Historical Stock Dividends, Stock Rights Offerings, and Par Adjustments

This is based off the work of  The Dividend Observer. His website is no longer running,  so I mean to carry on his work.If you are reading this Sir, thank you very much for all you have shared.

For those wanting it in excel format and in alphabetical order, here's a link to the file in my google drive: Excel File as of October 2021. 

email me if you find any data that is incorrect: weekendtrader1@gmail.com
I hardly check the blog for comments. Thanks!

Last date of edit: October 08, 2021.

Additions:

1. Added COL Par Adjust for Jan. 12, 2021

2. Added MFIN Stock dividend for Aug. 23, 2021.

Investagrams was down, so I took the system live - update.

Screenshot of one of the 6 portfolios I'm handling. 

Percentage profits might seem nice, but when you look at the actual gains you might become dismayed due to the small amounts. 

However, look at the portfolio gain. 10% in 2 weeks. 

This system is a slow but steady one that allocates smaller positions to reduce risk and, most of all, anxiety. And before I forget, entries and exits were not timed. 

Here's a screenshot of another one with an 8.54% portfolio gain.

I never looked at charts during implementation. Imagine if you did...

I've already posted the how-to in my blog.

Part 1: https://goo.gl/2p4ApQ

Part 2: https://goo.gl/2qbH3p

The process is 100% systematic (lookup discretionary vs systematic trading), but this is how I would define it.

Discretionary traders look at chart patterns, breakout systems, divergences, 52 Week highs, etc. When looking through all these charts, do you think you would be able to analyze them without bias? What about entry levels? Where would you look to enter? 

"Wait and see first might be a better decision, right? Oh no! it exploded the next day! I knew I should've entered yesterday! Next time, I'm gonna enter if the same pattern occurs.

Oh look! it happened in another stock! ok..I'm gonna buy...

Next day: WHAT?!?!?! Why did the stock drop?!? It made a breakout yesterday and even with volume? Why is this happening?!?"

Something like the above has happened to me countless times. And would've continued to happen if I kept on trying to be a discretionary trader. Just look at what happened to BCOR last week.

Now, if you've been in this game long enough and have the correct mental attitude and discipline like the people from Zeefreaks' tribe, Spyfrat, Boomietrader, and many others, then that is well and good. 

BUT, if you don't have this godly level of control and discipline just yet, stick to blue chips while you practice, or better yet, use Investagrams' virtual port while you develop your system.

Caveat and God bless your investments.

Investagrams Virtual Port Week 3 (July 16, 2018)

The following actions have been taken with our portfolio in the past week:

• Sold IRC last 7-11-2018 due to it violating our hard stop loss of -10%. Added to blacklist.
• Sold MHC last 7-13-2018 due to it violating our hard stop loss and ended at -14% EOD. Added to blacklist.
• Will sell LMG on Monday, 7-16-2018 because it is no longer in the momentum ranks list.

With the freed up capital, we will be making new purchases.

• ISM - no good since ATR position size states to buy only 795 shares, but at 2.75 pesos, minimum boardlot is at 1,000 shares. Pass for now.
• WIN - same as ISM. ATR position size is below minimum boardlot. Pass.
• ORE - will buy 2,000 shares come Monday's open.
• ANI - will buy 500 shares on Monday's open. Although ATR position size states 700 shares, however we have run out of capital and can only buy 500 shares. As I was buying the shares on Monday, 7-16-2018, I forgot that we already had 600 shares of ANI, so I moved on to the next stock in the list.
• HOUSE - bought 1,100 shares at 7.25.

Below is a photo of the updated Dashboard (click to enlarge).

Since Week 1, two weeks have passed (Week 1 to 2, then Week 2 to 3). Week 2 to 3 was rather bumpy, but our portfolio is still up by 2.51%.

Let's see what Week 3 to 4 brings.

Also, if it would be your first time entering, and you see IRC and MHC in my blacklist yet they both are still in the Momentum Ranks, should you buy them? The answer is yes. Your entry price would be different from mine, i.e. lower. What matters here is the momentum and how the stock adheres to that momentum without violating the trend.

