Tally for April '06 - Rankings

[rokid]

Read'um and (cheer or weep).:cheesy:

 

[rokid]

Here are the Tally results from 1 Feb thru April. RevShark's return ranks 16th.

 

[Dave M]

Thanks, R-K. D

 

[Master]

Thanks, Rokid.

I did notice that you do not have 2 of the TOP 25 accounts (out of 104 if you include 5 L funds, 5 funds, TSPtalk, Rev, and 89 in mlk_man's tally, 2 additional in your tally)

Cheapshot - 8.97% YTD
Ayla - 8.09% YTD

Regards,

M

 

[rokid]

Master,

I'll double check. However, I think both of them started after the beginning of the year. If I'm wrong, I'll update the rankings.

Incidentally, I'm including RevShark's "since Feb 1" return because I thought people would be interested in how their returns compared to those of a professional trader.

 

[Master]

I used your tally to get the following information:

Moves ----- Average Return
0 ========= 3.32%
1-9 ======== 3.28%
10-19 ====== 4.36%
20+========4.93%

0-4======== 3.44%
5-14======= 3.76%
15-24====== 4.73%
25+========4.60%

0-9======== 3.30%
10-24======= 4.57%
25+ ========4.60%

It seems that a higher number of moves, in general, is associated with higher return. However, keep in mind that the TOP 4 strategies are only 5.75 moves.


Investment Style ====== 3 mo return == YTD === YTD (bottom 1/3)
single-fund swing trade== 4.85% ===== 7.16% ==== 0.68%
multi-fund swing trade === 4.02% ===== 6.39% === 2.99%
multi-fund diversified ==== 3.53% ===== 6.97% === 4.56%
single-fund concentrated== 3.02% ===== 6.12% === 0.39%

Single-fund swing trading did better thanks to 4 of us. However, the bottom 1/3 did better if they had a lit bit in every fund (multi-fund diversified).

 

[ayla]

Yes, I started after the beginning of the year.

 

[rokid]

It seems that a higher number of moves, in general, is associated with higher return. However, keep in mind that the TOP 4 strategies are only 5.75 moves.

Going at the question another way, I ran the Excel CORREL function against the tracker data to see if there is a correlation between number of moves and return. I thought it would be negative, i.e. more moves, lower return. In fact, there is a slight negative correlation. However, it's so close to zero (-0.03014) it's probably better to say there is no relationship between number of moves and return.

At least in the short term all strategies are working - or not working. It all depends on execution, or, perhaps, luck.:cheesy:

 

[rokid]

Based on Master's question/suggestion, I included Ayla, CheapShot, Cortez, FiveTears, and Chaser in the rankings. Although they didn't start at the very beginning of the year, they all started in Jan. Since it doesn't represent a full year, I've indicated their YTD return in red. Attached is the updated ranking sorted by YTD return.

Unfortunately, their addition to the list pushed me three places down in the rankings.:notrust:

 

[rokid]

Similarly, here's the updated 1 Feb to date rankings.

 

[grandma]

...those that started after Jan are not included in the rankings, right? but they are on the Tracker should someone want to view their returns there. I am competing w/a couple, SkyPilot for one - he joined the competition in March, I believe.
You guys are unbelievable w/your trackings, rankings, analysis'es - you have to love playing w/numbers & columns & rows!!!

Thank you so very much!! Grandma

 

[rokid]

Grandma,

Yes, on the rankings, I'm now showing everyone who started prior to 1 Feb. If I've missed someone, let me know.

MM/Fundsurfer's Tracker shows everyone.

 

[Aslan]

Nice Job Rokid. My 30/30/40 C/S/I for the past 5 months works great in an up market. The real question is when to get out of this allocation? Will I have the guts to stay in or start "playing around" again.

 

[EW_ret]

I am not on your list, EWGuy. I started being tracked by M-M on January 5, 2006. I am not sure if I remain on the weekly tracker because I did not received any tracker update last weekend.

 

[rokid]

EWGuy,

I'd be glad to include you.----Rokid

 

[Chaser]

Hi, thanks for adding me to the list and your extra effort and work.

Listed below are all my moves for the year. The only one missing up to now was my original allocation of 50%G, 50%F at the beginning of the year.

Thanks again,
Chaser

12-Apr-06 20%C, 30%S, 50%I
3-Apr-06 20%C, 40%S, 40%I
19-Jan-06 33%C, 33%S, 34%I
18-Jan-06 50% G, 50%F
17-Jan-06 33%C, 33%S, 34%I
30-Dec-05 50%G, 50%F

 

[rokid]

Here are the Tally Rankings for last week. I just want to make sure I have everyone who started sometime in Jan.

Chaser, I'm not including your 30 Dec allocation because MM/Fundsurfer are not tracking it. I don't want to get out of sync with their Tracker. Finally, I didn't update the number of moves. However, the total returns are current as of 6 May.

Phragmanic you're killing me! Keep up the good work!:cheesy:

 

[Griffin]

Rokid,

Are you going to publish a RevShark comparison?

 

[ayla]

Like the info very much, rokid. Nice summary that goes hand in hand with MLK_MAN's report. Thanks.

 

[rokid]

Rokid,

Are you going to publish a RevShark comparison?

Tom didn't update RevShark's return for last week. If he does, I'll include it and republish.----Rokid