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 2017-04-30.

SpellPerformancevs S&POutperforming
Magic Recipe 13.44% -3.08% 7 of 20
Tracking_001 13.70% -2.82%
Tracking_002 8.49% -8.03%
Tracking_003 19.55% 3.03%
Tracking_004 4.82% -11.70%
Tracking_005 23.18% 6.66%
Tracking_006 10.51% -6.01%
Tracking_007 20.52% 4.00%
Tracking_008 5.86% -10.66%
Tracking_009 3.46% -13.06%
Tracking_010 16.59% 0.07%
Tracking_011 10.25% -6.27%
Tracking_012 12.39% -4.13%
Tracking_013 16.18% -0.34%
Tracking_014 24.73% 8.21%
Tracking_015 19.79% 3.27%
Tracking_016 14.15% -2.37%
Tracking_017 8.58% -7.94%
Tracking_018 3.45% -13.07%
Tracking_019 10.77% -5.75%
Tracking_020 21.73% 5.21%
Deep Value 13.16% -3.36% 6 of 20
Tracking_001 6.35% -10.17%
Tracking_002 7.94% -8.58%
Tracking_003 8.12% -8.40%
Tracking_004 5.61% -10.91%
Tracking_005 2.44% -14.08%
Tracking_006 28.18% 11.66%
Tracking_007 18.84% 2.32%
Tracking_008 2.23% -14.29%
Tracking_009 17.62% 1.10%
Tracking_010 22.60% 6.08%
Tracking_011 14.63% -1.89%
Tracking_012 13.74% -2.78%
Tracking_013 17.57% 1.05%
Tracking_014 16.38% -0.14%
Tracking_015 31.75% 15.23%
Tracking_016 12.75% -3.77%
Tracking_017 7.97% -8.55%
Tracking_018 10.27% -6.25%
Tracking_019 8.17% -8.35%
Tracking_020 9.97% -6.55%
Quality Growth 27.47% 10.95% 19 of 20
Tracking_001 24.85% 8.33%
Tracking_002 21.61% 5.09%
Tracking_003 18.90% 2.38%
Tracking_004 27.75% 11.23%
Tracking_005 23.73% 7.21%
Tracking_006 31.35% 14.83%
Tracking_007 40.72% 24.20%
Tracking_008 18.44% 1.92%
Tracking_009 38.22% 21.70%
Tracking_010 26.73% 10.21%
Tracking_011 41.09% 24.57%
Tracking_012 29.73% 13.21%
Tracking_013 28.45% 11.93%
Tracking_014 38.38% 21.86%
Tracking_015 25.43% 8.91%
Tracking_016 14.89% -1.63%
Tracking_017 28.35% 11.83%
Tracking_018 31.93% 15.41%
Tracking_019 18.81% 2.29%
Tracking_020 20.09% 3.57%
Star List 11.00% -5.52% 4 of 20
Tracking_001 13.47% -3.05%
Tracking_002 7.43% -9.09%
Tracking_003 10.87% -5.65%
Tracking_004 20.30% 3.78%
Tracking_005 14.84% -1.68%
Tracking_006 12.41% -4.11%
Tracking_007 17.36% 0.84%
Tracking_008 12.98% -3.54%
Tracking_009 5.12% -11.40%
Tracking_010 10.29% -6.23%
Tracking_011 5.68% -10.84%
Tracking_012 18.44% 1.92%
Tracking_013 21.60% 5.08%
Tracking_014 -1.33% -17.85%
Tracking_015 11.24% -5.28%
Tracking_016 11.80% -4.72%
Tracking_017 9.76% -6.76%
Tracking_018 0.57% -15.95%
Tracking_019 15.71% -0.81%
Tracking_020 1.50% -15.02%
S&P 500 16.52% -- --

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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