Caveat and God Bless!

Investagrams Virtual Port Week 2 (July 10, 2018)

Week 2 with our Investagrams Virtual Port shows that we are up by 4.74% (click on photo below to enlarge). Nice and steady, nice and slow, nice and systematic.

You can access the Dashboard and Momentum Rank sheets in the Weekend Traders FB group: https://goo.gl/Wxg7zv

Or you can access them thru my google drive: https://goo.gl/DjQbrX

Since I was attending a wedding from July 5 to July 9 in Guiuan, Samar, I wasn't able to perform my weekly rebalancing check over the weekend. I still can't believe I was made into a Ninong...my golly, I'm that old na pala? Toink.

After copying the Momentum Rank 7-09-2018 into my MOMENTUM Dashboard, I saw that no action was necessary since all stocks purchased in week 1 were still

• in the momentum ranks list.
• did not go -10% or below.

So no stop losses were necessary. I merely updated my column P to R to reflect that I had performed my duty as of July 10, 2018 stock rebalancing, and copy and pasted the active cells in my column F to N to update my journal/ trade history.

Anyway,  it can happen. Whether it be a family emergency or you are on a business trip, or attending a 3-day conference. Did it matter that I skipped a day, in the immediate short term, yes. But in the long-term, NO. Our portolio is up and doing well.

I checked the port on Saturday  and saw IRC and....I think it was MHC, were down -9.35%. I wasn't concerned because our position was volatility based and a -9% drawdown was only -200++ pesos. At that time, ATI was also up by 20%++. Was I ecstatic? No. Because one stock's performance should never cloud your judgement over the entire portfolio. That's the beauty of systematic portfolio based trading since you are looking at the big picture all the time.

Like I always said before, I am not criticizing discretionary traders. These guys make the big bucks by being full-time traders earning 6 digits over a span of a quarter or even a month. They are living the dream.

I wish I can be like them, but I know myself and being married and preparing for a child, I cannot allow myself not to have a stable income from a job.

If you're like me who wants more than your fair share of the market, then do this system. If you think the system is too complicated, read John C. Bogle's book titled: The Little Book of Common Sense Investing. Focus on buying Index Equity Funds which have the lowest cost, or simply buy FMETF using peso cost averaging.

If you can read charts, then a better approach would be to buy FMETF if the index is above the SMA200, and sell once the index goes below it.

Either way, reading too many books, and joining too many fb groups can just increase noise for you and make you forget the Mission which is to make your money grow above inflation. If you're like me who has a job and can't be a full-time trader, acknowledge that fact. Accept it. And make the best out of the cards that you have.

Caveat and God Bless.

Investagrams Virtual Port Week 1 (July 3, 2018)

I started a virtual port with investagrams yesterday, July 3, 2018 with 50,000 capital. I'll go step-by-step on how I went about purchasing the stocks so you can follow.

Step 1.) Import the Momentum Rank 7-29-2018 list into the MOMENTUM Dashboard. Simply copy and paste all the data from the Momentum Rank list into the provided area in the Dashboard. I do it by selecting all the cells in the Momentum Rank, then I go to the Dashboard, click cell A1 and paste or CTRL + V.

You can access the Dashboard and Momentum Rank sheets in the FB group: https://goo.gl/Wxg7zv

After that, copy or type down the stocks from column A into column F as shown below (click image to enlarge):

Step 2.) Determine the position size to be purchased by using the Boardlot table in columns V to Y. The sizes are based on 3 things: 

• ATR or volatility (column I. System generated.)
• Risk Factor (I used 0.004 in this case, in cell P2. Manual input)
• Capital size (50,000 for the virtual port in cell P1. Manual input)

For example, IRC has an ATR Size (cell  K2) of 1,965. Based on the boardlot table, IRC's price of 1.39 per share will allow us to buy 1,000 shares per lot. So I put down 1,000 shares in column L (Actual Size to Buy). I also do this for RWM.

