The BCI is unchanged from last week’s 168.8. However, the BCIg, the smoothed annualized growth of BCI, is down at 14.3 from last week’s 14.9.
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The BCI is unchanged from last week’s 168.8. However, the BCIg, the smoothed annualized growth of BCI, is down at 14.3 from last week’s 14.9.
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The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 21 days, and showing 1.21% return to5/19/2014
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Testing your favorite P123 or R2G model hedged with short models such as iM-Best(Short) is unfortunately not possible with the tools provided at P123. The P123 ‘books’ cannot cope with a model intended for hedging. To bridge this gap we designed a MS-excel spreadsheet which you can download here.
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Currently the portfolio holds 10 stocks, 5 of them winners, so far held for an average period of 27 days, and showing combined -0.8% average return to 5/12/2014
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The BCI at 168.8 is up from last week’s 168.5. However, the BCIg, the smoothed annualized growth of BCI, is down at 14.9 from last week’s 15.5.
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The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 14 days, and showing 1.77% return to5/12/2014
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Currently the portfolio holds 10 stocks, 3 of them winners, so far held for an average period of 27 days, and showing combined -2.03% average return to 5/5/2014
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| Date | Best(Short) | ||||
| 05/05/14 | AMZN | CCI | SPAC | — | — |
| 04/28/14 | CHTR | — | — | — | — |
| 04/21/14 | RRC | TWTR | — | — | — |
Currently the portfolio holds 10 stocks, 5 of them winners, so far held for an average period of 20 days, and showing combined -2.07% average return to 4/28/2014
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