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 2017-01-31.

SpellPerformancevs S&POutperforming
Magic Recipe 12.87% 1.99% 10 of 20
Tracking_001 10.13% -0.75%
Tracking_002 8.52% -2.36%
Tracking_003 18.94% 8.06%
Tracking_004 8.26% -2.62%
Tracking_005 23.21% 12.33%
Tracking_006 9.59% -1.29%
Tracking_007 16.61% 5.73%
Tracking_008 9.77% -1.11%
Tracking_009 3.28% -7.60%
Tracking_010 17.45% 6.57%
Tracking_011 13.28% 2.40%
Tracking_012 13.40% 2.52%
Tracking_013 15.87% 4.99%
Tracking_014 19.86% 8.98%
Tracking_015 20.78% 9.90%
Tracking_016 10.60% -0.28%
Tracking_017 10.00% -0.88%
Tracking_018 2.33% -8.55%
Tracking_019 10.36% -0.52%
Tracking_020 15.17% 4.29%
Deep Value 17.57% 6.69% 20 of 20
Tracking_001 13.07% 2.19%
Tracking_002 14.07% 3.19%
Tracking_003 17.20% 6.32%
Tracking_004 11.34% 0.46%
Tracking_005 12.63% 1.75%
Tracking_006 28.68% 17.80%
Tracking_007 19.07% 8.19%
Tracking_008 11.01% 0.13%
Tracking_009 21.21% 10.33%
Tracking_010 19.52% 8.64%
Tracking_011 14.77% 3.89%
Tracking_012 18.46% 7.58%
Tracking_013 23.68% 12.80%
Tracking_014 19.58% 8.70%
Tracking_015 32.24% 21.36%
Tracking_016 16.99% 6.11%
Tracking_017 14.18% 3.30%
Tracking_018 13.75% 2.87%
Tracking_019 16.04% 5.16%
Tracking_020 13.91% 3.03%
Quality Growth 15.56% 4.68% 15 of 20
Tracking_001 11.75% 0.87%
Tracking_002 10.65% -0.23%
Tracking_003 6.98% -3.90%
Tracking_004 10.83% -0.05%
Tracking_005 11.14% 0.26%
Tracking_006 22.44% 11.56%
Tracking_007 23.69% 12.81%
Tracking_008 3.38% -7.50%
Tracking_009 21.77% 10.89%
Tracking_010 15.46% 4.58%
Tracking_011 27.93% 17.05%
Tracking_012 22.26% 11.38%
Tracking_013 13.21% 2.33%
Tracking_014 28.32% 17.44%
Tracking_015 17.91% 7.03%
Tracking_016 5.40% -5.48%
Tracking_017 11.35% 0.47%
Tracking_018 22.61% 11.73%
Tracking_019 12.08% 1.20%
Tracking_020 12.12% 1.24%
Star List 5.27% -5.61% 2 of 20
Tracking_001 10.13% -0.75%
Tracking_002 -1.08% -11.96%
Tracking_003 2.02% -8.86%
Tracking_004 13.63% 2.75%
Tracking_005 9.34% -1.54%
Tracking_006 7.37% -3.51%
Tracking_007 10.74% -0.14%
Tracking_008 8.04% -2.84%
Tracking_009 1.77% -9.11%
Tracking_010 2.84% -8.04%
Tracking_011 2.31% -8.57%
Tracking_012 9.17% -1.71%
Tracking_013 15.09% 4.21%
Tracking_014 -5.75% -16.63%
Tracking_015 4.84% -6.04%
Tracking_016 5.80% -5.08%
Tracking_017 4.11% -6.77%
Tracking_018 -3.87% -14.75%
Tracking_019 10.79% -0.09%
Tracking_020 -1.89% -12.77%
S&P 500 10.88% -- --

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.

Joel Greenblatt and MagicFormulaInvesting.com are not associated in any way with this website. Neither Mr. Greenblatt or MagicFormulaInvesting.com endorse this website's investment opinions, strategy, or products. Investment recommendations on this website are not chosen by Mr. Greenblatt, nor are they based on Mr. Greenblatt's proprietary investment model, and are not chosen by MagicFormulaInvesting.com. Magic Formula® is a registered trademark of MagicFormulaInvesting.com, which has no connection to this website. The information on this website is for informational purposes only and solely represents the views and opinions of the author. No warranty is provided or implied as to the accuracy, completeness, or timeliness of this information. This information may not be construed as investment advice of any kind, nor can it be relied upon as the basis for stock trades. DON'T RELY SOLELY ON THIS WEBSITE'S INFORMATION OR STATISTICS! Please do your own research before buying. Alexander Online Properties LLC, the proprietor of this website, is not responsible in any way for losses or damages resulting from the use of this information. Alexander Online Properties LLC is not a registered investment advisor. All logos are trademarked properties of their respective companies.

© 2008-2017 Alexander Online Properties LLC