Last Monday, I took a huge contract; making the trade calculations for each ETF trading with a moving average of 200 days. I thought it was easy… man, this was a lot of trades! Before I jump with the actual calculation, I’ll share a few points to consider first:
#1 There are some trades that I have ignored
In order to list the trades according to the moving average, I have used Google Finance. Since there were moments where the closing price and the moving average were getting crossed every 2 days, I have skipped a few trades. So keep in mind that while it wouldn’t affect much the overall return of each ETF, but it would affect it if you trade with a small amount due to trading fees.
#2 Trading dates might now be completely exact
Since I had to cover 10 years of trade for each, I have decided to use the graphs from Google Finance as I have previously mentioned. However, this doesn’t give all the dates and trade prices (you skip a few days from one point to another on the graph). Nevertheless, the main point of this strategy is still respected; avoid most of the downfall and capture most of the uptrend.
#3 Trading calculations don’t take trading fees into account
I have not taken trading fees into consideration since they do not necessarily play a huge role in yield calculation. As you will see in the trading tables, there are several trades done for each ETF. Therefore, if you want to use the Ivy portfolio strategy, I strongly suggest you use it with a large amount. If you start your portfolio with $10,000, you may end-up eat a lot of your investment return in trading fees.
#4 I have “sold” all ETF on March 7th 2011
In order to have a “final yield”, I have virtually sold all ETF on March 7th 2011 even they were not meant to be sold according to the moving average. This exercise was to give you an idea of what works and what doesn’t with the Ivy Portfolio.
I leave you today with the table and I’ll return on next Monday with my final conclusion on the Ivy Portfolio and the ETF asset allocation model.
BOND ETF; SHY (Starting on August 2nd 2002) (total yield:4.80% vs 3.21%)
SHY Date Price Profit/Loss $ Profit/Loss %
Buy 08/02/2002 81,58
Sell 03/21/2003 82,11 0,53 $ 0,65%
Buy 03/28/2003 82,43
Sell 04/17/2003 82,21 (0,22) $ -0,27%
Buy 05/02/2003 82,29
Sell 07/18/2003 82,41 0,12 $ 0,15%
Buy 09/26/2003 82,6
Sell 10/17/2003 82,2 (0,40) $ -0,48%
Buy 11/21/2003 82,35
Sell 04/02/2004 82,46 0,11 $ 0,13%
Buy 08/06/2004 82,06
Sell 11/05/2004 81,71 (0,35) $ -0,43%
Buy 07/28/2006 79,93
Sell 12/29/2006 79,96 0,03 $ 0,04%
Buy 02/23/2007 80,18
Sell 05/18/2007 80,04 (0,14) $ -0,17%
Buy 07/20/2007 80,19
Sell 04/25/2008 83,13 2,94 $ 3,67%
Buy 04/22/2008 82,99
Sell 02/06/2009 83,97 0,98 $ 1,18%
Buy 08/28/2009 83,86
