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2012 performance of the Tradestreaming Guru Hedge Fund Portfolio

The portfolio (access details here) was up over 24.51% in 2012.

I’ve made 17 trades in 2012. The portfolio is based upon the research I published in Tradestream Your Way to Profits and mimics certain strategies of 12 top hedge fund managers. It’s not as simple as merely aping top hedge funds’ trading — certain hedge funds replicate differently than others.

For example, investors may begin to approximate Warren Buffett’s returns by buying his largest holding while Pershing Square’s Bill Ackman may replicate best by buying his newest holding.

Anyway, couple more details about the Tradestreaming Hedge Fund Guru Portfolio

  • 82.4% of trades profitable
  • 0.592 correlation with S&P500
  • Sharpe Ratio of 2.29

For more details, check out my strategy on Collective2

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June 2012 Update: Tradestreaming Hedge Fund Guru Portfolio

After a really hard May, which saw the portfolio down 5.1%, my Hedge Fund Guru Portfolio had a strong June, rising 7.7%, beating the S&P which rose about 6.5%.

The portfolio, which is a composite of all-star hedge fund picks from some of the most profitable investors around, rebalances quarterly. This was an off-month, so there were no buys or sells.

Learn more

You can read more about my strategy and sign up to track/autotrade it on Collective2.

I develop my ideas for optimizing hedge fund replication strategies in my book Tradestream and I use AlphaClone technology to run my strategy.

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May 2012 Update: Tradestreaming Hedge Fund Guru Portfolio

May was brutal. The S&P500 closed down over 6.27% and the Russell 2000 closed down 6.55%.

Tradestreaming Portfolio Performance

The Tradestreaming Hedge Fund Guru Portfolio closed down 5.1%. Beat the indices OK but still down. Not great.hedge fund replication

The portfolio, which is a composite of all-star hedge fund picks from some of the most profitable investors around, rebalances quarterly.

Sales, Buys

We sold News Corp ($NWSA) down 1.4% and CVR Energy (CVI) down 2.5%. The portfolio added one name this quarter as many of the fund managers in the algorithm stuck with their leading ideas.

Real money portfolios are up 35.9% YTD in 2012.

Learn more

You can read more about my strategy and sign up to track/autotrade it on Collective2.

I develop my ideas for optimizing hedge fund replication strategies in my book Tradestream and I use AlphaClone technology to run my strategy.