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08/29/2011 update
Condition Bear Market
S&P Target 970
Hedge XLE -4.57%
Position Date Return Days Call
BKI 5/31/2011 8.21% 90 Hold
CFI 6/22/2011 6.57% 68 Hold
SE 6/27/2011 -2.12% 63 Hold
AWR 7/5/2011 -3.64% 45 Closed
CLH 7/6/2011 3.30% 54 Hold
GCI 7/14/2011 -15.06% 46 Buy
AGO 8/5/2011 12.57% 24 Hold
DISH 8/10/2011 5.40% 19 Hold
NA NA NA NA NA
NA NA NA NA NA
Mousetrap Return 1.90%
S&P Return -6.24%
Hedged Return -2.10%
Mousetrap Annualized 13.60%
S&P Annualized -44.57%
Hedge Annualized -14.97%
Annualized Advantage 58.17%
Hedged Advantage 29.61%
The non-hedged, long only version of the model is back to positive.
GCI is still the selected buy, even after gaining 8% today.
Hedged is, as I mentioned before, trailing during an uptick.
Bear market rallies tend to be rather volatile, and long term target is still around 970 for the S&P.
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