Tue 29 Nov 2011

Automatic 7 TAA Results for October 2011

Posted by Ed Mamula under Narratives , TAA

Well, better late than never…here is the updated performance table through the end of October.  With one trading day to go in the month of November, both A7 and Mom and Pop show modest gains for the month.  And as usual, anything can happen on the last day of the month, but preliminary indications for December are that A7 will sell out of it’s gold position and go to some combination of IEF and cash.  Final allocation for December will be posted tomorrow afternoon, followed shortly thereafter by November’s results.  I have been trading A7 live for 12 months now, and barring disaster tomorrow, it will show a profit in excess of 20%.  Not too bad!

Growth of $1
Month A7 M&P Msci MEFA MEFC 50/50 GTAA VT
12/2010 1.073 1.030 1.017 1.050 1.032 1.016 1.046 1.077
1/2011 1.103 1.043 1.006 1.080 1.047 1.028 1.049 1.092
2/2011 1.146 1.063 1.036 1.117 1.067 1.045 1.077 1.124
3/2011 1.163 1.073 1.020 1.137 1.069 1.044 1.072 1.123
4/2011 1.206 1.101 1.070 1.185 1.089 1.069 1.111 1.172
5/2011 1.183 1.094 1.055 1.150 1.076 1.076 1.082 1.145
6/2011 1.154 1.081 1.039 1.131 1.058 1.064 1.060 1.130
7/2011 1.172 1.098 1.069 1.132 1.060 1.071 1.059 1.106
8/2011 1.253 1.110 1.082 1.160 1.092 1.066 1.005 1.025
9/2011 1.242 1.106 1.021 1.152 1.098 1.041 0.978 0.916
10/2011 1.209 1.092 1.027 1.129 1.088 1.091 0.981 1.019
Current DD 3.6% 1.7% 5.0% 4.7% 0.9% 0.0% 11.7% 13.1%
Returns A7 M&P Msci MEFA MEFC 50/50 GTAA VT
Last Month -2.7% -1.3% 0.6% -2.0% -0.9% 4.8% 0.3% 11.3%
Year to Date 12.6% 6.0% 1.0% 7.6% 5.5% 7.4% -6.2% -5.4%

 

Systems / Benchmarks:

A7  (Automatic 7 – EdMamula.com aggressive)

M&P (Mom and Pop – EdMamula.com conservative)

Msci (MarketSci TAA)

MEFA / MEFC (MyETFHedgeFund.com A=Agressive C=Conservative)

50/50 – 50% SPY / 50% IEF

(GTAA) Cambria Global Tactical ETF

VT – Vanguard Total World Stock ETF

Notes:

Interactive Brokers Tier I USD Margin Interest rate applied to leveraged portfolios (A7)

MyETFHedgeFund results up to and including May 2011 are a backtest result

Mon 31 Oct 2011

Automatic 7 Allocation for November 2011

Posted by Ed Mamula under Narratives , TAA
  • Automatic 7 (aggressive, leveraged): 115 % IEF / 25% GLD
  • Mom and Pop (conservative) : 80% IEF / 20% GLD

Yes, I did have a death wish in October, at least on a relative basis…full results post coming soon.  Despite the monster equity rally in October, the systems stay in Treasuries and Gold for November…no more outsmarting myself; GLD should have been in the October allocation, but I did not include it.

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