For JAS however, the boardlot size is larger than the allowed ATR size, so we do not buy any shares with JAS since doing so would exceed the volatility sizing allowed by the system.

We continue to do this until we run out of money/ capital, which in this case means we can only purchase 200 shares of WLCON.

Step 3.) Per purchase, I copy down my entry price for tracking purposes. I then update my record in columns O to Q.

Step 4.) Next I copy columns F to N (those only with entries, as selected and shown below).

Step 5.) And I go to the Action Taken sheet and paste it there (see below).

This acts as my trading journal. If you need a reminder of the buy and sell rules, you can just click the Buy Sell Cut Rules sheet.

And that's all there is to it! Current portfolio performance as of this writing can be seen below.

After End-Of-Day, I will check the port if there is any stock that went below -10%. If there are, I will immediately sell the stock in the next day's open. With the freed up capital, I won't make any purchases until the next stock rebalancing which occurs on Mondays.

If you have any further questions, just join the Weekend Traders FB group.

God bless!

Implementing the Momentum-Based Systematic Portfolio

Now that you know what the process is, I will now teach you on how to actually go about trading systematically using momentum ranks based on quantitative analysis, or "quants" for short.

If you don't know what I'm talking about, then you probably need to read the article before this. You can read about it here: How to implement a Systematic Portfolio Trading Strategy thru Momentum


First off, join my Facebook Group: Weekend Traders

Once in, access the Files section of the Group and look/ download 2 things:
a.) MOMENTUM Dashboard 2
b.) Momentum Rank mm-dd-yyyy

• The MOMENTUM Dashboard -  is where all the work takes place.The dashboard will only be downloaded once and updated by you as your portfolio takes shape. We get data from the Momentum Ranks sheet, and paste it into the dashboard. Don't worry. I'll be giving a very detailed step-by-step guide in the Implementation Guide on how to go about it. Certain cells of this excel workbook are locked so that you will not mistakenly delete or edit pre-programmed cells. If for whatever reason, you want to unlock it, there is no password necessary to unlock it.

• Momentum Rank sheet - is where I will provide the momentum ranks of all stocks that fit the quant profile that we want which means stocks with good momentum based on linear regression. I will post the ranks every SUNDAY and only on Sundays. It is not healthy for your port to be dancing in and out of stocks. So your transactions with your online broker should be performed on Mondays, and due diligence on Sundays.

1.) Open the Momentum Rank Sheet first. You’ll see something like the image below (click to enlarge).

2.) Next, open the MOMENTUM Dashboard excel file. It will look like this (click on the image to enlarge).

3.) Next, go back to the Momentum Ranks sheet and copy all the data from columns A to D. The stocks here have already been ranked from top to bottom, so please take care in not deleting or changing them.

4.) Switch to the MOMENTUM Dashboard, click cell A1 (the cell with "Ticker" word in it), and right click then paste or CTRL + V. This should update the Dashboard's data with the latest one.

Please note that all the areas in the Dashboard sheet colored yellow are cells that will need your input. They are as follows:

• Ticker/ Date & Time/ Price - Columns A to C, this we get from the Momentum Ranks sheet. Column D or ATR is simply hidden from view since it will be shown elsewhere. 

• Stock - Column H. This is where you input the stock's ticker symbol so that the dashboard calculates the appropriate position size for you. If this is the first time for you to do this, kindly delete the symbols from cell H2 to H26. I didn't delete them yet so you'll know how it'll look like once you enter a symbol. Simply check the top ranked stock to the left and type in the ticker symbol.

• Actual Size to Buy - Column N. Once you enter the ticker symbols under Stock, the ATR Position is computed automatically, however, these do not fit into the PSE's boardlot sizes. So, you have to manually input the size under Column M (Actual Size to Buy). For example, for IRC, the ATR Size as of June 25, 2018 should be that we buy 2,712 shares. However, after looking up at the Boardlot sizes according to price (columns W to Z), we can only buy 1,000 share lots. So we buy 2,000 shares and input that into the Actual Size to Buy column.

