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Managed Risk Investing
TangoETF Moderate Portfolio (Sample Report)
Today's Holdings
| Symbol | Name | Portfolio % | Purchase Date | Purchase Price |
|---|---|---|---|---|
| IJS | iShs S&P SmallCap 600 Value | 33.971% | 03/01/2010 | $60.699 |
| IWS | iShares Russell Midcap Value | 33.115% | 03/01/2010 | $38.198 |
| MDY | MidCap SPDRs | 32.914% | 03/01/2010 | $136.041 |
| 100% |
Today's Gains
| Symbol | Name | Portfolio % | Days Held | Trade Gain | Today's Gain |
|---|---|---|---|---|---|
| IJS | iShs S&P SmallCap 600 Value | 33.971% | 63 | 15.076% | 2.150% |
| IWS | iShares Russell Midcap Value | 33.115% | 63 | 12.179% | 1.757% |
| MDY | MidCap SPDRs | 32.914% | 63 | 11.496% | 1.710% |
| 100% | 1.875% |
Next Day's Actions
| Action | Symbol | Name | Comments |
|---|---|---|---|
| HOLD | - | - | Doing nothing. |
Portfolio Chart
04/03/2007 - 01/19/2012
Portfolio Statistics
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Recent Trade History:
03/01/2010: BUY IJS03/01/2010: BUY IWS 03/01/2010: BUY MDY 01/29/2010: SELL IWP 01/29/2010: SELL EWJ 01/29/2010: SELL MDY 01/26/2010: SELL EWW 01/26/2010: BUY EWJ 01/25/2010: SELL EWA 01/25/2010: SELL EPP |
Buy/Sell Market Signal:
BUY since close 02/26/201066 day(s) ago Performance:
Year-to-date Gain: 5.497%Total Portfolio Gain: 17.830% Portfolio Inception: 04/03/2007 |
Bear/Bull State Signal:
BULL State since close 07/20/2009287 day(s) ago |
Buy/Sell Market Signal
The Buy/Sell Market Signal measures the risk level in the Market. A Sell Signal indicates a lot of risk in the Market and the probability is greater that the Market will go down rather than go up in the near future. A Buy Signal is just the opposite, indicating less risk in the Market and the probability is greater that the Market will go up rather than down in the near future. The Buy/Sell Market Signal cycle occurs on average 2-3 times a year.
Bull/Bear State Signal
The Bear State Signal identifies a Bear Market environment which is the most opportune time to use the Inverse Option (essentially like shorting the market) to profit from a drop in the market. The Bull State Signal identifies a period which is not the opportune time to use the Inverse Option. The Bull/Bear State is the longer term and occurs on average 1 time every 1.5 years.
The difference between the Market Buy/Sell Signal and the Bull/Bear State Signal is Intermediate Term and Long Term. How do we use these two signals? When the Bull State is in effect, the sample portfolio will trade based on the Buy/Sell Market Signal: Long/Money Market corresponding with the Buy/Sell Market Signal. When the Bear State is in effect, the sample portfolio will trade based on the Market Signal: Long/Inverse(short) corresponding with the Buy/Sell Market Signal.
How They Work Together
This sample portfolio will use an Inverse trade of 50% Inverse Fund and 50% Money Market. So, during a Market Sell Signal within a Bear State, the sample portfolio will in effect be 50% short the Market by holding an Inverse Fund.
From time to time, the sample portfolio will use different Inverse Funds. The Inverse Fund will be identified in the Daily Report, for example, "Buy MYY" will appear as the Next Days Action, where the portfolio will buy shares equal to approximately 50% of total portfolio value.
Backtest History
The chart below shows the backtest computer trading results for TangoETF Moderate Portfoilo from before our actual trading of the portfolio began. The red line ETF6X is the equity curve since inception of 04/03/07, this is compared to the SP500 green line for reference.
The TangoETF Portfolios make trades based on a computer automated trading system and thus the results will differ slightly from the actual brokerage trades made in real-time. The results are slightly different because the automated trading system uses the "End of Day" data and the brokerage trades are made during the day (not at the end of day).
Typically, the actual brokerage trades are made in the early morning but some are made at various times of the day. This makes the prices paid for computer trades and brokerage trades different. Also, the computer trades have no transaction fee expenses and brokerage trades have all the transaction fee expenses charged by the brokerage, this also makes a slight difference in the two different results. The brokerage trades also have a spread cost that the computer trades do not have.
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Nothing you read here should be considered personalized investment advice. Although our website, e-mail communcations, and representatives / employees may answer your general customer service questions, they are not licensed under securities laws to address your particular investment situation. No communication by any representatives / employees to you should be deemed as personalized investment advice.