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 2017-03-31.

SpellPerformancevs S&POutperforming
Magic Recipe 12.65% -2.73% 7 of 20
Tracking_001 12.03% -3.35%
Tracking_002 9.11% -6.27%
Tracking_003 17.70% 2.32%
Tracking_004 4.79% -10.59%
Tracking_005 23.33% 7.95%
Tracking_006 8.70% -6.68%
Tracking_007 20.34% 4.96%
Tracking_008 7.08% -8.30%
Tracking_009 2.36% -13.02%
Tracking_010 16.23% 0.85%
Tracking_011 9.36% -6.02%
Tracking_012 11.13% -4.25%
Tracking_013 14.82% -0.56%
Tracking_014 20.30% 4.92%
Tracking_015 20.68% 5.30%
Tracking_016 13.28% -2.10%
Tracking_017 7.73% -7.65%
Tracking_018 2.98% -12.40%
Tracking_019 11.14% -4.24%
Tracking_020 19.90% 4.52%
Deep Value 13.88% -1.50% 7 of 20
Tracking_001 8.16% -7.22%
Tracking_002 8.76% -6.62%
Tracking_003 11.49% -3.89%
Tracking_004 5.88% -9.50%
Tracking_005 4.28% -11.10%
Tracking_006 28.04% 12.66%
Tracking_007 17.06% 1.68%
Tracking_008 5.79% -9.59%
Tracking_009 16.80% 1.42%
Tracking_010 19.99% 4.61%
Tracking_011 11.93% -3.45%
Tracking_012 14.72% -0.66%
Tracking_013 16.97% 1.59%
Tracking_014 19.01% 3.63%
Tracking_015 30.81% 15.43%
Tracking_016 13.37% -2.01%
Tracking_017 11.66% -3.72%
Tracking_018 11.20% -4.18%
Tracking_019 11.54% -3.84%
Tracking_020 10.16% -5.22%
Quality Growth 24.67% 9.29% 18 of 20
Tracking_001 22.18% 6.80%
Tracking_002 18.37% 2.99%
Tracking_003 16.67% 1.29%
Tracking_004 25.06% 9.68%
Tracking_005 21.02% 5.64%
Tracking_006 29.03% 13.65%
Tracking_007 36.38% 21.00%
Tracking_008 15.80% 0.42%
Tracking_009 37.09% 21.71%
Tracking_010 24.95% 9.57%
Tracking_011 36.66% 21.28%
Tracking_012 26.87% 11.49%
Tracking_013 26.12% 10.74%
Tracking_014 36.40% 21.02%
Tracking_015 22.17% 6.79%
Tracking_016 10.75% -4.63%
Tracking_017 25.48% 10.10%
Tracking_018 26.55% 11.17%
Tracking_019 14.59% -0.79%
Tracking_020 21.23% 5.85%
Star List 10.66% -4.72% 5 of 20
Tracking_001 13.62% -1.76%
Tracking_002 5.30% -10.08%
Tracking_003 9.65% -5.73%
Tracking_004 20.03% 4.65%
Tracking_005 14.95% -0.43%
Tracking_006 13.15% -2.23%
Tracking_007 16.32% 0.94%
Tracking_008 13.07% -2.31%
Tracking_009 5.11% -10.27%
Tracking_010 9.84% -5.54%
Tracking_011 5.86% -9.52%
Tracking_012 16.86% 1.48%
Tracking_013 21.65% 6.27%
Tracking_014 -1.44% -16.82%
Tracking_015 10.84% -4.54%
Tracking_016 11.12% -4.26%
Tracking_017 8.95% -6.43%
Tracking_018 0.72% -14.66%
Tracking_019 15.76% 0.38%
Tracking_020 1.78% -13.60%
S&P 500 15.38% -- --

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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