Factor Update, February 9, 2019

/by

Update in Review

Current Factor Tracking Account Positions
  • Long Soybean Oil futures
  • Long AAPL
  • Positions closed this past week = +.8% (YTD = +4.29%)
  • Current portfolio leverage = .25X
  • Capital utilization = 6.9%
Markets under review for possible trades
  • Corn futures
  • GOLD (stock)
  • Gold futures
  • CHF/JPY spot
  • Sugar futures
plb
###

pdf icon Factor-Tracking-Account_2019_FS-200k-Tracking-Account_01.31.19.pdf