Fred Goodman's Technical Trading Model Portfolio

Starting on December 31, 2006 this portfolio was merged into the Discretionary GPS Portfolio. The tables below are as they were at that time. Going forward trades in SPY and QQQQ will be made in the GPS Portfolio using all available cash and/or margin using the same trading procedures that were used in this portfolio.

The Technical Trading Model Portfolio automatically follows the buy signals and sell signals of Fred's Technical Trading Model, based on his Summary Index and Quick Summary Index and his Trend Indicator. The model is implemented in this portfolio using the S&P 500 Index.

The equity position in the portfolio is determined by whether there is a Summary Index or Quick Summary Index buy signal or sell signal, and on the long-term trend of the market according to the Trend Indicator. The table below gives the percentage of portfolio assets that will be invested, long or short, depending on the combination of those factors.

The Portfolio will use the S&P 500 Depository Receipts, or Spiders (SPY), to represent positions in the S&P 500 Index.

It's a "paper portfolio" that may or may not reflect what Fred is doing for his own account and for accounts he manages.

The Portfolio began with an imaginary $1 million on November 10, 2004, and was set to an initial Net Asset Value of $10. It is the successor to an earlier now-discontinued portfolio that was based solely on the Summary Index and the Quick Summary Index. With the addition of the Trend Indicator, the portfolio was restarted.

Changes in positions will generally be mentioned in Fred's daily "Technical Analysis" reports the same day they are made in the portfolio. For simplicity we ignore transaction costs. Dividends are reinvested. When the Portfolio holds a short position, cash proceeds from sale of long positions and from the short sale are both invested at the 90-day T-bill rate. There may be significant differences, beyond our control, between the performance of this hypothetical portfolio and an otherwise similar actual portfolio.

This page is normally updated daily after the market close, but may be updated more frequently as necessary. Past performance is no guarantee of future returns.

 

Trade History

TimeDateActionSecurityQtyPrice
2:30 PM January 3, 2007 SELL SPY 3650.00 141.76
We are consolidating the portfolio with the Discretionary Technical Portfolio SEE REPORT
4:30 PM December 15, 2006 DIV SPY 3650.00 2893
SPY paid a dividend of 0.79265. 
1:45 PM November 8, 2006 BUY SPY 3650.00 138.44
Buying a 50% position on a strong economic reports and an S&P Oscillator buy signal.  SEE REPORT>>  
11:45 AM November 2, 2006 SELL SPY 3692.66 136.83
Selling on a double-dip Summary Index sell. SEE REPORT>>
12:20 PM October 13, 2006 BUY SPY 3692.66 136.29
Buying a 50% position on a Signature buy signal during a Summary Index sell.  SEE REPORT>>  
1:45 PM October 11, 2006 SELL SPY 3720.96 135.18
Selling on a Signature sell signal SEE REPORT>>
11:45 AM October 5, 2006 BUY SPY 3720.96 135.15
Buying a 50% position on a Signature buy signal during a Summary Index sell.  SEE REPORT>>  
10:45 AM September 18, 2006 SELL SPY 3791.04 132.01
Selling our 50% position on a Signature sell signal.  SEE REPORT>>  
4:00 PM September 15, 2005 DIV SPY 3791.04 $0.5815
Our Standard & Poors Depository Receipts pay a dividend of .5815, and we lower the cost basis to 131.3085.
 
11:45 AM September 13, 2006 BUY SPY 3791.04 131.89
Buying a 50% position on a Signature buy signal during a Summary Index sell.  SEE REPORT>>  

 

Fred Goodman, CFP, is a fee-only Certified Financial Planner based in Los Angeles. To send Fred your questions or comments, click here: Fred@MarketMonograph.com. E-mail sent to Fred may be edited for clarity and brevity and published on this web site, and may include your name unless you request anonymity or specify not for publication. The charts and commentary represent what Fred thinks about the market and what he is thinking of doing for his own account and for accounts he manages at the time of writing. Fred, his clients, or his family may have positions or may make trades in securities mentioned in these commentaries. There is no guarantee that you will profit from trading as discussed herein. You may lose money and Fred assumes no responsibility for what you do or do not do with this information. Copyright 2006 Fred Goodman. All rights reserved.

For information purposes only, offered as a periodical of general circulation; not to be deemed to be recommendations for buying or selling specific securities or to constitute personalized investment advice. Derived from sources believed to be reliable, but no warranty is made as to accuracy.