Sell 12/11/2009 83,52 (0,34) $ -0,41%
Buy 04/30/2010 83,54
Sell 11/12/2010 84,16 0,62 $ 0,74%
Total 3,88 $ 4,80%
REITS ETF: IYR (Starting on March 2nd 2001) (total yield: 114.29% vs 64.15%)
IRY Date Price Profit/Loss $ Profit/Loss %
Buy 03/02/2001 38,105
Sell 09/14/2001 40,415 2,31 $ 6,06%
Buy 12/07/2001 40,42
Sell 07/05/2002 42,475 2,06 $ 5,08%
Buy 03/21/2003 39,2
Sell 04/08/2004 50,25 11,05 $ 28,19%
Buy 06/25/2004 50,7
Sell 02/25/2005 58,625 7,93 $ 15,63%
Buy 08/29/2005 59,255
Sell 10/14/2005 60,59 1,34 $ 2,25%
Buy 11/11/2005 64,02
Sell 05/12/2006 69,28 5,26 $ 8,22%
Buy 06/09/2006 70,95
Sell 06/16/2006 70,28 (0,67) $ -0,94%
Buy 07/07/2006 72,4
Sell 04/13/2007 85,98 13,58 $ 18,76%
Buy 10/05/2007 80,8
Sell 10/19/2007 73,74 (7,06) $ -8,74%
Buy 03/20/2008 66,83
Sell 07/20/2008 64,6 (2,23) $ -3,34%
Buy 09/12/2008 65,05
Sell 09/26/2008 62,84 (2,21) $ -3,40%
Buy 04/17/2009 32,23
Sell 06/04/2010 47,22 14,99 $ 46,51%
Buy 06/18/2010 51,83
Sell 07/02/2010 46,22 (5,61) $ -10,82%
Buy 07/23/2010 50,71
not sell yet 03/07/2011 58,43 7,72 $ 15,22%
Total 46,34 $ 114,29%
US Stock Market: SPY (Starting on March 2nd 2001) (total yield:27.12% vs 6.55%)
SHY Date Price Profit/Loss $ Profit/Loss %
Buy 03/02/2001 126,21
Sell 08/03/2001 121,94 (4,27) $ -3,38%
Buy 11/23/2001 115,68
Sell 02/08/2002 110,09 (5,59) $ -4,83%
Buy 03/01/2002 113,74
Sell 04/05/2002 112,69 (1,05) $ -0,92%
Buy 11/15/2002 91,4
Sell 12/13/2002 89,34 (2,06) $ -2,25%
Buy 12/20/2002 89,99
Sell 01/24/2003 86,38 (3,61) $ -4,01%
Buy 04/17/2003 89,56
Sell 04/30/2004 110,96 21,40 $ 23,89%
Buy 06/11/2004 114,29
Sell 07/02/2004 112,88 (1,41) $ -1,23%
Buy 08/24/2004 111,45
Sell 10/15/2004 111,26 (0,19) $ -0,17%
Buy 10/29/2004 113,2
Sell 03/18/2005 118,54 5,34 $ 4,72%
Buy 06/03/2005 120,15
Sell 09/23/2005 121,44 1,29 $ 1,07%
Buy 11/11/2005 123,76
Sell 05/12/2006 129,24 5,48 $ 4,43%
Buy 08/04/2006 128,2
Sell 03/09/2007 140,78 12,58 $ 9,81%
Buy 03/23/2007 143,39
Sell 07/27/2007 145,11 1,72 $ 1,20%
Buy 09/21/2007 151,97
sell 11/09/2007 145,14 (6,83) $ -4,49%
Buy 04/18/2008 138,48
sell 06/20/2008 131,58 (6,90) $ -4,98%
Buy 04/03/2009 84,26
sell 01/29/2010 107,39 23,13 $ 27,45%
Buy 02/26/2010 110,74
sell 05/07/2010 111,26 0,52 $ 0,47%
Buy 03/09/2010 110,89
Not sold yet 03/07/2011 131,43 20,54 $ 18,52%
Total 27,91 $ 27,12%
International Stock Market: EFA (Starting on August 24th 2001) (total yield 89.91% vs 46.58%)
EFA Date Price Profit/Loss $ Profit/Loss %
Buy 08/24/2001 42,867
Sell 01/11/2002 39,031 (3,84) $ -8,95%
Buy 03/08/2002 40,563
Sell 06/14/2002 38,315 (2,25) $ -5,54%
Buy 04/17/2003 32,501
Sell 04/30/2004 45,554 13,05 $ 40,16%
Buy 06/11/2004 46,92
Sell 07/23/2004 45,025 (1,90) $ -4,04%
Buy 09/17/2004 46,92
Sell 04/01/2005 52,781 5,86 $ 12,49%
Buy 07/15/2005 53,16
Sell 10/21/2005 55 1,84 $ 3,46%
