MagicDiligence

MagicDiligence Spells Tracking Portfolios Summary

Expand rows to see individual tracking portfolios. Click on links to see details on individual tracking portfolio.
Data shown is for 2016-02-19 through 2017-02-28.

SpellPerformancevs S&POutperforming
Magic Recipe 13.06% -2.17% 8 of 20
Tracking_001 10.73% -4.50%
Tracking_002 9.48% -5.75%
Tracking_003 17.74% 2.51%
Tracking_004 9.10% -6.13%
Tracking_005 25.99% 10.76%
Tracking_006 8.08% -7.15%
Tracking_007 18.39% 3.16%
Tracking_008 8.53% -6.70%
Tracking_009 3.55% -11.68%
Tracking_010 15.43% 0.20%
Tracking_011 10.47% -4.76%
Tracking_012 11.84% -3.39%
Tracking_013 15.51% 0.28%
Tracking_014 20.31% 5.08%
Tracking_015 21.64% 6.41%
Tracking_016 11.39% -3.84%
Tracking_017 8.44% -6.79%
Tracking_018 5.09% -10.14%
Tracking_019 10.52% -4.71%
Tracking_020 19.01% 3.78%
Deep Value 16.42% 1.19% 8 of 20
Tracking_001 11.79% -3.44%
Tracking_002 11.12% -4.11%
Tracking_003 14.10% -1.13%
Tracking_004 7.91% -7.32%
Tracking_005 8.97% -6.26%
Tracking_006 29.27% 14.04%
Tracking_007 19.76% 4.53%
Tracking_008 12.00% -3.23%
Tracking_009 18.94% 3.71%
Tracking_010 20.64% 5.41%
Tracking_011 13.08% -2.15%
Tracking_012 17.84% 2.61%
Tracking_013 20.27% 5.04%
Tracking_014 20.35% 5.12%
Tracking_015 32.95% 17.72%
Tracking_016 15.01% -0.22%
Tracking_017 13.55% -1.68%
Tracking_018 12.61% -2.62%
Tracking_019 13.87% -1.36%
Tracking_020 14.29% -0.94%
Quality Growth 20.16% 4.93% 14 of 20
Tracking_001 16.12% 0.89%
Tracking_002 17.15% 1.92%
Tracking_003 11.53% -3.70%
Tracking_004 19.23% 4.00%
Tracking_005 15.08% -0.15%
Tracking_006 25.41% 10.18%
Tracking_007 30.35% 15.12%
Tracking_008 10.66% -4.57%
Tracking_009 28.95% 13.72%
Tracking_010 19.72% 4.49%
Tracking_011 34.23% 19.00%
Tracking_012 22.39% 7.16%
Tracking_013 19.82% 4.59%
Tracking_014 31.70% 16.47%
Tracking_015 20.71% 5.48%
Tracking_016 6.43% -8.80%
Tracking_017 20.33% 5.10%
Tracking_018 24.82% 9.59%
Tracking_019 13.39% -1.84%
Tracking_020 15.14% -0.09%
Star List 6.58% -8.65% 1 of 20
Tracking_001 10.40% -4.83%
Tracking_002 1.57% -13.66%
Tracking_003 6.18% -9.05%
Tracking_004 15.13% -0.10%
Tracking_005 9.29% -5.94%
Tracking_006 9.99% -5.24%
Tracking_007 11.54% -3.69%
Tracking_008 8.00% -7.23%
Tracking_009 2.36% -12.87%
Tracking_010 5.97% -9.26%
Tracking_011 0.92% -14.31%
Tracking_012 10.83% -4.40%
Tracking_013 17.38% 2.15%
Tracking_014 -4.59% -19.82%
Tracking_015 6.93% -8.30%
Tracking_016 5.73% -9.50%
Tracking_017 4.66% -10.57%
Tracking_018 -1.89% -17.12%
Tracking_019 11.94% -3.29%
Tracking_020 -0.84% -16.07%
S&P 500 15.23% -- --

A major challenge with our 'Spells' is implementing a practical strategy for using them. The Tracking Portfolios above are designed to measure the long-term performance of a practical, mechanical buy and sell strategy, using the Spells as the source for stock picks. The strategy works as follows:

  1. Purchase 5 equal weight positions from the spell every 3 months (3 positions for Star List).
  2. Hold for one year.
  3. At end of one year, sell positions. Using proceeds, buy 5 new equal weight positions.
  4. Repeat from step 2.

For the Tracking Portfolios, positions were chosen at random, beginning with a $10k investment per position. Performance is measured by comparing against an S&P 500 tracking portfolio, which made the same size initial investments on the same dates. 20 tracking portfolios were generated for each Spell to produce a good aggregate representation for the overall performance of this strategy.

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