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theilman
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UNITED STATES
Joined: Dec 5, 2007
Posts: 296
Status: Online

Stock not Sold in one Port, but sold in another Reply to this Post
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Marco,

I have two portfolios, Composite Market Timing 1.1 and Composite Market Timing v. 2. They both have the same ranking system (Ted's Rank v. 5.0) and same buy/sell rules, and only differ in the amount of capital allocated to each strategy. On May 3rd, the Stock NTY was sold out of Composite Market Timing v.2 because it's rank fell below the threshold sell rule (87.1 versus cut-off of 90) but the stock was not sold out of Composite Market Timing 1.1. Why not? The company is now being subjected to a class action lawsuit, and is down again today. There is real money at work in these portfolios and as a manager of a charitable endowment I need to know what the source of the inconsistency is ASAP.

Ted
[May 13, 2010 11:00:03 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
theilman
Advanced Member


UNITED STATES
Joined: Dec 5, 2007
Posts: 296
Status: Online

Re: Stock not Sold in one Port, but sold in another Reply to this Post
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Found the difference. One Universe is R1000 and the other is R3000. Sorry for the false alarm.

Ted
[May 13, 2010 12:04:56 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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