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!