Position Date Return Days Call
BKI 5/31/2011 0.91% 67 Hold
CFI 6/22/2011 9.21% 45 Hold
SE 6/27/2011 -6.12% 40 Hold
AWR 7/5/2011 -4.95% 32 Hold
CLH 7/6/2011 -1.56% 31 Hold
GCI 7/14/2011 -20.65% 23 Hold
AGO 8/5/2011 -2.59% 1 Buy

Mousetrap Return -3.68%
S&P Return -7.49%

Mousetrap Annualized -39.35%
S&P Annualized -80.13%

Annualized Advantage 40.78%

Outperforming the S&P may not be good enough, of course...

Keep in mind that this is an untimed model. The goal is to do better than the S&P (which in this case appears to be "losing money slower than the stock market"). We'll see. There are a number of small caps here, and they are more volatile than the market as a whole. I'm quite intrigued to see how the model does during a serious decline.

I do note, however, that of the 7 selections so far, two are utilities. That should put some brakes on the decline.

If I seem non-plussed it's because I've been running a short XLE position that's been serving as a decent hedge overall. But that's just a personal hedge, and not a part of this model. This model is long only, and untimed.

Good luck out there.

Tim