Trend-Following Demo – 15 March 2012

(For demonstration purposes only. Not optimized for profitability. Trade at your own risk.)

Hold – AGI, BPI, DMC

Sell – MEG (1.79, 10-day low)

No Signal – ALI, AEV, AP, BDO, CEB, EDC, FGEN, GLO, ICT, MER, MWC, PX, RLC, SM, SMDC, SMC, SMPH, TEL, URC

Buy – BEL (4.75, new 20-day high), JGS (27), JFC (106.6), MBT (87.75), MPI (3.82), SCC (244)

238,070 Pesos from sale of MEG. % gains from 10-day low: BEL +14.73%, JGS +9.76%, JFC +6.76%, MBT +7.54%, MPI +6.7%, SCC +11.93%. BEL has the best tie-break. 4.75 – 4.14 = 0.61. 20,000 / 0.61 = 32,787. Round up. 32,800 x 4.75 = 152,000.

System has 32,800 shares BEL & 86,070 cash. Next best tie-break is SCC. 20,000 / 26 = 769 shares. But 86,070 / 244 = 352.75 shares is all the system can afford. Round down. 350 x 244 = 85,400. 86,070 – 85,400 = 670 Pesos left.

MEG position is gone. New positions are 32,800 BEL, 350 SCC, and 670 Pesos cash. 22,000 AGI, 4,000 BPI, 6,900 DMC bets are still on.

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