Faber: Financial bust and war

November 30, 2009

nice read




China heading to a CRASH again

November 26, 2009

Below is the graph of Shanghai Stock Exchange Composite Index and i see many similarities right now to the CRASH of the beginning of 2008.

Inflation trends UP

November 25, 2009

Below is the graph of Barclays TIPS bond fund which clearly shows that inflation excpectations continue to build up. TIPS are early birds of inflation expectations. Recent run up reaches some higher valuations and we can some technical correction to the downside given overbought conditions on daily graph. Anyway trend remains to the upside and weakness seems to be met with new fresh buying.

TRENDROOM proprietary mechanical trading systems

November 25, 2009

Below are shown the results from my mechanical  trend following system with shares of Bulgarian Central Cooperative Bank Plc..

Nothing shown here can be taken as investment advice.

Central Cooperative Bank Plc. (4CF) – Bulgarian  Stock Exchange

Initial Capital: 10 000 BGN

Сигнал: BUY – (description of signal is not shown here)

Сигнал: SELL – (description of signal is not shown here)

System plays only on LONG side . SELL signals mean exit from current long position.

Observation period: Nov 2004 – Nov 2009

Deals based on generated signals from the system

Signal Price Date
BUY 1.634 28/12/2004
SELL 2.911 20/04/2005
BUY 3.162 13/05/2005
SELL 3.027 31/05/2005
BUY 3.017 12/7/2005
SELL 3.723 26/10/2005
BUY 2.601 3/11/2005
SELL 3.694 25/11/2005
BUY 3.858 6/12/2005
SELL 4.458 25/05/2006
BUY 4.603 13/06/2006
SELL 4.613 11/8/2006
BUY 4.642 26/09/2006
SELL 7.32 6/3/2007
BUY 7.929 11/4/2007
SELL 7.63 20/04/2007
BUY 8.121 16/05/2007
SELL 9.298 21/08/2007
BUY 9.26 29/08/2007
SELL 11.28 16/11/2007
BUY 5.45 23/05/2008
SELL 5.179 6/6/2008
BUY 0.918 30/03/2009
SELL 1.318 19/06/2009
BUY 1.311 6/8/2009
SELL 1.441 5/10/2009
BUY 1.567 21/10/2009
SELL 1.49 27/10/2009

System analysis

Initial Capital in Bulgarian leva 10,000.00
Ending capital in Bulgarian leva 95,840.15
Total # of deals (Buy+Sell) 14
# of winning deals 10
# of lossing deals 4
Total return 858.40%
Average annual return 59.60%
Return of BUY & HOLD strategy -8.81%

TRENDROOM – Model Portfolio

November 25, 2009

TRENDROOM will start new model portfolio from 01.Dec.2009 consisting different kinds on instruments which will reflect actual trading and/or my view for particular instrument (asset class) based only on my trend following mechanical trading systems.

Actual Performance will be measured  on weekly basis using weekly closing prices. Actual signals will be published here on daily basis  for free initially and on later stage model portfolio will be paid service.

Nothing shown here must be taken as investment advice. The information shown in this blog is for information purposes only.

To subscribe to my Model Portfolio please send me an e-mail.