Continuing on from the second quarter‘s tracking methods, below is a summary of every stock/option position initiated in the previous seven quarters (1/1/09-9/30/10). The first batch of trades (Previous) is positions that I have exited. The second batch of trades (Current) is positions I currently maintain. All data is as of COB 9/30/10.
| RT Public | 3Q10 | $ 845.50 | |
| TTM IRR 6.06% | Shares | Ticker | Delta |
| Previous RT positions | 50 | ALK | $ 143.49 |
| -200 | BKCC | $ 915.99 | |
| 60 | HAL | $ 449.76 | |
| 300 | ADX | $ 870.93 | |
| 1 | .sdsuh | $ (1,017.99) | |
| -40 | CYN | $ 110.35 | |
| -50 | CYN | $ (437.89) | |
| 2 | SSO 44 Jun10P | $ 420.96 | |
| 30 | JJC | $ 42.97 | |
| 50 | USL | $ 90.96 | |
| 6 | ITB 17.50 Jul10P | $ 1,043.92 | |
| -3 | SDS33Sep10P | $ 478.50 | |
| 3 | SDS27Sep10P | $ (229.51) | |
| -50 | SSO | $ 164.43 | |
| 12 | FRE 1 Jul10P | $ 501.77 | |
| 1 | FAS 32 Aug10P | $ 210.06 | |
| $ 3,758.70 | |||
| Current RT positions | 10 | GLD | $ 382.60 |
| 2 | ITB 20 Oct10P | $ 380.50 | |
| 6 | ITB 17.5 Jan10P | $ (330.75) | |
| 200 | SDS | $ (2,597.35) | |
| -4 | SDS36Jan11P | $ (359.56) | |
| 4 | SDS28Jan11P | $ (87.52) | |
| 25 | IXJ | $ (21.85) | |
| 50 | DBV | $ 7.50 | |
| 100 | DBC | $ 97.00 | |
| 30 | EXC | $ (66.55) | |
| 1 | SSO46Jan11P | $ (153.25) | |
| 100 | VXX | $ (413.80) | |
| 1 | VXX 18 Oct10P | $ (59.97) | |
| 1 | SSO46Jan11P | $ 235.93 | |
| -25 | UYG | $ 73.87 | |
| $ (2,913.20) |
Overall my profit has fallen over the quarter from $4.5k to $0.8k. This makes sense since the market rose 11% during the quarter, and some of my long term positions are designed to benefit from a market decline. My long-term thesis remains unchanged: I still believe that the housing market, economy, and banks all face an uphill battle, and a double dip recession is likely. Moreover, valuations across the board are stretched.
Here is my overall, personal asset allocation. It is very similar to last quarter. The only noticeable difference between 2Q10 and 3Q10 is that I have a slightly higher allocation to International Stocks. I attribute this to a variance with my contributions to my 401k and not to any sudden admiration of international equities.
| End 3Q10 | Goal | 1Q10 | 2Q10 | 3Q10 |
| Currencies | 5% | 10-15% | 10-15% | 10-15% |
| US Stocks | 25% | 25-30% | 15-20% | 15-20% |
| Int’l Stocks | 25% | 20-25% | 15-20% | 20-25% |
| Bonds | 5% | 10-15% | 10-15% | 5-10% |
| Shorts | 20% | 20-25% | 20-25% | 20-25% |
| Commodities | 10% | 0-5% | 0-5% | 0-5% |
| Coins | 10% | 0-5% | 5-10% | 5-10% |
