Category Archives: Risk Management

Price Action Lab Diversified ETF Portfolio Performance for 2014

The Price Action Lab diversified ETF portfolio invests in SPY, TLT, GLD and DBC at the beginning of each year with fixed weights that are calculated as of the close of the previous year and no more transactions take place … Continue reading

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Russell 2000 Rally May be Related to Smoothing of Hedge Fund Returns

The Russell 2000 index performance was diverging from that of large caps for the most part of this year but in the last eight trading days this small caps index has gained 7%. This could be partly attributed to hedge … Continue reading

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Price Action Lab Premium ETF Trading Performance for 2014

The ETF short-term trading system was started on September 2, 2014 and achieved a net absolute return of 7.6% for the year with a total return for SPY in the same period of 4.9%. The performance was based on a fixed percent … Continue reading

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Fear of a Small Correction Replaces Stock Market Greed

The stock market had a down day yesterday and that caused fear to return and take the place of greed. Investors on leverage hope that a consolidation will take place near the all-time highs. If the consolidation level changes towards … Continue reading

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Diversified Portfolios Suffering From Falling Energy Prices

The Price Action Lab 50-30-10-10 diversified ETF portfolio in SPY-TLT-GLD-DBC is suffering this year from a sharp decline in the energy sector, returning 11.46% YTD while SPY and TLT are up 14.2% and 22.3%, respectively. But selling commodities to load … Continue reading

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High Bond Market Returns Offset Commodity Losses of Diversified Portfolios

The high bond market returns this year so far make up for losses of diversified portfolios in precious metals and commodities. The Price Action Lab diversified ETF portfolio is up 9.5% YTD, 2% lower than the SPY buy and hold return. Share

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End of Year Portfolio Reallocation Panic

Fund managers are selling precious metals, energy and commodities as we are approaching the end of this year in order to avoid underperforming the SP500 during the next rolling two-year period. Bonds are not yet affected but they may be soon. Share

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