•  Capital - Cell P1. Type in the amount of capital you have or willing to allocate for this system.

• Risk Appetite - cell P2. Remember the Risk Factor table below. Choose which one suits you. I use 0.004.
• 0.001 = Low Risk Appetite 
• 0.002 = Moderately Low Risk Appetite
• 0.003 = Moderate Risk Appetite
• 0.004 = High Risk Appetite
• 0.005 = Very High Risk Appetite 

• Date Started = date of when you begun so you can keep track of when you started this system.

• Stock Rebal = cells P5 and downward is the date that you checked and rebalanced your porfolio...which should be every monday.

• Status = cells Q5 and downward to tell yourself if you've completed rebalancing or not.

• Blacklist = cells S2 and downward. This is where we enter the symbols of stocks that we have cut. Cut rules are shown in sheet Buy Sell Cut Rules of the same excel workbook.

• Remarks = reason why the stock was cut or let go to remind yourself.

5.) The momentum ranks under Column A are already ranked from top to bottom. So the idea is to buy each stock from the top and move on down to the next stock until we run out of capital. We only buy the number of shares that ATR tells us to buy

6.) After completing the ATR and Actual Position Sizes to buy, it is time to execute the trade with your online broker, but first, check if the PSE Index is above SMA 200. This tells us that the overall market is bullish. If the index is below SMA200 then it is bearish. I usually don't trade bearish seasons, but if you really want to, I'd advise you to change your risk factor to 0.002.

7.)  Once you are done executing your trades, copy and paste the appropriate date from columns F to L. Go to sheet Action Taken and paste it there. This step is not really necessary, but I like to keep a record of all my trade histories and to keep track of the stocks I've traded.

8.) Rinse and repeat every Sundays and Mondays.

And that's it! I know that it can be very overwhelming at first, but believe me, it will become habitual. What you can do is to practice the system first with Investagrams' virtual port. Also, if you have any questions, feel free to add and chat with me in Facebook. This is my FB profile page.

Expectations:
It usually takes the system 3 weeks to become profitable. Rest assured that we will be able to ride those big movers like how MAC, ANI, TUGS, and HVN moved before...believe me..I've back tested them.

And that's it for now! God bless!

PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD March 28, 2018

See below for the End of Day March 28, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

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Sector Analysis

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PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD March 23, 2018

See below for the End of Day March 23, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

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PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD March 16, 2018

See below for the End of Day March 16, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

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PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD March 9, 2018

See below for the End of Day March 9, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

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Sector Analysis

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PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD March 2, 2018

See below for the End of Day March 2, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

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PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD Feb. 26, 2018

See below for the End of Day Feb. 26, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

(click on the photo to enlarge)

Attempt to replicate Dual Momentum Part 2

This is an update to the Dual Momentum Portfolio that was begun in End of Day Feb. 8, 2018. You can read the article here: Attempt to replicate Dual Momentum Part 1.

Due to my work, I changed my selected day of transactions from Thursdays to Mondays.

These were the positions then:

I completely forgot to post an update of the actions taken on the portfolio last week, but these were what was done on Feb. 15, 2018 at the open:

So 2 things happened:
1.) We sold all 140 shares of ECP for falling below our stop loss point of -6% on transaction day. This is included in our blacklist and will remain there until recorded entry price becomes less than current price.
2.) We sold all 13,000 shares of TBGI for falling below our stop loss point of -6% on transaction day. This will be included in our blacklist and remain there until recorded entry price becomes less than current price.

Transaction day shifted to Mondays beginning Feb. 19, 2018. Based on Feb. 15, 2018, here are the momentum ranks:

So action taken this morning were as follows:

STR, ALHI, and WPI were added to the blacklist.

Here are our current holdings:

A 2.71% overall portfolio gain in 1 week++. Sadly, IMI fell near end of day today, so I can't touch that until next transaction day.