Buy 11/28/2005 56,15
Sell 06/09/2006 61,91 5,76 $ 10,26%
Buy 08/04/2006 66,12
Sell 03/02/2007 72,4 6,28 $ 9,50%
Buy 03/16/2007 73,25
Sell 07/27/2007 77,64 4,39 $ 5,99%
Buy 09/28/2007 82,59
Sell 12/14/2007 79,94 (2,65) $ -3,21%
Buy 04/04/2008 74,8
Sell 07/13/2008 72,48 (2,32) $ -3,10%
Buy 04/03/2009 40,54
Sell 01/22/2010 53,87 13,33 $ 32,88%
Buy 03/12/2010 55,66
Sell 04/30/2010 54,41 (1,25) $ -2,25%
Buy 07/30/2010 51,91
sell 08/13/2010 50,71 (1,20) $ -2,31%
Buy 09/03/2010 52,49
Not sold yet 03/07/2011 60,64 8,15 $ 15,53%
Total 37,57 $ 89,91%
Canadian Stock Market: EWC (Starting on March 2nd 2001) (total yield: 102.69% vs 185.82%)
EWC Date Price Profit/Loss $ Profit/Loss %
Buy 03/02/2001 11,82
Sell 06/08/2001 12,02 0,20 $ 1,69%
Buy 11/16/2001 10,58
Sell 07/14/2002 10,68 0,10 $ 0,95%
Buy 11/22/2002 9,35
Sell 04/23/2004 14,23 4,88 $ 52,19%
Buy 06/25/2004 14,15
Sell 08/13/2004 14 (0,15) $ -1,06%
Buy 08/20/2004 14,5
Sell 04/15/2005 16,73 2,23 $ 15,38%
Buy 05/27/2005 17,27
Sell 11/21/2005 19,54 2,27 $ 13,14%
Buy 11/11/2005 20,32
Sell 05/19/2006 23,47 3,15 $ 15,50%
Buy 05/26/2006 24,12
Sell 06/09/2006 23,24 (0,88) $ -3,65%
Buy 08/11/2006 24,2
Sell 09/15/2006 23,52 (0,68) $ -2,81%
Buy 10/13/2006 23,79
Sell 01/05/2007 24,27 0,48 $ 2,02%
Buy 01/19/2007 24,77
Sell 03/02/2007 24,88 0,11 $ 0,44%
Buy 03/23/2007 26,1
Sell 04/17/2007 28,42 2,32 $ 8,89%
Buy 08/31/2007 29,9
Sell 12/21/2007 31,96 2,06 $ 6,89%
Buy 04/04/2008 31,62
sell 07/03/2008 32,3 0,68 $ 2,15%
Buy 03/27/2009 17,06
sell 01/22/2010 25,08 8,02 $ 47,01%
Buy 02/26/2010 25,91
sell 05/21/2010 25,68 (0,23) $ -0,89%
Buy 06/18/2010 27,62
sell 06/25/2010 26,43 (1,19) $ -4,31%
Buy 09/03/2010 27,23
Not sodl yet 03/07/211 33,53 6,30 $ 23,14%
Total 14,03 $ 102,69%
Emerging Stock Market: EWZ (Starting on March 2nd 2001) (total yield: 311.24% vs 343.4%)
EWZ Date Price Profit/Loss $ Profit/Loss %
Buy 03/02/2001 17,45
Sell 03/16/2001 15,7 (1,75) $ -10,03%
Buy 11/23/2001 11,49
Sell 05/24/2002 12,07 0,58 $ 5,05%
Buy 12/13/2002 7,59
Sell 04/16/2004 16,21 8,62 $ 113,57%
Buy 07/16/2004 16,09
Sell 04/15/2005 21,17 5,08 $ 31,57%
Buy 06/10/2005 23,3
Sell 05/19/2006 39,45 16,15 $ 69,31%
Buy 10/06/2006 39,77
Sell 03/02/2007 43,84 4,07 $ 10,23%
Buy 03/09/2007 46,64
Sell 08/17/2007 53,08 6,44 $ 13,81%
Buy 08/24/2007 60
Sell 01/18/2008 70,84 10,84 $ 18,07%
Buy 02/22/2008 84,39
Sell 03/20/2008 75 (9,39) $ -11,13%
Buy 04/04/2008 83,7
Sell 07/03/2008 83,06 (0,64) $ -0,76%
Buy 02/06/2009 40,25
Sell 02/27/2009 34,2 (6,05) $ -15,03%
Buy 03/13/2009 36,43
Sell 01/22/2010 67,97 31,54 $ 86,58%
Buy 03/12/2010 73,23
Sell 05/07/2010 63,9 (9,33) $ -12,74%
Buy 07/23/2010 69,47
sell 01/21/2011 74,99 5,52 $ 7,95%
Total 65,49 $ 311,24%
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