IIC Portfolio

LAST POST ON THIS BLOG THING

2007-03-17T18:24:00.000-04:00

GOOGLE has done it again. They would not let me log in because I do not have a GOOG account.. I will not open an account with them. They jerked me around about a year ago when they said I was in violation of click fraud.. This was a lie as I was in full compliance of the rules... I had zero control of anybody visiting this site. Anyway they can stick it.. I will not open a GOOG e-mail account.. IN FACT I HOPE THEY CRASH AND BURN.... FOLKS BIG DOES NOT MEAN BETTER IN MY EYES>>>>>>

IIC100 list of patterns

2007-03-10T11:01:00.000-05:00

EOW review

2007-02-23T17:47:00.000-05:00

Here is end of week standings off IIC signals for triangle code scans. nothing to write home about but not bad. I've ran scan tonight and have nothing going into Monday...

Triangle signals as of EOD

2007-02-21T19:13:00.000-05:00

I think yesterdays list from my triangle charts was up around 20% today. Here is todays IIC 100 Triangle list.

Triangle/Channels signals for today

2007-02-20T19:29:00.000-05:00

IIC update since Jan 07

2007-02-17T14:42:00.000-05:00

Here are a few stats on some IIC stocks. All run through my mechanical system. This system runs through the entire list looking for certain conditions to enter and exit.
click to enlarge image

IIC 100 top gainers thus far in 07

2007-01-12T23:09:00.000-05:00

The following stocks are the top IIC 100's performers based on a percentage bases for 2007.

Updated

2007-01-02T18:43:00.000-05:00

Disregard the list below. I had a earlier list of the IIC100.

Possible Shorts

2006-12-25T10:31:00.000-05:00

The following IIC 100 indicated a possible play on the short side. I'll post charts later.

ACGY
ACLI
AFFX
AMX
ATHR
BRKR
BRLI
CPO
IFSIA
MA
MNTA
NIHD
REGN
TIE
VLCM

CROX

2006-11-18T22:53:00.000-05:00

We currently like CROX on a pop over last bars high. We might consider this stock and might trail it lower for a few days if no trigger.

Update

2006-11-18T22:19:00.000-05:00

Well I have not updatd this blog for a while. I'll also need to update the IIC 100. I sold MTW last week and so this port is currently flat. I did trade these 2 stocks in my own port. Here is the resualts of the 2 trades.

AKAM Stopped out

2006-10-18T16:42:00.000-04:00

Well today we had a volatility stop out in AKAM this puts us at 1R loss on this position. Best thing is we only took on 1/2 position. Notice my volatility indicator.

Few IIC100 charts setting up

2006-10-17T17:29:00.000-04:00

Week ending 10/13/06

2006-10-13T16:45:00.000-04:00

Well were not setting the world on fire here with these last picks. Here was the mindset behind the trades. I decided to go ½ position on both. This gives me a risk of 1% on the 100K. Each position in reality is only set up with a ½% risk. I thought it was best to do this do to current market climate. I did not enter into SCSS as I placed trigger above prior highs. We will continue to stalk the IIC100 for stocks that meet my criteria. MTW stop was adjusted yesterday off the close and has reduced risk from 500.00 to 390.80. AKAM is currently still at 500.00.

Here are the results of this week:

SCSS Pullback Candidate

2006-10-12T16:51:00.000-04:00

MTW

2006-10-12T16:45:00.000-04:00

MTW Triggers

2006-10-12T13:09:00.000-04:00

Today we took MTW long off trigger line of 50.10. We used 1/2 a position or 90 shares. We have initial stop placed in at 44.62. This is our 1R. Initial target area is 55.58. We choose to go with 1/2 position due to market conditions. Risking only 1% or 500.00. Total account value is 100K. I will post a chart showing set up and stop later tonight.

AKAM

2006-10-11T18:49:00.000-04:00

AKAM Triggers

2006-10-11T15:56:00.000-04:00

Today we took AKAM long off trigger line of 50.77. We used 1/2 a position or 127 shares. We have initial stop placed in at 46.85. This is our 1R. Initial target area is 54.69. We choose to go with 1/2 position due to market conditions. Risking only 1% or 500.00. Total account value is 100K. I will post a chart showing set up and stop later tonight.

AKAM Pullback candidate

2006-10-10T21:19:00.000-04:00

MTW Pullback Candidate

2006-10-09T18:08:00.000-04:00

Charts

2006-10-09T00:37:00.000-04:00

For the instructional value of the port test charting signals will be visible. We decided to increase the ATR indicator from 14X2 to 10X3. I'll begin stalking the IIC List and use the same port procedures as in the past. I will only be using the ATR system and not the equal units method. Currently we are awaiting a pull back in the markets to find set-ups.

Program Crash

2006-09-26T22:12:00.000-04:00

Sorry folks I changed PC and crashed the data from the port. We will need to start fresh.

Current standings

2006-09-13T20:35:00.000-04:00

Have not had much time to update the IIC port here are the current standings. In the volatility port we only have 2 open positions and they are PNFP and ICLR. PNFP is currently up 11.88% or 448.02 and ICLR is up 1.47% or 40.18. Total volatility port is down 4.25% or –851.56

The fixed port standing is as follows. We still have 2 positions open they are PNFP and ICLR. PNFP is currently up 11.85% or 234.80 and ICLR is up 1.42% or 28.40. Fixed port is down currently 1,587.12 or –8.04%.
Even though the ports have not performed very well it is clear the volatility port’s performance has taken the lead in this drill. Positions in the volatility port are based off historic volatility and sized accordingly.

