investmentyearbook.com

Random thoughts and rhetorical questions from yet another blog focused on business trends for an audience of one, me. Just jotting thoughts, notes, etc. Nothing much more than that. There are known knowns. These are things we know that we know. There are known unknowns. That is to say, there are things that we know we don't know. But there are also unknown unknowns. There are things we don't know we don't know... ~The ironic zen of Donald Rumsfeld

Tuesday, December 13, 2005

Cartman and the Chartman say you must have discipline....

In South Park, Cartman's karate teacher stressed the important of disclipine, a lesson which Cartman took to heart. Successful investing is no different. One component of investment discipline is sticking with a strategy....any strategy, which is better than trading aimlessly.

I maintain several different strategies, which I track via portfolios at marketocracy.com. By tracking the performance of my different strategies in a quasi-real-time way, I'm able to see what I do right and what I do wrong....which helps torefine and improve my core strategies.

1. History Repeating: based upon earnings and price momentum
inception: 8/16/05 alpha: 41.5
2. Ideal: based upon price momentum
inception: 6/10/05 alpha: 87.8
3. SPX: based upon price momentum, limited to the S&P 500 universe
inception: 8/5/05 alpha: 62.7
4. July: based upon price momentum
inception: 7/29/05 alpha: 88.6
5. Omni: mix of various strategies
inception: 5/9/05 alpha: 35.2
6. ADRs: mix of various ADRs
inception: 8/10/05 alpha: 53.9