Saturday, April 18, 2015

Portfolio weights for 2Q15

My process remains the same. A whole lotta data massaging.

  • Get recommendations from Agora's Focus list.
  • Get historical data for the stocks from Google.
  • Calculate correlations in Excel.
  • Add dividends from Yahoo! Finance.
  • Put expected returns and correlations into Matlab.
  • Publish the weights here.

SymbolNameRecommenderNewsletterWeight
SPXMarket14.50%
WHOSXWasatch-Hoisington U.S. Treasury FundJim RickardsStrategic Intelligence11.23%
GGGoldCorpByron KingOutstanding Investments, Real Wealth Trader and Military-Tech Alert19.06%
RTNRaytheon Byron KingOutstanding Investments, Real Wealth Trader and Military-Tech Alert8.85%
BXBlackstone Group LPZach ScheidtLifetime Income Report0.00%
AIG.WSAIG Warrants (AIGWS). FAQ at http://www.aig.com/Warrant-FAQ_3171_438029.htmlChris MayerCapital & Crisis8.82%
AAWWAtlas Air Worldwide HoldingsJonas ElmerrajiPenny Stock Fortunes, STORM Signals3.38%
GILDGilead SciencesRick PearsonAgora Financial’s Catalyst Trader10.20%
SGYPSynergy PharmaceuticalsRay BlancoTechnology Profits Confidential18.05%
ONCESpark Stephen PetranekBreakthrough Technology Alert5.92%

I ignore the S&P weight, as I usually have something that I want to keep in the portfolio. 
I'm a little surprised the Blackstone Group got 0% weighting. 

I'll try to get these into a Fidelity basket next week.

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