thousand shares traded (though these costs could go down to as little as 1 dollar per thousand for an extremely active trader). Going forward, I will assume I pay 5 dollars per thousand shares traded. This will surely cover all exchange fees as well.

Making these adjustments, System Z traded about flat for the year. More analysis to follow.

System Z account value (end 2006): $8923.98
commissions paid: $1302.25
shares traded: 37,271
commission at $5 per thousand shares traded: $186
account value corrected for obscene commissions: $10040
account value if no commissions: $10226

System Z actual return since 4/7: -10.76%
System Z corrected return since 4/7: .4%
System Z no-commission return since 4/7: 2.26%

Nasdaq on 4/7: 2339.02
Nasdaq return from 4/7 to end of year: 3.25%

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.