Long following stocks at Market Open on February 16, 2010:
ACE
BKC
CNW
ISIL
JNY
LEAP
MCHP
NCI
NSM
PEP
PL
SAI
SLAB
SMTC
TCO
TXN
XL
Short following stocks at Market Open on February 16, 2010:
ALV
BA
BDK
BMRN
COV
EFX
FITB
ILMN
KEY
LBTYA
MHP
NTY
RF
RGC
TJX
WSC
ZION
Monday, February 15, 2010
Saturday, February 6, 2010
January Portfolio is working well:2.4% outperforming the market 8.5%
Long 19/01/2010 2010-02-05 Return
AWH 45.56 44.91 -1.4%
BGP 1.19 1.16 -2.5%
BJ 33.62 33.99 1.1%
GILD 45.76 46.38 1.4%
IRM 24.35 22.1 -9.2%
KR 20.67 21.18 2.5%
ORI 10.36 10.44 0.8%
PALM 13.58 10.38 -23.6%
PX 80.74 74.01 -8.3%
RCII 19.43 22.09 13.7%
RE 84.8 83.28 -1.8%
SMG 41.49 38.87 -6.3%
STU 49.01 41.45 -15.4%
STZ 16.38 15.33 -6.4%
SVU 14.42 14.59 1.2%
SWY 21.3 22.05 3.5%
Long Return -50.9%
Short 19/01/2010 2010-02-05 Return
ADBE 35.87 32.77 8.6%
ADI 29.03 26.9 7.3%
ADM 30.5 30.61 -0.4%
AET 32.3 29.61 8.3%
AGN 60.17 58.03 3.6%
ALTR 21.47 21.68 -1.0%
AMD 8.84 7.35 16.9%
ATK 88.06 77.64 11.8%
AVB 79.08 75.59 4.4%
AVT 28.09 26.81 4.6%
BDX 76.42 74.89 2.0%
BMS 29.79 27.84 6.5%
CFL 41.85 40.95 2.2%
CPRT 35.1 33.21 5.4%
CPT 40.55 38.29 5.6%
DIS 30.59 29.54 3.4%
Short Return 89.3%
Toral Net Return:38.3%
Net Return on investment:2.4%
S&P 500 Index:-6.1%
AWH 45.56 44.91 -1.4%
BGP 1.19 1.16 -2.5%
BJ 33.62 33.99 1.1%
GILD 45.76 46.38 1.4%
IRM 24.35 22.1 -9.2%
KR 20.67 21.18 2.5%
ORI 10.36 10.44 0.8%
PALM 13.58 10.38 -23.6%
PX 80.74 74.01 -8.3%
RCII 19.43 22.09 13.7%
RE 84.8 83.28 -1.8%
SMG 41.49 38.87 -6.3%
STU 49.01 41.45 -15.4%
STZ 16.38 15.33 -6.4%
SVU 14.42 14.59 1.2%
SWY 21.3 22.05 3.5%
Long Return -50.9%
Short 19/01/2010 2010-02-05 Return
ADBE 35.87 32.77 8.6%
ADI 29.03 26.9 7.3%
ADM 30.5 30.61 -0.4%
AET 32.3 29.61 8.3%
AGN 60.17 58.03 3.6%
ALTR 21.47 21.68 -1.0%
AMD 8.84 7.35 16.9%
ATK 88.06 77.64 11.8%
AVB 79.08 75.59 4.4%
AVT 28.09 26.81 4.6%
BDX 76.42 74.89 2.0%
BMS 29.79 27.84 6.5%
CFL 41.85 40.95 2.2%
CPRT 35.1 33.21 5.4%
CPT 40.55 38.29 5.6%
DIS 30.59 29.54 3.4%
Short Return 89.3%
Toral Net Return:38.3%
Net Return on investment:2.4%
S&P 500 Index:-6.1%
Saturday, January 16, 2010
New Method for New Year
We change pairs trading to long/short trading: Long equal value in several stocks and short same amount of another set stocks.
