Timer and ETF Strategy Update. 06/27/08

Both my US and Canadian timers remain short/cash. It was a good week for my US ETF strategies as three of the four had higher CAGR's than at the end of the previous week.



There has been no change in my US holdings since last week.

Canadian Timer Update

My Canadian timer is getting whipsawed in this very choppy market. The timer has gone back to cash as of this evening.

My US timer, on the other hand, remains in cash or short, depending on the strategy.

Canadian Timer Update

My Canadian timer is getting whipsawed in this very choppy market. The timer has gone back to cash as of this evening.

My US timer, on the other hand, remains in cash or short, depending on the strategy.

US Timer and ETF's

My US timer remains in cash or short depending on the strategy.  I have four ETF strategies that I am following for the US market based on my timer:

• Long QLD and QID
• Long QLD and cash
• Long QLD and RWM
• Long QLD and IAU

The CAGR's for the above strategies are 40.6%, 35.4%, 34.8% and 43.9% respectively. The CAGR for the Nasdaq over the same time period is 8.1%

 

QID is the Proshares Double Inverse Nasdaq, RWM is the Proshares Inverse Russell 2000 and IAU is the iShares Comex Gold.

 

Following are the compound annual growth (CAGR) tables for the four strategies as of today.

 

 

 

 

My US holdings currently are RWM (87%) and IAU (13%).

Canadian Timer Update.

My Canadian timer has swung back to long after a very short period in cash. My US timer is still generating a cash signal. As I have a gut feeling that the US market will head lower over the short term, I have purchased the Proshares Short Russell 2000 (RWM).

QLD Equity Curve

Below is the equity curve produced using my US timer and QLD. As can be seen from the draw downs, this strategy may not be for the faint of heart.

Double Exposure ETF Update. 06/13/08

Both my Canadian and US timers are in cash.

Canadian Timer Update

My Canadian stock timer has now gone to cash.

US Timer Goes to Cash

My US timer has generated a cash signal and I have accordingly sold my US stocks and ETF's.

Double Exposure ETF Update

Both my Canadian and US timers remain long. With the decline in the Nasdaq this past week, the CAGR for my QLD strategy has slipped to 40.0%. In contrast, the CAGR for my HXU strategy improved to 31.5%