Tuesday, August 5, 2008

Subscriber Newsletter Features and Portfolio Performance through July 2008

One of purposes of the subscriber newsletter blog is to provide a space in which to summarize the recent content in the newsletter and update the performance of the model portfolios that I make available to newsletter subscribers. Since their March 30, 2008 launch, the four (equities only, long only) portfolios have performed as follows:

In addition to the model portfolios, the subscriber newsletter continues to incorporate a number of regular weekly sections, including a market commentary, asset class outlook, market sentiment update, current investment thesis, and week in review. Features generally focus on subjects such as sector rotation, volatility, put to call ratios, market breadth, volume, and other sentiment-related issues. Some of the July features included:

  • A Speculative VIX Options Play
  • A Weekday Perspective on the May to July Drop
  • A Bond VIX for Evaluating Risk in Financials
  • The Health of Corporate Bonds as a Market Indicator
  • An Early Glance at the OVX
  • Recent Sector Performance Trends (excerpted on the blog as Sector Performance in the Last Two Bull Moves)
  • Should the VIX Be Spiking Higher?
  • How About that VIX Spike?
  • Are VIX Spikes Good Long Entries?
  • Volatility Spikes and the 2002 Bottom
  • Volatility and the 1998 LCTM Crisis
  • A VIX:VXV Update
  • The VIX:VXV Ratio Continues to Impress
  • Q&A: Tweaking the PSAR for 60 Minute Bars
  • Annual Volatility and Market Performance
  • Technology Leadership Needed

If anyone has any additional questions or comments about the subscriber newsletter, or is interested in a sample newsletter, please feel free to email me at bill.luby@gmail.com