Low-Risk investment strategy ?

gadgetmind

JohnRo wrote: »

Have you watched the beeb2 documentary called bankers?

No, but I'll try and find it. Thanks.

I wonder how much has really changed.

Nothing, really, but it's amazing how short memories can be!

aliciathyme

Jegersmart wrote: »

Right, so not a trend trade, an anomaly trade. I guess there have been other buy signals recently? ARM, LLOY and SL perhaps?

J

Not according to my system.
The last have been EVR, ENRC, HL. and POLY as I have posted.

Alicia

Chargem

aliciathyme wrote: »

Not according to my system.
The last have been EVR, ENRC, HL. and POLY as I have posted.

Alicia

Out of curiosity, how many trades per month is your model making (on historic data) and are your calculated returns including dealing costs, stamp duty etc?

aliciathyme

Chargem wrote: »

Out of curiosity, how many trades per month is your model making (on historic data) and are your calculated returns including dealing costs, stamp duty etc?

It varies, sometimes target buys come quickly, sometimes with long periods of silence. All the net results include all costs.
Have a look at these links (previously posted at #161):
5-Year Schedule (listed in order of date bought)
Alicia's STB 5-year to 30 April 2013 (Chart showing daily gross values of holdings, bank and overall)

Alicia

aliciathyme

I trust you guys have been listening to Robert Peston on Radio 4 tonight talking on algorithm trading..........

Dark Magic

Alicia

aliciathyme

For those interested in following the performance of my STB system, here are the 3-month update results for the last 5-years to date:

5-Year Schedule to July 2013 (listed in order of date bought)
Alicia's STB 5-year to July 2013 (Chart showing daily gross values of holdings, bank and overall)

Alicia

aliciathyme

There has been a small revision to the StopLoss policy. Following my recent sale of FRES when it fell by >10% within two weeks, one of my followers delayed buying until the day after the recommendation when the price was lower. Her holding did not cross the StopLoss 10% threshold. As the price subsequently rose into a good profit, I felt I had missed out.
Consequently, I remodelled StopLoss policy by setting the base price on the day after recommendation if that price is lower. The result of this change has been an improvement in the median of results of all STB 5yr Portfolios modelled across the last 10 years and I have now adopted this strategy for all my holdings.

I have attached the 3-month update for my Sell-To-Buy model results for the 5years to date (31 October 2013):

5-Year Schedule to October 2013 (listed in order of date bought)
Alicia's STB 5-year to October 2013 (Chart showing daily gross values of holdings, bank and overall)

Alicia

aliciathyme

Hi Guys

I have attached the results of my STB model for 5years ending 31st January 2014.

The initial £10,500 has risen to £46,741, a net profit of 345% which places it 9th in the 6350 Funds listed by Interactive Investor as at 31st January 2014.

Out of 86 Buy Targets, 66 were bought and sold, and a further10 are still currently held.

For details see the following:

Portfolio Chart showing the daily buying/selling activity

Portfolio Schedule of Holdings listing the price and timing details for each holding.


Alicia

Thrugelmir

Be interesting to see how your portfolio works in a more volatile market.

Should have held onto ARM.

aliciathyme

Thrugelmir wrote: »

Be interesting to see how your portfolio works in a more volatile market

If you would like to give me any 5-year period in the last 10 years I will post the result of modelling it using the FTSE 100 constituents.

Thrugelmir wrote: »

Should have held onto ARM.

Well of course - the well known hindsight environment.

Alicia