OMXS30 Portfolio

Since May 2nd 2011 we have a depository account at Swedbank, Sweden, that is used only to take positions in OMXS30 futures based on the signals provided by the ATH Sentiment Index.

Start Date	Instrument	Result*	Buy/Hold**	NoTrades	Average	StandardDeviation
May 2 2011	OMXS30	84,9 %	6,9 %	20	3,3 %	6,0

* Compound interest ** OMXS30 performance

Trades:

Enter Date	Enter	Exit Date	Instrument	Enter Price	Exit Price	Result
2013-04-19	Sell		OMXS30 Future Jun 20 2013	1132,25
2013-02-15	Sell	2013-04-19	OMXS30 Future Apr 19 2013	1157	1148,75	0,7 %
2012-11-27	Sell	2013-02-15	OMXS30 Future Feb 15 2013	1076	1183,5	-10,0 %
2012-07-31	Sell	2012-10-09	OMXS30 Future Oct 19 2012	1070,25	1079	-0,8 %
2012-07-10	Buy	2012-07-31	OMXS30 Future Sep 21 2012	1029	1069,5	3,9 %
2012-07-05	Sell	2012-07-10	OMXS30 Future Sep 21 2012	1042	1029	1,2 %
2012-06-15	Buy	2012-07-05	OMXS30 Future Aug 17 2012	982	1040	5,9 %
2012-04-10	Buy	2012-06-15	OMXS30 Future Jun 15 2012	1006,75	978,5	-2,8 %
2012-01-24	Sell	2012-04-10	OMXS30 Future Apr 20 2012	1023	1021	0,2 %
2012-01-17	Buy	2012-01-24	OMXS30 Future Mar 16 2012	1023,25	1038,5	1,5 %
2012-01-12	Sell	2012-01-17	OMXS30 Future Mar 16 2012	1014,25	1023,25	-0,9 %
2011-12-13	Buy	2012-01-12	OMXS30 Future Feb 17 2012	967,5	1012	4,6 %
2011-10-27	Sell	2011-12-13	OMXS30 Future Dec 16 2011	1010,25	965,5	4,4 %
2011-09-14	Buy	2011-10-27	OMXS30 Future Nov 18 2011	881,25	1009,13	14,5 %
2011-08-30	Sell	2011-09-14	OMXS30 Future Nov 18 2011	937,5	881,25	6,0 %
2011-08-09	Buy	2011-08-15	OMXS30 Future Oct 21 2011	890	966	8,5 %
2011-07-25	Sell	2011-08-09	OMXS30 Future Oct 21 2011	1083,25	890	17,8 %
2011-07-19	Buy	2011-07-25	OMXS30 Future Oct 21 2011	1065,5	1083,25	1,7 %
2011-07-04	Sell	2011-07-19	OMXS30 Future Sep 16 2011	1125,5	1062	5,6 %
2011-06-21	Buy	2011-07-04	OMXS30 Future Aug 19 2011	1078,25	1124	4,2 %
2011-05-18	Buy	2011-05-31	OMXS30 Future Aug 19 2011	1172,5	1163	-0,8 %

SPX500 Portfolio

Starting Aug 21st 2012 we have a U.S. portfolio that will take positions in SPX500 based on the signals provided by the ATH Sentiment Index.

The overall result will be published on this page along with each transaction with date and price.

Trades:

Enter Date	Enter	Exit Date	Instrument	Enter Price	Exit Price	Result
Aug 21, 2012	Sell	Oct 9, 2012	SPX500 CFD	1421,81	1454,23	-2,3 %
Nov 27, 2012	Sell		E-Mini S&P 500 March 2013 (ESH3)	1395,50

Up-to-date information is only available to subscribers. Please note that all information on this page is one month old.

