Trend Following System S&P 500

[meanreversion]

If I dont include the commision the performance of mitainvest is 5% more than SP500

What % of equity are you paying in commissions per annum?

 

[miguelmadrid]

$ 5.500 Commissions 0,04% (buy and sell)
+
2% in dividends

About $ 10.000.


I had a big mistake on my system, last month... (data feed)

The average return is about 25% annum....

Thanks

 

[miguelmadrid]

Mitainvest Portfolio



# Cartera Mitainvest
Fecha Nº Ticker Compra Actual Valor % Peso
03/01/2012 500 AES $12.32 $12.92 $6,460 4.87% 4.38%
24/01/2012 300 AMD $6.52 $7.08 $2,124 8.56% 1.44%
24/01/2012 500 BAC $7.17 $7.84 $3,920 9.35% 2.66%
03/01/2012 450 DHI $13.23 $14.66 $6,597 10.81% 4.47%
03/01/2012 1,000 FHN $8.26 $9.42 $9,420 14.08% 6.39%
19/01/2012 300 FITB $13.67 $13.59 $4,077 -0.57% 2.76%
24/01/2012 336 GNW $8.11 $9.17 $3,081 13.04% 2.09%
03/01/2012 1,275 HBAN $5.68 $5.89 $7,510 3.78% 5.09%
03/01/2012 1,128 HCBK $6.43 $7.19 $8,110 11.88% 5.50%
03/01/2012 200 HRB $16.48 $17.18 $3,436 4.24% 2.33%
03/01/2012 643 IPG $10.00 $10.86 $6,983 8.59% 4.73%
24/01/2012 650 JNS $7.49 $8.58 $5,577 14.57% 3.78%
03/01/2012 1,100 KEY $8.04 $8.24 $9,064 2.53% 6.14%
19/01/2012 500 LSI $6.99 $8.11 $4,055 16.03% 2.75%
24/01/2012 600 LUV $9.27 $10.04 $6,024 8.30% 4.08%
03/01/2012 320 MAS $11.43 $12.92 $4,134 13.04% 2.80%
03/01/2012 1,118 MU $7.06 $7.95 $8,888 12.67% 6.03%
03/01/2012 400 PBCT $13.27 $12.59 $5,036 -5.11% 3.41%
03/01/2012 1,600 PHM $6.52 $8.30 $13,280 27.38% 9.00%
19/01/2012 100 POM $19.93 $19.84 $1,984 -0.43% 1.35%
03/01/2012 1,900 RF $4.43 $5.64 $10,716 27.19% 7.26%
24/01/2012 250 SAI $13.01 $12.90 $3,225 -0.83% 2.19%
03/01/2012 103 SLE $19.11 $20.00 $2,060 4.63% 1.40%
12/01/2012 600 SVU $7.03 $6.98 $4,188 -0.74% 2.84%
12/01/2012 1,000 THC $5.18 $5.97 $5,970 15.14% 4.05%
12/01/2012 1,206 Liquidez 1.00€ 1.00€ 1,206€ 0.00% 1.08%

 

[evermore]

Rising water lifts all boats. How would your method handle market turmoil ? 2001-2004 and 2006-2010?

 

[miguelmadrid]

Performance of Mitainvest

 

[miguelmadrid]

The current portfolio:

 

[miguelmadrid]

My portfolio current portfolio:

Date Number Ticker % Day Buy Last Quote Value % Return Weight
01/17/2013 558 AA 0.78% $8.92 $9.10 $5,078 1.96% 3.08%
02/11/2013 591 AES 0.27% $11.09 $11.34 $6,702 2.25% 4.06%
01/29/2013 1,713 AKS -0.71% $4.04 $4.19 $7,177 3.81% 4.35%
01/02/2013 7,950 AMD -0.72% $2.61 $2.75 $21,863 5.51% 13.24%
01/02/2013 2,178 HBAN -1.25% $6.87 $7.13 $15,529 3.76% 9.41%
01/29/2013 995 HCBK -0.57% $8.63 $8.69 $8,647 0.70% 5.24%
01/02/2013 2,093 LSI -1.11% $7.20 $7.11 $14,881 -1.19% 9.01%
01/29/2013 1,127 MWW 0.54% $5.56 $5.64 $6,356 1.52% 3.85%
02/11/2013 200 PHM -0.44% $19.68 $20.23 $4,046 2.77% 2.45%
01/02/2013 5,485 RSH 0.60% $2.91 $3.37 $18,484 15.65% 11.20%
01/02/2013 4,062 SVU -0.77% $3.58 $3.89 $15,801 8.63% 9.57%
01/02/2013 2,404 TLAB 0.00% $2.28 $2.19 $5,265 -4.14% 3.19%
01/02/2013 4,584 WFR 7.11% $3.36 $4.82 $22,095 43.33% 13.38%
01/02/2013 9,842 Cash 0.00% 1.00€ 1.00€ 9,842€ 0.00% 7.99%

 

[miguelmadrid]

 

[miguelmadrid]

Bush Portfolio

Thanks :cheesy: