Tag Archive for: ACWI Fund

Factor Update, November 30, 2019

/by

 

Update in Review
 
Current Factor Tracking Account Positions
  • Long TSM
  • Long AAPL
  • Long ACWI
  • Long Microsoft
  • Long S&Ps
  • Short Gold
  • Long EQH
  • Long PTON
  • Long Russell 2000
  • Long NZD/JPY
  • Long Bitcoin
  • Long GBP/JPY
Markets under review for possible trades
  • Costco
  • NZD/USD
  • Eurodollars
  • Canadian Bank Acceptances
  • Chicago Wheat
 
plb
###
pdf icon Factor-Update-Nov-30-2019.pdf

Factor Update, November 22, 2019

/by

 

Update in Review
 
Current Factor Tracking Account Positions
  • Long TSM
  • Long AAPL
  • Long ACWI
  • Long Microsoft
  • Long S&Ps
  • Short Gold
  • Long EQH
  • Long PTON
  • Trades closed past week = +.8% (YTD = +31.9%)
  • Portfolio leverage = 1.3X
  • Capital utilization = 54.2%
Market under review for possible trades
  • Costco
  • NZD/USD
plb
###
pdf icon Factor-Update-Nov-23-2019.pdf

Factor Update, November 16, 2019

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long TSM
  • Long AAPL
  • Long ACWI
  • Long Microsoft
  • Long S&P futures
  • Short Gold futures
  • Long EQH
  • Long PTON
  • Closed trades since last update = +30 BPs (YTD = +31.2%)
  • Portfolio leverage = 1.6X
  • Capital utilization = 58.5%
Markets under review for possible trades
  • Soybean Meal futures
  • Spot GBP/JPY
  • Spot NZD/CAD
  • Costco
plb
###
pdf icon Factor-Update-Nov-16-2019.pdf

Factor Update, November 8, 2019

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long TSM
  • Long AAPL
  • Long ACWI
  • Long Soybean Oil futures
  • Long Microsoft
  • Long S&P futures
  • Short 10-Yr Note futures
  • Short Gold futures
  • Closed trades this past week = +35 BPs (YTD = +30.9%)
  • Portfolio leverage = 1.7X
Markets under review for possible trades
  • Berkshire Bs
  • DJIA futures
plb
###
pdf icon Factor-Update-Nov-9-2019.pdf

Stocks Keep On

/by

(This is an excerpt from the past weekend premium member report published last Friday morning the 1st)

S&P 500 (CME)

The S&P Index is attempting to penetrate the neckline of a 22-month continuation inverted H&S pattern. Note that a 15-week ascending triangle has been completed on the daily chart of the Dec contract. Perhaps this triangle will serve as the launching pad to complete the larger H&S configuration. Factor is long.

Read more

Factor Update, November 2, 2019

/by

Factor Update in Review

 
Current Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long Taiwan Semiconductor (TSM)
  • Long AAPL
  • Long S&P futures
  • Long ACWI Index Fund
  • Long 5-Yr Treasury futures
  • Long Soybean Oil futures
  • Long Aussie $ futures
  • Closed trades past week = -28 BPs (YTD = +30.5%)
  • Portfolio leverage = 1.7X
  • Capital utilization = 38.7%
Developing trades
  • Microsoft
  • Silver ETF
  • Costco
  • New Zealand $ futures
 
Additional market commentary — U.S. equities
The U.S. equity market is at an absolutely fascinating price level and point in time. As pointed out in a Tweet posted this past week, the U.S. stock market represents a fabulous asymmetrical bet for both the bulls and bears simultaneously. A nearly- two-year congestion is being resolved in many of the major U.S. (and global) equity indexes. Bears can bet that this surge into new ATHs is the final blow-off and will go down as a bull trap of historic magnitude. What better place to make a huge short-side bet than at a new ATH that is completely unsupported by nearly every measure of evaluation and reason (or so the bears claim).
 
image.png
 
For the bulls, a market that resolves an extended congestion period quite often experiences a strong price surge equal in distance to the entire height of the congestion zone. It is at the point of resolving a massive resistance level where a bet for substantially higher prices can be made against a measurable risk — thus, a possible asymmetrical trade. 
 
Whatever the months ahead bring, excitement and surprise will surely be in attendance. 
plb
###
pdf icon Factor-Update-Nov-2-2019.pdf

Factor Update, October 26, 2019

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long TSM
  • Long AAPL
  • Long Canadian Dollar futures
  • Long Silver
  • Closed trades, past week = -.24% (YTD = +30.7%)
  • Portfolio leverage = 1/3X
  • Capital utilization = 23.3%
Markets under review for possible trades
  • ACWI
  • 5-Yr T Bonds
  • Microsoft
  • Soybean Oil
  • Gold (secondary buy)
Note: On Friday the Factor_Members Twitter became a real-time active medium of communications as I scrolled through my full list of charts and made comments on those charts that struck a thought. Several members asked if we could provide a summary of those Tweets. A pdf of the same is attached. As time allows I will repeat the exercise in future weeks. Steps to access the Factor Member Private Twitter
plb
###
pdf icon Factor-Update-Oct-26-2019.pdf
pdf icon Factor_Members-tweets-during-Oct-25-Factor-Chart-Scroll.pdf

Factor Update, October 19, 2019

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Short EuroSwiss futures
  • Long TSM
  • Long AAPL
  • Long Corn futures
  • Long Canadian $ futures
  • Long Soybean Meal futures
  • Long KC Wheat futures
  • YTD = +31.0%
  • Portfolio leverage = 1.4X
  • Capital utilization = 23.0%
Markets under consideration
  • ACWI
  • 5-Yr T Bond futures
  • Gold futures
plb
###
pdf icon Factor-Update-Oct-19-2019.pdf

Factor Update, October 5, 2019

/by
Update in Review
 
Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long spot USD/NOK
  • Long TSM
  • Long Corn futures
  • Long Soybean Meal futures
  • Trades closed past week = +22 BPs (YTD = +28.2%)
  • Portfolio leverage = 1.2X
  • Capital utilization = 17.6%
Markets under review for possible trades
  • Gold futures
  • ACWI
  • London Coffee futures
  • Brazilian Real futures
plb
###
pdf icon Factor-Update-Oct-5-2019.pdf

Factor Update, September 28, 2019

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Short EuroSwiss rate futures
  • Long spot USD/NOK
  • Long TSM
  • Closed trades this past week = -23 BPs (YTD = +28.1%)
  • Portfolio leverage = .8X
  • Capital utilization = 15.4%
Markets under review for possible trades
  • ACWI
  • Gold
  • KC Wheat
plb
###
pdf icon Factor-Update-Sept-28-2019.pdf