D. Cooper Stevenson
December 19, 2010 0

Portolio Analysis

By in Investment

Here are the results from week 49 & 50:

Portfolio Overview

Number of Winning Trades: 14

Number of Losing Trades: 0

The (geom.) Avg. Gain: 2.49%

The (geom.) Average Loss: 0%

Sum Of Gains: $8,383.25

Sum Of Losses: $0.00

Cummulative Gain (geom.): 141.14

Cummulative Loss (geom.) 100.00

Portfolio Detail

DRYS, direction: long

Open: 2010-12-06_09:30:00 4780 5.88 28106.4
Close: 2010-12-10_16:00:00 4780 6.33 30257.4

Comments:

Slight overall uptrend. Prediction indicates the security having high volitility early in the week with sideways movement mid-week. An uptrend into the weekend.

Confidence in this prediction is low: security prediction exhibits high error rates during training.

Aggressive investment: buy DRYS with extreme caution

F, direction: short

Open: 2010-12-06_09:30:00 1488 16.80 24998.4
Close: 2010-12-06_14:30:00 1488 16.69 24834.72

Comments:

Overall uptrend. Will dip Monday before turning to the long side for the
rest of the week. Wednesday is a critical point, re-run neurals at the
close Tuesday to confirm trend.

Aggressive investment: short Ford at the open Monday until mid-afternoon
then turn long.

F, direction: long

Open: 2010-12-06_14:30:00 1504 16.69 25101.76
Close: 2010-12-10_16:00:00 1504 16.73 25161.92

Comments:

Overall uptrend. Will dip Monday before turning to the long side for the
rest of the week. Wednesday is a critical point, re-run neurals at the
close Tuesday to confirm trend.

Aggressive investment: short Ford at the open Monday until mid-afternoon
then turn long.

XLF, direction: short

Open: 2010-12-06_09:30:00 1646 15.53 25562.38
Close: 2010-12-19_09:32:00 1646 15.10 24854.6

Comments:

Moderately strong and steady uptrend. Confidence in this prediction is high: training periods indicate consistent technical analysis with low training error rates.

Aggresive investment: Short Monday in volitatility then turn long until mid-Thursday afternoon or, more likely, early Friday.

MOT, direction: long

Open: 2010-12-06_09:30:00 3033 8.24 24991.92
Close: 2010-12-10_16:00:00 3033 8.64 26205.12

Comments:

Poor prediction performance from the neurals on this security; will
probably move slightly higher but not conclusive.

Aggresive investment: Buy Motorola but watch it very carefully.

XLF, direction: long

Open: 2010-12-06_12:00:00 1646 15.10 24854.6
Close: 2010-12-09_14:30:00 1646 15.54 25578.84

Comments:

Moderately strong and steady uptrend. Confidence in this prediction is high: training periods indicate consistent technical analysis with low training error rates.

Aggresive investment: Short Monday in volitatility then turn long until mid-Thursday afternoon or, more likely, early Friday.

BAC, direction: short

Open: 2010-12-10_09:30:00 1640 12.80 20992
Close: 2010-12-10_15:58:00 1640 12.54 20565.6

Comments:

Short at the open until just before the close on Monday. Turn long until
exiting at 11:00 a.m. Friday

GE, direction: long

Open: 2010-12-13_10:30:00 1191 17.63 20997.33
Close: 2010-12-17_16:00:00 1191 17.70 21080.7

Comments:

Enter long position at 10:30 a.m. Monday. Exit position at the close Friday.

MOT, direction: short

Open: 2010-12-13_09:30:00 2431 8.64 21003.84
Close: 2010-12-16_10:00:00 2431 8.57 20833.67

Comments:

Short until Thursday 10:00 a.m. Turn long until Friday 11:00 a.m.

XLF, direction: long

Open: 2010-12-13_16:00:00 2488 8.44 20998.72
Close: 2010-12-17_13:00:00 2488 8.88 22093.44

Comments:

Enter Long Monday 4:00 p.m. until Friday at 1:00 p.m.

THC, direction: short

Open: 2010-12-13_09:30:00 3158 6.65 21000.7
Close: 2010-12-14_11:00:00 3158 6.54 20653.32

Comments:

THC, direction: long

Open: 2010-12-13_11:00:00 3158 6.54 20653.32
Close: 2010-12-17_16:00:00 3158 6.73 21253.34

Comments:

BAC, direction: long

Open: 2010-12-13_15:58:00 1640 12.54 20565.6
Close: 2010-12-17_11:00:00 1640 12.59 20647.6

Comments:

Short at the open until just before the close on Monday. Turn long until
exiting at 11:00 a.m. Friday

MOT, direction: long

Open: 2010-12-16_10:00:00 2431 8.57 20833.67
Close: 2010-12-17_11:00:00 2431 8.80 21392.8

Comments:

Short until Thursday 10:00 a.m. Turn long until Friday 11:00 a.m.


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