Week 3

2006-08-18T19:35:00.000-04:00

Well here are the third week’s results for the random entry port’s. We may add positions next week in both.

Fixed Port

Volatility Port

Well the port took a huge hit today.....

2006-08-16T20:17:00.000-04:00

Well the port took a huge hit today in DAKT. Current fixed port now has only 4 positions standing. The volatility port has only 3 standing. Thus far this dog has been getting a nice spanking. For the volatility port I have bumped the stop up in PNFP. This is the only stock that we have a little over R1 profit. Current stop is set at 1.66. Or 33.34. Stop was computed of historic volatility.

Interesting developments have actually ....

2006-08-14T18:45:00.000-04:00

Interesting developments have actually been occurring between the two portfolios. Thus far the Volatility build port is showing better performance than the fixed amount port. This is interesting how the port that was position sized off volatility is doing this.

They both are in the red but here is the current standings. The volatility port is currently down 2.98% or $597.13. While the fixed port is currently down 5.47% or $1,080.82 Folks this does not sound like a big deal but I’d beg to differ on this.

For the volatility port so far the largest gain is from PNFP with $165.30 and followed by DAKT with $101.40. Here is what is interesting. DAKT is actually ahead of PNFP as far as percentage. It (DAKT) is +5.61% and PNFP is only +4.39%. But how can this be? Well PNFP position is larger then DAKT. Folks we don’t get paid in percentage points. What is important is two things IMO. The risk and size of the positions.

For the fixed port DAKT is the largest gainer with $109.76 or up +5.46% and PNFP is up $86.00 or 4.34%.

Yes things can change fast and it happens everyday. I just wanted to raise the fact that the two portfolios have pretty different results and maybe after more data you may decide as you wish..

Week 2

2006-08-11T17:44:00.000-04:00

Well the beating continues in the random port. In fact my 10K port is doing a little better. Now the 10K port has a mix or balance of 30% long positions and 60% short. I choose this port as 100% long and you can see this was not a wise move. Anyway we’ll continue to track it and next IIC port will be balanced based of market data.

Here are the results. Thus far the volatility portfolio is doing a little better as far as dollars lost.

Fixed Port

Volatility Port

Tot

This is my allocation chart that retrieves data from several different Indices and gives bias for allocation of short vs long.

The following charts show

2006-08-08T17:17:00.000-04:00

The following charts show signals for IIC’s 100 list. (click charts to enlarge)

Day 11

2006-08-08T17:01:00.000-04:00

The IIC random port continues to poor blood in the streets. Here is a summary of the two portfolios. The fixed port is currently down 4.91%. It has currently 8 positions open. Latest stop out was HOLX today.

The volatility port is currently down 3.74%. It now has only 5 positions open. Today CELG and HOLX stopped out.

Here is the updated copies of the ports

Here is a little indicator....

2006-08-04T19:29:00.000-04:00

Here is a little indicator I’m using to determine Bull/Bear Power. This explains why this market has been difficult. According to my indicator right now port should be adjusted accordingly. When we get close to the 50/50% it is best to just step aside and let the market figure out what it wants to do.

Week #1

2006-08-04T18:33:00.000-04:00

Well not a great day for both ports. Today HANS reached the $200. Stop out in the Fixed Port. The volatility port had Two stop outs today Hans and ADM.

Here are the results::

We will likely not add any new positions next week unless the market gets out of the funk..monday we will adjust stop on PNFP

Day 6

2006-08-03T16:23:00.000-04:00

Well not a very positive day for both ports. The fixed port was down $101.77 with PNFP and DAKT the only ones green. PNFP is currently up $42.80 since entry and DAKT $37.34. The two largest losers are HANS -$79.32 and EZPW -$100.36. Total money down is $311.99 or 1.58%

The volatility Port was down $112.77 today. PNFP is currently green at +$83.22 and DAKT +$35.10. Two biggest losers are EZPW -$74.52 and ADM -$104.18. Total money down $239.72 or 1.20%

Stops pushed up on HANS and PNFP. I will adjust stop again in PNFP.

Action Wrap

2006-08-02T18:39:00.000-04:00

This chart simply shows stocks advancing versus stocks declining. I’ve ran this data over the following Indices:

S&P500, Nasdaq 100, Russell 2000, S&P400, and Dow30

Here is a chart of stocks making new 52-week highs and lows.

Looks like a mixed bag of tricks...haha

Port Review Day5

2006-08-02T17:47:00.000-04:00

I will adjust stop on PNFP and HANS for the Vol port. Fixed port no changes.

This is he Fixed Port

Vol Port

Total of the 2 (top is vol port main is fixed port)

IIC Random Open Port

2006-08-02T17:04:00.000-04:00

Port was opened last friday at the close on 7/28/06. The port is a simulated one and value starting out is 100K. The purpose of this is to learn money management and position sizing. I’m currently risking 2% on these 10 positions. Each position is given 200.00 risk. If all stop out loss is 2K and this is the risk. I’m looking for an R2/3 reward on each position. So if my risk or R/1 is 200.00 then I’m looking for 400-600 profits. Once I get a R/1 profit I will begin to tighten stops.

The volatility port will be handled differently. I have R/1 based off volatility. I will adjust stops in this port based off close. If position moves in my favor I will adjust the stop off the closing price. For this port I’m looking for R2/3 based off volatility. We shall see how this pans out. Currently these ports are 100% long. We have another port that is currently 30/50 for longs and shorts.

Folks none of these stocks were selected off any chart patterns and they truly are just random off the IIC 100 list. We are not concerned with the entries but management of the port. After all it is your exits that determine your outcome.