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08/30/2011 update
Condition Bear Market
S&P Target 970
Hedge XLE -5.19%
Position Date Return Days Call
BKI 5/31/2011 9.80% 91 Hold
CFI 6/22/2011 2.12% 69 Hold
SE 6/27/2011 -2.53% 64 Hold
AWR 7/5/2011 -3.64% 45 Closed
CLH 7/6/2011 1.25% 55 Hold
GCI 7/14/2011 -14.62% 47 Buy
AGO 8/5/2011 10.64% 25 Hold
DISH 8/10/2011 5.49% 20 Hold
NA NA NA NA NA
NA NA NA NA NA
Mousetrap Return 1.06%
S&P Return -6.04%
Hedged Return -3.48%
Mousetrap Annualized 7.47%
S&P Annualized -42.45%
Hedge Annualized -24.43%
Annualized Advantage 49.92%
Hedged Advantage 18.02%
As noted, the hedged is underperforming on an uptick. The hedged position controls volatility, but it can be a little boring sometimes.
Of course, right now I’m happy to be spared the excitement…
Tim
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