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Monday, November 17, 2014

System 12 Plus - 11-2014. Keep Moving Forward

.this update cover activity from 11/17 to 12/14/2014.

Up into September, down in October, followed by up rip into November... epic!
Bull or Bear - everybody got to be stopped out at least ones on this roller-coaster. I didn't escape that fate either, having dumped most of portfolio just days from the bottom, and then buying all this back and more. Was it a mistake to sell at the lows? Yes and no. My misjudgement was in selling too late. Having already observed sell signals in early September, I held and even started to buy more good stocks before buy signals where registered. As it turned out - CSI (Composite Score Indicator, I developed this summer) would keep me out of trouble, but I didn't trust it enough to obey sell signals and tried to front run buy signals, which led to pissing my pants when market really went into free-fall. We where THIS close from full blown flash crash (no doubt) - the turn around was a straight up miracle. Importantly, it was a good thing I sold a lot, as I became calm and collected, and was able to operate rationally again. I didn't lose much either (just few hundred of capital), but profits evaporated... there where quite a profits... Later I was kinda glad that my portfolio was light, as it allowed me some time to analyze past trades and whole market situation. This review served a solid validation for my CSI Trend Method, so much so I decided to trade based on CSI exclusively from this time on.  Mid October rally produced legit CSI Buy Signals across most System 12 stocks, some areas I've been watching, and even Experimental S&P500 Trading Program.
All is well in a house of iBergamot...
Overall it wasn't a 'hard hit' at-all, just shake it off and move on forward.



BOT: nothing
SLD: MSFT on 11/19; CHL on 12/2 (damn it); GE on 12/2; PG and WMT on 12/3; JNJ on 12/12
DIVI received: PG, WFC, JNJ, MSFT

This is MD:

MD Control: RDS out, PG in
Disqualified: XOM (by a smidge), GOOGL (as of 11/17 I don't have either)
BABA is out until further notice

This is SD:
 IBM and BAC out; T and ORCL in

This is Arnott Overlay (AO) : XOM, GE, WFC, BRK, AAPL
 RAFI 1000 index was rebalanced. Most recent weightings are here (link). Last check 7/29/2014.

 Arnott Overlay and System12 Select Theme (AOS12s) of System9.
I just took all S12 trades in full position size, ending up at about 30% of LB account. It's a bit more than customary 25% allowed allocation to single strategy, but this method shows superior results comparing to everything else (as long as I use CSI that is...lol)

EEBL include: MSFT, WFC

-----------------------------------  GURU  ---------------------------------------

Since last update in September (post link), there where almost no changes to GURU holdings.
For reasons unknown, they added ALLY, LNG and returned AMT, but in smaller size. All three together are a bit less than their one standard allocation. Nothing was removed.
GURU holdings include these S12 stocks: AAPL,  JPM,  WFC

So far I traded HMHC - stop out at even, ENDP - still going, and i missed TMO entry

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