Polaris





Polaris is a unique EOD stock trading system based on a fully mechanical, GICS sector analysis, sector-seasonal strategy. It utilizes the URSC tool-kit as a basis for stock selection, timing signals and further system refinement/development.


Real trades

Polaris v2.0 was traded live (27 Feb to 8 Nov 2006) in the ASX stock market by a Sydney-based stockbroker. Total portfolio capital used was approximately AU$500K, divided into roughly twenty positions for an average AU$25K position size.

For simplicity and other reasons, a smaller portfolio capital of AU$100K with a maximum AU$10K for each trade was used in the trade record below.

Polaris' total net profit for the trading period 27/Feb/2006 to 8/Nov/2006 was +16.1%, or +23.2%pa.

Polaris has been superseded and is not currently active.




Polaris - 2006


Polaris v1.0
Code
Security
Entry
date
Position
size
units
market
time
price
Exit
date
market
time
price
Net profit
WOR WorleyParsons Ltd
27 Feb
100%
750
Open
13.40
01 Mar
Close
16.30
+ $2135
AWE Australian Worldwide Exploration
"
100%
3900
"
2.54
"
"
2.50
- $196
TAP Tap Oil Ltd
"
90.9%
3900
"
2.36
09 Mar
Open
2.06
- $1210
ARQ ARC Energy Ltd
03 Mar
71.2%
4700
Close
1.505
09 Mar
Open
1.59
+ $360
MOS Mosaic Oil NL
"
86.4%
56000
"
0.155
"
"
0.155
- $40
HDR Hardman Resources Ltd
"
59.5%
3200
"
1.86
"
"
1.87
- $8
CUE Cue Energy Resources Ltd
"
49.1%
25000
"
0.20
"
"
0.20
- $40
RSP Resource Pacific Holdings Ltd
"
79.8%
6600
"
1.205
"
"
1.20
- $73
FLX Felix Resources Ltd
"
18.2%
960
"
1.90
"
"
1.81
- $126
Polaris v1.5
PSA Petsec Energy Ltd
06 Mar
42.4%
1900
Open
2.23
08 Mar
Close
2.41
+ $302
Polaris v1.6
TPI Transpacific Industries Group
12 May
100%
1100
Open
9.40
16 May
Open
8.90
- $590
AUN Austar United Communications
"
70.7%
6000
"
1.18
"
"
1.17
- $100
ASB Austal Ltd
"
100%
3500
"
2.83
"
"
2.78
- $215
DOW Downer EDI Ltd
"
97.4%
1100
"
8.90
"
"
8.68
- $282
UGL United Group Ltd
"
100%
700
"
14.21
"
"
13.97
- $208
TSE Transfield Services Ltd
"
100%
1400
"
7.35
"
"
7.30
- $110
COA Coates Hire Ltd
"
87.8%
1400
"
6.40
"
"
6.20
- $320
MCG Macquarie Communications Infr
"
100%
1900
"
5.38
"
"
5.40
- $2
MAP Macquarie Airports
"
74.6%
2400
"
3.10
"
"
3.06
- $136
HWI Housewares International Ltd
"
100%
5800
"
1.725
"
"
1.75
+ $105
Code
Security
Entry
date
Position
size
units
market
time
price
Exit
date
market
time
price
Net profit
AMU Amadeus Energy Ltd
23 Jun
83.1%
7500
Close
1.11
26 Jun
Close
1.09
- $190
GCL Gloucester Coal Ltd
"
98.8%
2900
"
3.38
"
"
3.40
+ $18
ZFX Zinifex Ltd
"
91.5%
1000
"
9.07
"
"
9.23
+ $120
AZA Anzon Australia Ltd
"
100%
8900
"
1.12
"
"
1.20
+ $672
EXL Excel Coal Ltd
"
96.6%
1300
"
7.54
"
"
7.55
- $27
PDN Paladin Resources Ltd
"
36.3%
920
"
3.94
"
"
3.94
- $40
OXR Oxiana Ltd
"
85.1%
2900
"
2.91
"
"
3.00
+ $221
WOR WorleyParsons Ltd
"
100%
530
"
19.00
"
"
18.98
- $51
ARQ ARC Energy Ltd
"
98.6%
6700
"
1.48
"
"
1.475
- $73
NCM Newcrest Mining Ltd
"
100%
510
"
19.70
"
"
19.80
+ $11
FMG Fortescue Metals Group Ltd
"
33.7%
410
"
8.16
"
"
8.25
- $3
AMU Amadeus Energy Ltd
03 Jul
83.1%
7200
Close
1.15
2 Aug
Open
1.22
+ $464
GCL Gloucester Coal Ltd
"
98.8%
2800
"
3.51
2 Aug
"
3.49
- $96
ZFX Zinifex Ltd
"
88.4%
850
"
10.36
18 Jul
"
9.50
- $771
AZA Anzon Australia Ltd
"
100%
7900
"
1.27
18 Jul
"
1.355
+ $632
EXL Excel Coal Ltd
"
96.6%
1200
"
7.94
2 Aug
"
8.72
+ $896
PDN Paladin Resources Ltd
"
36.3%
850
"
4.28
2 Aug
"
4.75
+ $360
OXR Oxiana Ltd
"
84.2%
2600
"
3.25
14 Jul
"
3.39
+ $324
WOR WorleyParsons Ltd
"
100%
490
"
20.52
2 Aug
"
19.60
- $491
ARQ ARC Energy Ltd
"
98.6%
6100
"
1.625
2 Aug
"
1.64
+ $52
NCM Newcrest Mining Ltd
"
100%
470
"
21.17
14 Jul
"
19.70
- $731
FMG Fortescue Metals Group Ltd
"
33.7%
350
"
9.55
19 Jul
"
11.60
+ $678
Polaris v2.0
Code
Security
Entry
date
Position
size
units
market
time
price
Exit
date
market
time
price
Net profit
TPI Transpacific Industries Group
25 Jul
100%
1700
Open
6.06
1 Aug
Close
6.50
+ $708
MAH Macmahon Holdings Ltd
"
94.1%
10000
"
0.885
28 Jul
Open
0.88
- $90
BOL Boom Logistics Ltd
"
100%
2300
"
4.27
1 Aug
Close
4.43
+ $328
COF Coffey International Ltd
"
100%
3300
"
3.04
"
"
3.04
- $40
CPB Campbell Brothers Ltd
"
91.2%
550
"
16.60
"
"
17.60
+ $510
ZFX Zinifex Ltd
18 Aug
70.4%
670
Open
10.43
25 Aug
Close
11.40
+ $610
JBM Jubilee Mines NL
"
100%
1100
"
8.76
"
"
8.86
+ $70
BSG Bolnisi Gold NL
"
59.6%
2600
"
2.33
"
"
2.36
+ $38
PEM Perilya Ltd
"
59.4%
2100
"
2.89
"
"
3.04
+ $275
EQI Equigold NL
"
89.4%
5700
"
1.555
"
"
1.49
- $411
PSV Perseverance Corporation Ltd
"
53.1%
18000
"
0.30
"
"
0.32
+ $320
CBH CBH Resources Ltd
"
47.9%
12000
"
0.395
"
"
0.395
- $40
IGO Independence Group NL
"
54.8%
1800
"
3.05
"
"
3.32
+ $446
TIM Timbercorp Ltd
"
100%
3500
"
2.83
"
"
2.81
- $110
WSA Western Areas NL
"
48.5%
1800
"
2.65
"
"
2.75
+ $140
GTP Great Southern Plantations
"
59.8%
2600
"
2.32
"
"
2.62
+ $740
RIN Rinker Group Ltd
"
100%
750
"
13.30
"
"
13.75
+ $298
MCR Mincor Resources NL
"
51.1%
4400
"
1.15
"
"
1.29
+ $576
IPL Incitec Pivot Ltd
"
98.1%
380
"
25.85
"
"
25.50
- $173
Code
Security
Entry
date
Position
size
units
market
time
price
Exit
date
market
time
price
Net profit
NCM Newcrest Mining Ltd
1 Sep
100%
500
Open
19.82
11 Sep
Open
21.20
+ $650
JBM Jubilee Mines NL
"
100%
1100
"
9.28
"
"
*9.91
+ $653
BSG Bolnisi Gold NL
"
59.6%
2400
"
2.49
"
"
2.89
+ $920
RSG Resolute Mining Ltd
"
53.9%
3300
"
1.61
"
"
1.445
- $585
PSV Perseverance Corporation Ltd
"
53.1%
15000
"
0.35
"
"
0.35
- $40
LHG Lihir Gold Ltd (PNG)
"
84.8%
2800
"
3.04
"
"
3.03
- $68
TIM Timbercorp Ltd
"
100%
3600
"
2.75
"
"
2.51
- $904
OST Onesteel Ltd
"
100%
2300
"
4.28
"
"
4.25
- $109
SGM Sims Group Ltd
"
100%
490
"
20.25
"
"
21.10
+ $377
GTP Great Southern Plantations
"
59.8%
2100
"
2.80
"
"
2.51
- $649
BDG Bendigo Mining Ltd
"
44.0%
2800
"
1.59
"
"
1.615
+ $30
RIN Rinker Group Ltd
"
100%
720
"
13.80
"
"
13.12
- $530
CSM Consolidated Minerals Ltd
"
41.9%
2400
"
1.745
"
"
1.74
- $52
SMM Summit Resources Ltd
11 Oct
36.5%
1900
Open
1.89
8 Nov
Open
2.80
+ $1689
ZFX Zinifex Ltd
"
68.2%
550
"
12.47
8 Nov
Open
*17.49
+ $2721
MCC Macarthur Coal Ltd
"
100%
2200
"
4.58
2 Nov
Open
4.50
- $216
BSG Bolnisi Gold NL
"
59.6%
2400
"
2.48
8 Nov
Open
2.78
+ $680
CMR Compass Resources NL
"
54.1%
1300
"
4.24
2 Nov
Open
4.60
+ $428
SMY Sally Malay Mining Ltd
"
60.6%
3800
"
1.60
8 Nov
Open
2.03
+ $1594
OST Onesteel Ltd
"
100%
2400
"
4.14
2 Nov
Close
4.39
+ $560
BGF Ballarat Goldfields NL
"
41.9%
20000
"
0.205
2 Nov
Open
0.26
+ $1060
WSA Western Areas NL
"
48.5%
1600
"
3.01
8 Nov
Open
3.60
+ $904
GTP Great Southern Plantations
"
59.8%
2300
"
2.58
8 Nov
Open
2.86
+ $604
ORI Orica Ltd
"
100%
450
"
22.23
8 Nov
Open
23.95
+ $734
NUF NuFarm Ltd
"
100%
990
"
10.07
2 Nov
Close
*9.96
- $149
KCN Kingsgate Consolidated Ltd
"
51.7%
1200
"
4.29
24 Oct
Open
4.00
- $388
RIN Rinker Group Ltd
"
84.5%
580
"
14.50
24 Oct
Open
14.00
- $330
SGX Sino Gold Ltd
"
48.1%
1100
"
4.24
8 Nov
Open
5.30
+ $1126


Total capital currently allocated to 0 open positions:
$0
Total net profit 27/Feb/2006 to 8/Nov/2006:
+ $16,126
Total net profit annualized:
+ 23.2%pa


* Exit prices include any company dividends and/or capital return released whilst stock held.
• All net profits include AU$40 total brokerage per trade.
• Flat trades - no capital compounding used.


MetaStockTools.com




More about Polaris

Polaris v1.6 trade signals are extracted from EOD data after the market's close. Positions are entered on the next day's signals, on either the Open or Close (depending on pre-determined market conditions), and exited on the Open.
Signals are posted here on the same day after trades are executed.

Polaris is expected to return approx 15-20%pa net profit with acceptable capital drawdowns, and individual trade duration is expected to be around an average 20 calendar days (3 weeks). All net profits include AU$40 total brokerage per trade.

Polaris is a showcase for available products/services from MetaStockTools.com,
and is not available for sale or disclosure.

Polaris has been superseded and is not currently active.

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Disclaimer



All information provided on this website is for educational purposes only, and not for the purpose of encouraging or soliciting investment.
The author is not a licensed investment advisor, and therefore cannot give advice pertaining to any financial instrument including equities, derivatives or futures.
Please note that the above trading results are not recommendations to buy or sell, and that past results are not indicative of future performance.

Copyright © 2006 Jose Silva

Except for personal use, no part of this text may be reproduced in any form or by any means without the written permission of the author.


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