Active MeltProof Portfolio


YTD
0.02%
1YR
-5.01%
SI (ann.)
2.58%
RISK

Fund Details
Status WARNING 14th Jan, 2019
Last Signal(s) OPEN LONG 3rd Jan, 2019
Inception 19th Jul, 2016
Investment type ACTIVE MID-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

OHF Team

The question for 2018 is how to deal with a melt-up. Clearly, the stock market is racing higher nearly every day, but risks are also rising. Challenges facing stocks include investor sentiment that is now too bullish, declining financial liquidity, rising interest rates, high valuations, stout economic and earnings expectations, and slowly but noticeably intensifying inflationary pressures. The primary risks are exiting a melt-up too soon and not exiting soon enough!

How best to respond to this quandary? Here are a few suggestions:

For exposure to the international developed markets and the emerging markets in one fell swoop, there’s the Vanguard Total International Stock ETF (VXUS). It provides an investor with exposure to about 40 countries, from France to China to Peru, for a fee of 0.11 percent. The typically overlooked SPDR Dow Jones Industrial Average ETF Trust (DIA) is a good broad market play, but with a tilt toward industrials and financials. It has a fee of 0.17 percent. For cash, investors can use the iShares Short Treasury Bond ETF (SHV), which is essentially the ETF version of putting your money under a mattress. Its fee is 0.15 percent.

The strategy is actively managed with moving averages.


