Latest News and UpdatesAn UpdateAfter falling behind with the updates for about 3 months, I've finally made the effort to catch up. As well as staying on top of the updates, I'll also be working on some new functionality for the site. I don't use a CMS or blogging software to maintain this site, this has its upsides and downsides. I don't get any functionality 'out of the box', it all has to be done manually, but this also means i can add whatever features I want or need... Soon many pages will feature comments...more posted: April 6, 2009 Backtesting at the Factor & Subfactor LevelFollowing on from the Reviewing the Market Decline & Overall System Performance article which detailed the performance of the system at the top level, this article presents a breakdown of backtested performance at the factor and subfactor level. ...more posted: December 3, 2008 Reviewing the Market Decline & Overall System PerformanceSo far the system has performed quite well for most of this year, i.e. since the beginning of the dataset. As mentioned in the previous post, the performance for the year will be broken up into three different periods. I've attempted to define the periods around the changes in price action, tone of financial and economic news and general sentiment among market participants and the general public. As well as looking at the results, I thought it'd be useful to take a look back at how the financial and economic issues have developed over the year and how they have been covered in the financial and general media. Below is a summary of each period, including some of the headlines that were made, the market's return and the system performance. ...more posted: November 6, 2008 Backtesting Update - Dissecting the DeclineAfter finalizing the system and getting all the data in order, I've been able to backtest the stock ratings system going back to the 27th of December 2007. As well as presenting the basic performance of the system over this period, I'll also be showing how different types of stocks (based on the fundamental characteristics described in the factors and subfactors of the system) have performed over the different phases of the 2008 bear market finishing with the sharp drop in the market during early October. In the coming days I'll publish this info in a series of posts with slightly varying topics... ...more posted: November 2, 2008 So far in 2008What a time to be finalising the website... While the market has been pretty ugly all year, the performance of the rating system had been holding up ok until the precipitous drop of the past month or two. The constant stream of particularly bad news lately has hit all stocks hard. I'll be posting a full summary of the ratings system's performance in the next couple of days. On a preliminary glance it seems the most conservative and predictable value stocks with low debt ...more posted: October 15, 2008 | Strategy DevelopmentsRatings System Version 1.0 FinalisedThe stock ratings system has been developed and finalised for the launch of the site and the immediate future. The un...more posted: September 1, 2008 Latest Model Portfolio Trades
Portfolio NewsPortfolios Updated for March (plus Jan, Feb)After falling well behind in keeping the model portfolio trades up to date, I've finally caught up... The 20/20 portf...more posted: April 6, 2009 Portfolios Updated, bug fixed for December The model portfolios have been updated for December. There was a bug to do with missing prices in the 20/20 portfolio wh...more posted: January 1, 2009 Portfolios Updated for November The model portfolios have been updated for November. Both portfolios turned over approximately half their holdings. S...more posted: November 11, 2008 Ratings UpdatesRatings Updated Finally - 2009-03-20After a long delay due to a number of factors (losing a job and finding/starting a new one, plus preparing for a wedding...more posted: April 6, 2009 Ratings Updated - 2008-12-27 After some delay due to the holidays etc., the stock ratings have been updated for December 27th. See the Ratings sectio...more posted: January 1, 2009 Ratings Updated - 2008-12-07 The Stock ratings have been updated as at the close, December 5th. See the Ratings section for details......more posted: December 8, 2008 |