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Modified Ivy Portfolio: Mid-Month Reversal of EFA (Part 2)
At the close of Tue Aug 7, the price of EFA had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on EFA early, as it was so...
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Modified Ivy Portfolio: Mid-Month Reversal of DBC (Part 2)
At the close of Thu Aug 9, the price of DBC had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on DBC early, as it was so...
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Modified Ivy Portfolio: Mid-Month Reversal of DBC (Part 3)
At the close of Thu Aug 9, the price of DBC had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on DBC early, as it was so...
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Modified Ivy Portfolio: September 2012 Update and Note
It’s the beginning of the month, which always means it’s time for a quick glance at monthly signals and performance for the Modified Ivy Portfolio. After market close on the last day of August 2012,...
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“EARN” Portfolios Performance Updates thru August 31, 2012
Recently, I started a new project called EARN – Easynomics Adaptive Risk Newsletters. It consists of three separate newsletters, each of which will follow three portfolio simulations that apply the...
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Modified Ivy Portfolio: Mid-Month Reversal of EEM (Part 1)
At the close of Thu Sep 13, the price of EEM had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on EEM early, as it was so...
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Modified Ivy Portfolio: Mid-Month Reversal of EEM (Part 2)
At the close of Thu Sep 13, the price of EEM had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on EEM early, as it was so...
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Mea Culpa: Incorrect Sharpe Ratios on EARN Portfolios
It was really bothering me to see all the low Sharpe Ratios for my hypothetical portfolios tracked in the Easynomics Adaptive Risk Newsletter series (EARN). Even more so, it was shocking that the...
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Modified Ivy Portfolio: Mid-Month Reversal of EEM (Part 3)
At the close of Thu Sep 13, the price of EEM had risen so much that my rules for the hypothetical “Modified Ivy Portfolio” dictated that I begin exiting the short position on EEM early, as it was so...
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Ending the Modified Ivy Portfolio Simulation
I am not able to dedicate the time needed to keep up with my own rules for the Modified Ivy Portfolio Simulation that I began in October 2011. There are elements that require daily attention (like...
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