Sunday, December 7, 2008

Subscriber Newsletter Features and Portfolio Performance Through November 2008

Largely as a result of reader input, I continue to make enhancements to the subscriber newsletter. At the beginning of January, I will be rolling out more new features. The one I am most excited about is a weekly section on volatility that will appear in the Sunday edition of the newsletter. This section will track and analyze changes in the VIX, the VIX and More Global Volatility Index, the VXV, and a number of related indicators, such as moving averages in the VIX, historical volatility in the SPX, the VIX:VXV ratio, etc.

As currently constructed, the Sunday edition of the 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.

Wednesday’s edition is more feature-laden and has traditionally been devoted to subjects such as ETFs, sector rotation, volatility, market breadth, and related market sentiment-related issues.

Some of the November features from the Wednesday edition included:

  • McClellan Oscillator Shows Strong Breadth Supporting the Bounce
  • Put to Call Ratios Suggest Bullish Reversal Soon
  • ETF Bottom Fishing Food for Thought
  • Top Performing Sector ETFs
  • Bullish Explosion in Spread Between VIX and 20 Day Historical Volatility in SPX
  • What’s Working? Put to Call Ratios and the VIX-SPX HV Spread
  • Credit Default Swaps and Sovereign Debt Problems
  • Double Tops in the VIX (excerpted on the blog as The Significance of Double Tops in the VIX)
  • VIX Term Structure: No End to a 45+ VIX?
  • Oil: An Alternative Scenario
  • Oil and Energy Stocks
  • Analysis of Weekday Performance in the Most Recent Bearish Leg
  • Outlook: More Opportunities Ahead for the Shorts
  • Short Timing Triggers Using RSI
  • Shorting with Direxion -300% ETFs
  • Extreme Implied Volatility and Bear Put Spread Opportunities
  • Implied Volatility and Corporate Themes
  • Cisco’s Guidance Is a Shot across the Bow for the Technology Sector

Since their launch (3/30/08 for the Focus Foreign Growth and Stock of the Week, 8/31/08 for the Focus Growth 2), the portfolios (equities only, long only) have performed as follows:

If anyone has any additional questions about the subscriber newsletter, or is interested in reviewing a sample, please feel free to email me at