Saturday, April 27, 2019

Systematic Trading: Week 8

Although the market is up, my momentum portfolio is now down 1% from starting.  The TAM portfolio is down 5%.

Value (The Acquirer's Multiple)

No change.  Waiting to rebalance late next month.

Momentum (Clenow)

Sold LCI and NVCR.
Bought DBD (Diebold Nixdorf: 271 shares at 13.25) and TLRA (Telaria: 494 shares at 7.23).

No comments: