Beware Leveraged Investments: How Decay ate Half my Profits

“I hear and I forget. I see and I remember. I do and I understand.” – Confucius

I placed a UWTI trade because I wanted to understand the decay first hand. Of course I could have done a mock-trade, a paper-trade or any other applicable simulation but would I fully understand the implications?

Of course I would but it always sinks in better (with me at least), when “I do it”.

Experiences last in your memory and experts say they influence future behavior. I may be able to argue that I wanted to “experience” the decay first hand so I would avoid these garbage products in the future and stick to products with less decay and daily expenses. I wanted to overcome my allure to the “3x” aspect of these products.

Here’s my trade:
Buy $UWTI 2/9/16 at $1.59
Sell $UWTI 3/7/16 at $2.23

+ 40.2%

What’s wrong with a 40% gain? Nothing, I’ll take that gain over any 4 week period but in this particular case, the product did not provide a 3x return so I was robbed. A true 3x gain would have been closer to 80% but I knew, full well, going into the trade that substantial decay would occur if I held more than one or two days.

What is UWTI (VelocityShares 3x Long Crude Oil ETN):
The investment seeks to replicate, net of expenses, three times the daily performance of the S&P GSCI Crude Oil Index ER. The index comprises futures contracts on a single commodity and is calculated according to the methodology of the S&P GSCI Index. – Yahoo Finance.

As a comparison:
$WTIC was up 26.10%
$USO was up 17.01%

These results occurred during the same period (NOTE: WTIC was up 46.47% during this period as my entry and exit was not the exact open and close on 2/9 and 3/7).

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Trading DXO on Twitter

I have blogged and twittered about DXO for almost eight months now and nailed both the entry and exit points of the trade. I really nailed the exit (lock in gains) for the twitter community even though I sold earlier. I tweeted the day before and the day after the ETN topped and told everyone that it was a good idea to lock in gains “here”. Take a look back at the tweets and view the chart where I was making calls on DXO. See, twitter is valuable when people use it correctly.

7/11/09: DXO – $3.48, down more than 26% from sell calls. DXO gained more than 74% from my first twitter buy calls

Who says charts don’t work?

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  • 7/6/09: $DXO – 3.90, down 18% since my sell tweets in June. 6/10 @ 4.67 & 6/12 @ $4.76. Always ignore analysts, never ignore charts! 10:04 AM Jul 6th from web
  • 7/6/09: RT 6/12/09 @cperruna $DXO – $4.76, “talking heads” now debating $250 oil prices…charts are saying resistance in this area. Lock in gains. 8:29 AM Jul 6th from web
  • 6/12/09: $DXO – $4.76, “talking heads” now debating $250 oil prices but the charts are saying resistance in this area. Lock in gains. 6:38 AM Jun 12th from StockTwits
  • 6/10/09: $DXO – $4.67, up 72% from 4/20 $2.72 twitter coverage. Lock in gains here, resistance above at 200d ma 11:18 PM Jun 10th from StockTwits
  • 5/29/09: $DXO – $4.21, talk about blast off above $3.75 breakout. Made nice profit but sold too soon, ignoring my own chart analysis. Entry is gone 12:00 PM May 29th from StockTwits
  • 5/29/09: $DXO – $4.03, it blasted past the $3.75 triple top breakout point, highlighted in this blog post, see P&F chart http://bit.ly/wTjX 9:07 AM May 29th from StockTwits
  • 5/26/09: $DXO – $3.79, cashing in profits. See April twits on DXO, buy at $2.72. 11:00 PM May 26th from StockTwits
  • 4/20/09: $DXO – $2.72, the gap has filled, down 10% on heavy volume in early trade. 50d ma is at $2.62 (support entry?). 9:38 AM Apr 20th from StockTwits
  • 4/6/09: $DXO – I am looking for the gap to fill down near $2.70; will grab short term shares between $2.50 – $2.70. Moving ave support at $2.55 8:26 PM Apr 6th from StockTwits
  • 3/30/09: $DXO is dropping back to the moving average – watch it for setup 8:59 PM Mar 30th from StockTwits

2/09/09 Blog Post:

Play with fire and you get burned – that’s what they say. I guess it doesn’t appear to be smart to leverage yourself (2x’s) with crude oil futures through an ETN but that’s precisely what I started to do in December. My tool of choice: DXO Oil Double Long ETN

It’s still the trade that intrigues me the most…

I grabbed shares that represented 25% of my typical position size so my risk is greatly limited but I am looking to add shares, only this time with an official buy signal…the current charts are showing that potential with a jump above the moving average or a breakout on the point and figure chart.

A strong move above $3.75 on the point and figure chart will be a major buy signal, especially if it is accompanied with heavy volume.

I’ll be honest; it might be too early (still) as the chart could drag along the bottom of the moving average for months before it decides to pick a direction. However, when it does, I’ll be ready to pounce and add shares to my first position.

Let’s wait and see but don’t let this one off of you watch list.

Oil Double Long ETN (DXO)

Play with fire and you get burned – that’s what they say. I guess it doesn’t appear to be smart to leverage yourself (2x’s) with crude oil futures through an ETN but that’s precisely what I started to do in December. My tool of choice: DXO Oil Double Long ETN

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It’s still the trade that intrigues me the most. The official buy signal that we look for on this blog has not triggered so yes, I am playing with fire. I considered the position a “value play” in December and that is the truth but I also admit that I have not followed my traditional rules of entering a position.

I grabbed shares that represented 25% of my typical position size so my risk is greatly limited but I am looking to add shares, only this time with an official buy signal. I did not get a signal to enter DXO but the current charts are showing that potential with a jump above the moving average or abreakout on the point and figure chart.

A strong move above $3.75 on the point and figure chart will be a major buy signal, especially if it is accompanied with heavy volume. Buyers and sellers are struggling to take control of the commodity as the economic turmoil attempts to give us some type of direction across all markets.

020809_dxo_pnf

I’ll be honest; it might be too early (still) as the chart could drag along the bottom of the moving average for months before it decides to pick a direction. However, when it does, I’ll be ready to pounce and add shares to my first position.

Let’s wait and see but don’t let this one off of you watch list.

What is a point and figure chart? Click here to learn!

020809_dxo_daily

Inverse ETFs Paying Off

The Inverse ETFs that I highlighted in October are really paying off with an average three month gain of 21%. I will admit that I didn’t buy any of them but I know several readers that were real excited about their potential and their ease of use.

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Many traders are turned off by the complexities of shorting or just don’t feel comfortable about the process so Inverse ETFs present them with a simple solution. Trading Inverse ETFs allows traders to place an order that mimics the buying and selling process of a regular stock but you are now betting the short side instead of the long side. These trades allow the investor to ride the market down without the complexities or uncomfortable jitters of shorting.

As I wrote in October, Inverse ETFs are specifically designed to move in the opposite direction of the underlying market index. Thus, if the Dow Jones Industrial Average declines by 1 percent, its inverse ETF (the Short Dow 30 ProShares Fund, symbol DOG) will rise by 1 percent. When the S&P 500 falls by 1 percent, the Short S&P 500 ProShares Fund (SH) will rise by 1 percent.

Take a look at the gains of the four ETFs I highlighted prior to the market opening on October 17, 2007:

  • DOG: 17.47% peak gain this week
  • SH: 19.21% peak gain this week
  • PSQ: 22.83% peak gain this week
  • RWM: 23.07% peak gain this week

I don’t recommend jumping into these ETFs right this moment (the previous opportunity was in October when I presented them) but keep an eye on the market and look to pounce when the major indexes bounce higher and start to show overbought signs. Be patient just as you would with trades on the long side.

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Inverse ETFs

Have you ever wanted to short the market because you knew it was going down but your were too overwhelmed, nervous or even scared because you were unsure of how to do it. Well, Inverse ETFs may be your thing. They have been around for more than a year but are starting to gain some popularity as volume has been increasing in recent months.

SFO Magazine has an article this month titled:
The New Kid on the Block: Day Trading with ETFs
by: Ken Tower

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In the article, Ken has a section titled Inverse ETFs—A Dream Come True and goes on to speak briefly about them:

Traders have long had the ability to sell short stocks or buy put options in order to profit during market declines, but the recently introduced inverse ETFs make the process much easier and, for me, represent a dream come true.

Short selling is a messy business that never caught on with most traders. One has to open a margin account, make sure the stock is available to borrow and worry about it being called back unexpectedly. ETFs can be sold short (and are exempt from the uptick rule), but the idea of selling high and buying low remains unpopular.

The new crop of short ETFs solves this problem. They are specifically designed to move in the opposite direction of the underlying market index. Thus, if the Dow Jones Industrial Average declines by 1 percent, its inverse ETF (the Short Dow 30 ProShares Fund, symbol DOG) will rise by 1 percent. When the S&P 500 falls by 1 percent, the Short S&P 500 ProShares Fund (SH) will rise by 1 percent. That’s right, the inverse ETF goes up in price. See Figures 1 and 2. This is excellent because it’s exactly with what traders are familiar—stocks that go up. By reviewing both the long ETF and the short ETF of the same market average, one may gain additional insight into the market direction.

“Take a look at the DIA, SPY, QQQQ or IWM (Russell 2000 ETF). If those don’t look attractive, their inverse funds (DOG, SH, PSQ and RWM) are likely to impress.” – Ken Tower

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