Events

Apr 19, 2013 Keeping our position As our OMXS30 Futures (April) expire today we move our short position to OMXS30 Future (June).
Feb 15, 2013 Keeping our position As our OMXS30 Futures (Feb) expire today we move our short position to OMXS30 Future (April).
Nov 27, 2012 Sell Signal The ATH index hits the upper limit and take a short position.
Nov 09, 2012 Strategy: Both "As expected the S&P500 have dropped more than 5% since October 9th and therefore we change our strategy back to Both." We change our strategy from Sell/Buy to Both. This means that we will take a position the next time the ATH index hits either the upper or lower limit.
Oct 09, 2012 Buy Signal - Closing our position "We expect the market to fall more than 5% in the upcoming month since the market have not dropped to the extent indicated by the ATH index during September." The ATH index hits the lower limit and we close our short position and change our strategy from Both to Sell/Buy.
Aug 21, 2012 Adding a U.S. portfolio Today we will add a SPX500 position to our new U.S. portfolio. Since the ATH index is above the upper limit we take a short position.
Jul 31, 2012 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Jul 10, 2012 Buy Signal The ATH Sentiment Index hits the lower limit and we close our short position and take a long position.
Jul 05, 2012 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Jun 15, 2012 Keeping our position As our OMXS30 Futures (June) expire today we move our long position to OMXS30 Future (August).
Apr 10, 2012 Buy signal The ATH Sentiment Index hits the lower limit and we close our short position and take a long position.
Jan 24, 2012 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Jan 17, 2012 Buy signal The ATH index hits the lower limit and we close our short position and take a long position.
Jan 12, 2012 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Dec 13, 2011 Buy signal The ATH index hits the lower limit and we close our short position and take a long position.
Oct 27, 2011 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Sep 14, 2011 Buy signal The ATH index hits the lower limit and we close our short position and take a long position.
Aug 30, 2011 Sell signal The ATH index hits the upper limit and we take a short position.
Aug 15, 2011 Close our position "The recent extreme drop in the ATH index, which triggered a buy signal, was a unique event. Due to our model's limited experience of such events we close our position." Our strategy is still Both and we will take a position on the next buy or sell signal.
Aug 09, 2011 Buy signal The ATH index hits the lower limit and we close our short position and take a long position.
Jul 25, 2011 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Jul 19, 2011 Buy signal The ATH index hits the lower limit and we close our short position and take a long position.
Jul 04, 2011 Sell signal The ATH index hits the upper limit and we close our long position and take a short position.
Jun 21, 2011 Buy signal The ATH index hits the lower limit and we take a long position
Jun 18, 2011 Strategy: Both "Now we have seen a significant downturn since May 31 and therefore change our strategy back to Both." We change our strategy from Sell/Buy to Both. This means that we will take a position the next time the ATH index hits either the upper or lower limit.
May 31, 2011 Strategy:Sell/Buy "We expect the market to fall more than 5% in the upcoming month since the market have not dropped to the extent indicated by the ATH index during the second half of May." We close our position and changes our strategy from Both to Sell/Buy.
May 18, 2011 Buy signal The ATH index gives a buy signal and we take a long position.
May 02, 2011 Strategy: Both Starting with strategy Both.

Apr 19, 2013
Keeping our position

As our OMXS30 Futures (April) expire today we move our short position to OMXS30 Future (June).

Feb 15, 2013
Keeping our position

As our OMXS30 Futures (Feb) expire today we move our short position to OMXS30 Future (April).

Nov 27, 2012
Sell Signal

The ATH index hits the upper limit and take a short position.

Nov 09, 2012
Strategy: Both

"As expected the S&P500 have dropped more than 5% since October 9th and therefore we change our strategy back to Both."

We change our strategy from Sell/Buy to Both. This means that we will take a position the next time the ATH index hits either the upper or lower limit.

Oct 09, 2012
Buy Signal - Closing our position

"We expect the market to fall more than 5% in the upcoming month since the market have not dropped to the extent indicated by the ATH index during September."

The ATH index hits the lower limit and we close our short position and change our strategy from Both to Sell/Buy.

Aug 21, 2012
Adding a U.S. portfolio

Today we will add a SPX500 position to our new U.S. portfolio. Since the ATH index is above the upper limit we take a short position.

Jul 31, 2012
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Jul 10, 2012
Buy Signal

The ATH Sentiment Index hits the lower limit and we close our short position and take a long position.

Jul 05, 2012
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Jun 15, 2012
Keeping our position

As our OMXS30 Futures (June) expire today we move our long position to OMXS30 Future (August).

Apr 10, 2012
Buy signal

The ATH Sentiment Index hits the lower limit and we close our short position and take a long position.

Jan 24, 2012
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Jan 17, 2012
Buy signal

The ATH index hits the lower limit and we close our short position and take a long position.

Jan 12, 2012
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Dec 13, 2011
Buy signal

The ATH index hits the lower limit and we close our short position and take a long position.

Oct 27, 2011
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Sep 14, 2011
Buy signal

The ATH index hits the lower limit and we close our short position and take a long position.

Aug 30, 2011
Sell signal

The ATH index hits the upper limit and we take a short position.

Aug 15, 2011
Close our position

"The recent extreme drop in the ATH index, which triggered a buy signal, was a unique event. Due to our model's limited experience of such events we close our position."

Our strategy is still Both and we will take a position on the next buy or sell signal.

Aug 09, 2011
Buy signal

The ATH index hits the lower limit and we close our short position and take a long position.

Jul 25, 2011
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Jul 19, 2011
Buy signal

The ATH index hits the lower limit and we close our short position and take a long position.

Jul 04, 2011
Sell signal

The ATH index hits the upper limit and we close our long position and take a short position.

Jun 21, 2011
Buy signal

The ATH index hits the lower limit and we take a long position

Jun 18, 2011
Strategy: Both

"Now we have seen a significant downturn since May 31 and therefore change our strategy back to Both."

We change our strategy from Sell/Buy to Both. This means that we will take a position the next time the ATH index hits either the upper or lower limit.

May 31, 2011
Strategy:Sell/Buy

"We expect the market to fall more than 5% in the upcoming month since the market have not dropped to the extent indicated by the ATH index during the second half of May."

We close our position and changes our strategy from Both to Sell/Buy.

May 18, 2011
Buy signal

The ATH index gives a buy signal and we take a long position.

May 02, 2011
Strategy: Both

Starting with strategy Both.

AvoidingTheHerd.com

Contrarian trading on financial news sentiment

OMXS30 Portfolio

Trades:

SPX500 Portfolio

Trades:

Events