Entry suggestion
at first signal or close to the system entry price
Actual Portfolio Composition
Cash67%
iShares Short Treasury Bond ETF33%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Fri 21st DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.18
Mon 3rd iShares Short Treasury Bond ETF $0.05
March, 2017
Fri 24th Vanguard Total International Stock tracks the MSCI All Country World ex-USA Investable Market Index $0.16
Fri 17th DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.41
February, 2017
Fri 17th DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.56
Wed 1st iShares Short Treasury Bond ETF $0.04
January, 2017
Fri 20th DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.19
December, 2016
Thu 22nd iShares Short Treasury Bond ETF $0.08
Tue 20th Vanguard Total International Stock tracks the MSCI All Country World ex-USA Investable Market Index $0.39
Fri 16th DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.43
November, 2016
Fri 18th DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.53
October, 2016
Fri 21st DIAMONDS Trust, Series 1 tracks the Dow Jones Industrial Average $0.18
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   5.29% 11.18% -5.89%
Since Inception (19th July, 2016) 10.73% 21.58% -10.85%
Year To Date 0.02% 2.99% -2.97%
1 Week 0.02% 0.25% -0.23%
1 Month 0.02% 0.8% -0.78%
3 Months -1.83% -6.2% 4.37%
6 Months -2.01% -7.85% 5.84%
1 Year -5.01% -7.07% 2.06%
3 Years 10.73% 20.89% -10.16%
3 Years (Annualized) 3.45% 6.53% -3.08%
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (19th July, 2016) 2.58% 5.01% -2.43%
by Year
  Fund Benchmark +/- Benchmark
2019 0.02% 8.07% -8.04%
2018 -2.92% -6.35% 3.43%
2017 11.79% 19.9% -8.12%
2016 2.01% 12% -9.99%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2019 0.02% 0% 0% 0%
2018 -1.15% -0.51% 2.45% -3.62%
2017 2.75% 1.66% 2.53% 4.28%
2016 0% 0% 0% 2%
by Month
  Fund Benchmark +/- Benchmark
2019
    January 0.02% 8.01% -7.98%
2018
    December -0.59% -9.33% 8.74%
    November -0.47% 1.85% -2.33%
    October -2.55% -6.91% 4.36%
    September 0.53% 0.14% 0.39%
    August 0.68% 3.19% -2.51%
    July 1.24% 3.7% -2.47%
    June -0.34% 0.13% -0.47%
    May -0.32% 2.43% -2.75%
    April 0.15% 0.52% -0.36%
    March -1.67% -3.13% 1.46%
    February -2.44% -3.64% 1.19%
    January 2.96% 5.64% -2.67%
2017
    December 0.87% 0.7% 0.17%
    November 1.69% 3.06% -1.36%
    October 1.72% 2.36% -0.64%
    September 0.91% 1.51% -0.6%
    August 0.21% 0.29% -0.09%
    July 1.41% 2.06% -0.65%
    June 0.71% 0.64% 0.07%
    May 0.21% 0.92% -0.71%
    April 0.75% 0.99% -0.25%
    March 0.12% 0.12% -0%
    February 1.98% 3.93% -1.95%
    January 0.65% 1.79% -1.14%
2016
    December 1.42% 2.03% -0.6%
    November 0.91% 3.68% -2.78%
    October -0.33% -1.73% 1.41%
    September 0% 0.01% -0.01%
    August 0% 0.12% -0.12%
    July 0% 3.65% -3.65%
Fund Statistics
Sharpe Ratio 0.17
Expectancy 0.7%
Fund Volatility 5.29
Benchmark Volatility (SPDR S&P 500 (SPY)) 11.18%
GRAND TOTAL
Total Trades 28 100%
Winning Trades 4 14.3%
Losing Trades 22 78.6%
Odd Trades 2 7.1%
Max Winning Trade 11.6%
Max Losing Trade -1.39%
Average Winning Trade 3.77%
Average Losing Trade -0.2%
Total DrawDown -2.21%
LONG ONLY
Long Trades 28 100%
Winning Trades 4 14.3%
Losing Trades 22 78.6%
Odd Trades 2 7.1%
Max Winning Trade 11.6%
Max Losing Trade -1.39%
Average Winning Trade 3.77%
Average Losing Trade -0.2%
DrawDown -2.21%
SHORT ONLY
Short Trades 0 0%
Winning Trades 0 0%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 0%
Max Losing Trade 0%
Average Winning Trade 0%
Average Losing Trade 0%
DrawDown 0%
Open Trades
Sym Ent D. Ent P. Mkt P. Fund PnL
L SHV 3 Jan 19 110.35 110.43 0.02%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL
SHV 7 Dec 18 110.33 17 Dec 18 110.2 -0.04%
DIA 28 Nov 18 253.84 4 Dec 18 250.73 -0.4%
DIA 15 Nov 18 252.62 19 Nov 18 249.86 -0.36%
SHV 12 Nov 18 110.35 30 Nov 18 110.28 -0.02%
DIA 1 Nov 18 253.73 14 Nov 18 250.91 -0.37%
DIA 12 Oct 18 253.3 24 Oct 18 245.64 -1%
SHV 11 Oct 18 110.32 31 Oct 18 110.26 -0.02%
SHV 8 Oct 18 110.31 9 Oct 18 110.31 0%
SHV 2 Aug 18 110.29 28 Sep 18 110.26 -0.01%
DIA 5 Jul 18 243.55 11 Oct 18 250.27 0.91%
SHV 4 Jun 18 110.28 31 Jul 18 110.26 -0%
VXUS 4 Jun 18 56.6 14 Jun 18 56.45 -0.09%
SHV 4 May 18 110.27 1 Jun 18 110.27 0%
SHV 4 Apr 18 110.26 30 Apr 18 110.24 -0.01%
VXUS 26 Mar 18 56.34 29 May 18 55.37 -0.57%
SHV 16 Mar 18 110.27 29 Mar 18 110.26 -0%
SHV 8 Mar 18 110.25 15 Mar 18 110.24 -0%
SHV 15 Feb 18 110.25 28 Feb 18 110.19 -0.02%
SHV 2 Feb 18 110.25 13 Feb 18 110.23 -0.01%
SHV 11 Jan 18 110.25 1 Feb 18 110.23 -0.01%
SHV 4 Jan 18 110.25 10 Jan 18 110.24 -0%
SHV 28 Jun 17 110.18 31 Oct 17 110.09 -0.03%
SHV 22 Jun 17 110.18 26 Jun 17 110.17 -0%
VXUS 21 Nov 16 44.65 23 Mar 18 55.21 2.54%
VXUS 20 Oct 16 46.2 18 Nov 16 44.26 -1.39%
SHV 20 Oct 16 110.1 12 May 17 110.08 -0.01%
DIA 20 Oct 16 179.28 25 Jun 18 242.31 11.6%