Remember the following rules:
1.) We check if the PSE Index is above MA 200. If index is below ma200, we sell all our positions and do not buy.
2.) Capital is equally (or as equal as I could make them) distributed over the 11 holdings.
3.) If a stock is no longer in our top 11, we sell it but only on transaction day.
4.) If the stock is below -6%, we sell it but only on transaction day.
5.) No consideration is given to entry price. Whether it is near resistance or support, we simply don't care. What matters is if it is included in the top 11 momentum ranks.

I am following a strict rule for the once a week transaction days because if I were to be managing multiple portfolios, it would be very difficult for me to check multiple ports on 1 day.

I'm currently managing 6 portfolios, with 3 more incoming. Imagine if it reaches 20 or more...it would be very hectic to check all of them mid-day so I can perform transactions while the market is open, all the more while I have a day job.

I'm quite disappointed with the results so far. My other momentum ranking model is doing much better. Here is a snapshot of that portfolio using a different momentum system but only with a 60k starting capital.

Anyway, let's see if the Dual Momentum model catches up.

Until the next update, God bless!

PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD Feb. 15, 2018

See below for the End of Day Feb. 15, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

(click on the photo to enlarge)

PSE Momentum and Relative/ Absolute Ranks, Sector Analysis EOD Feb. 12, 2018

See below for the End of Day Feb. 12, 2018 Momentum Ranks for the Philippine Stock Exchange.
(click on the photo to enlarge)

Relative and Absolute Momentum Ranks

(click on the photo to enlarge)

Sector Analysis

(click on the photo to enlarge)

Scan Results and Sector Analyis of Stocks in PSE EOD Feb. 8, 2018

Scan Results of Philippine Stocks end of day February 8, 2018

Sector Analysis

Attempt to replicate Dual Momentum Part 1

I recently just got the book of Gary Antonacci titled Dual Momentum Investing. Before reading the entire book, I usually cheat by checking out the table of contents and going directly to the chapter that catches my eye.

So I skipped to the chapter about relative momentum and absolute momentum. I recall seeing this in Betting On Harmonic's (BOH) model. Too bad I was too much of a newbie back then to fully appreciate it. On a side note, if you want to learn a systematic way of trading, I suggest you join BOH (but they recently increased their pricing, ouch!). 

Anyway, on to the replication. The first step is relative momentum which is to pick the best performing security out of a group. For this, I used sector analysis including the index. As expected, the Index had the highest momentum out of the group with a score of 16.76 (yay for Index tracking funds and ETFs!). 

The second step is to get absolute momentum and investing in a stock when its return is positive over a period of time....yeah...so I just used rate of change over a period of 12 months. These stocks need to have a higher score than 16.76. Dunno if its right but the testing is free anyway so let's get on with it!

Data used for portfolio creation was End-Of-Day (EOD) Feb. 6, 2018 and the shares were purchased at market open of Feb. 7, 2018 without regard for entry price nor looking at the charts except to check if the Index was above Moving Average 200 (this tells us if the market, in general, is bullish or bearish).

Capital is 100,000 allocating equal shares over 11 stocks. Why 11? Because 100k divided by 11 gives me approximately 9k pesos to allocate to each share and gives me leeway to go above the 8,000 peso "minimum" purchase amount against commissions, taxes, and fees as well as staying above 8k pesos when cutting losses. 

Rules are:

1. Portfolio transactions, such as buying and selling, will only happen once a week (Thursdays, since this is when I started this).
2. Cutloss: -6% or if the stock is no longer included in the top 11 rank.

This was what it looked like right before purchasing:

As of EOD Feb. 8, 2018, here are the results:

The 1.25% gain after 2 days was unexpected because it usually takes 3 weeks for blind entries like this to show gains, so it was a nice surprise. Other than TBGI at -5.6% so far so good. I'll update you next Thursday.

If you have suggestions on how to go about it, feel free to leave a comment below. Constructive criticism is always welcome.

Caveat and God Bless.

February 7, 2018 EOD Momentum and Scan Results

Feb. 7 Momentum Ranks

Scan Results

Sector Analysis