We will long following 16 stocks on Monday at MOO:
AWH
BGP
BJ
GILD
IRM
KR
ORI
PALM
PX
RCII
RE
SMG
STU
STZ
SVU
SWY
and short following stocks on Monday at MOO:
ADBE
ADI
ADM
AET
AGN
ALTR
AMD
ATK
AVB
AVT
BDX
BMS
CFL
CPRT
CPT
DIS
We will long following 16 stocks on Monday at MOO:
AWH
BGP
BJ
GILD
IRM
KR
ORI
PALM
PX
RCII
RE
SMG
STU
STZ
SVU
SWY
and short following stocks on Monday at MOO:
ADBE
ADI
ADM
AET
AGN
ALTR
AMD
ATK
AVB
AVT
BDX
BMS
CFL
CPRT
CPT
DIS
Sunday, December 6, 2009
Trading for December
We will open these ten pairs on Monday at MOO:
| No. | Open Date | Long | Sector | Industry | Short | Industry |
| 1 | 2009-12-07 | JBT | Industrials | Machinery | TKR | Machinery |
| 2 | 2009-12-07 | LTM | Consumer Discretionary | Hotels Restaurants & Leisure | MCD | Hotels Restaurants & Leisure |
| 3 | 2009-12-07 | MCY | Financials | Insurance | AWH | Insurance |
| 4 | 2009-12-07 | FSLR | Industrials | Electrical Equipment | EMR | Electrical Equipment |
| 5 | 2009-12-07 | TTC | Industrials | Machinery | TRN | Machinery |
| 6 | 2009-12-07 | TTC | Industrials | Machinery | BUCY | Machinery |
| 7 | 2009-12-07 | OSG | Energy | Oil, Gas & Consumable Fuels | MEE | Oil, Gas & Consumable Fuels |
| 8 | 2009-12-07 | WRC | Consumer Discretionary | Textiles, Apparel & Luxury Goo | NKE | Textiles, Apparel & Luxury Goo |
| 9 | 2009-12-07 | AEO | Consumer Discretionary | Specialty Retail | TIF | Specialty Retail |
| 10 | 2009-12-07 | WTNY | Financials | Commercial Banks | MTB | Commercial Banks |
Monday, November 30, 2009
November Average Return:1.2%
We close all positions except those opened on November 23.
Live Portfolio:
Closed Pairs:
Live Portfolio:
| No. | Open Date | Long | Open | Last | Short | Open | Last | Net Return |
| 1 | 2009-11-23 | FIS | 23.06 | 22.6 | MA | 233.49 | 240.86 | -5.2% |
| 2 | 2009-11-23 | URI | 9.7 | 9.22 | GWW | 98.57 | 97.7 | -4.1% |
| 3 | 2009-11-23 | GME | 25.8 | 24.41 | ROST | 44.1 | 43.98 | -5.1% |
Closed Pairs:
| No. | Open Date | Long | Open | Close | Short | Open | Close | Close Date | Net Return |
| 1 | 2009-11-05 | UNH | 27.95 | 28.76 | CYH | 33.58 | 32.82 | 2009-11-12 | 5.2% |
| 2 | 2009-11-05 | CVH | 21.78 | 22.71 | CYH | 33.58 | 32.82 | 2009-11-12 | 6.5% |
| 3 | 2009-11-05 | ORLY | 37.31 | 39.31 | PSS | 19.42 | 19.86 | 2009-11-12 | 3.1% |
| 4 | 2009-11-05 | ORLY | 37.31 | 38.78 | ANF | 33.12 | 39.93 | 2009-11-30 | -16.6% |
| 5 | 2009-11-06 | TSN | 12.65 | 12.02 | HANS | 33.22 | 34.97 | 2009-11-30 | -10.2% |
| 6 | 2009-11-06 | TSN | 12.65 | 12.02 | AVP | 33 | 34.25 | 2009-11-30 | -8.8% |
| 7 | 2009-11-06 | WLP | 50.72 | 54.03 | PDLI | 8.24 | 8.17 | 2009-11-30 | 7.4% |
| 8 | 2009-11-09 | BDX | 70.82 | 74.8 | HSP | 46.96 | 46.95 | 2009-11-30 | 5.6% |
| 9 | 2009-11-12 | EQR | 31.25 | 32.21 | HRP | 6.73 | 6.14 | 2009-11-30 | 11.8% |
| 10 | 2009-11-12 | SPG | 72.21 | 72.66 | HRP | 6.73 | 6.14 | 2009-11-30 | 9.4% |
| 11 | 2009-11-13 | NDAQ | 18.92 | 18.68 | MCO | 23.59 | 23.23 | 2009-11-30 | .3% |
| Nov | Culmulative | 13.7% | |||||||
| Nov | Average | 1.2% | |||||||
| Oct | Culmulative | 59.7% | |||||||
| Oct | Average | 6.6% |
Sunday, November 22, 2009
New pairs to hold for the last week of November
Open on Monday, November 23 at MOO:
| No. | Open Date | Long | Sector | Industry | Short | Sector | Industry |
| 1 | 2009-11-23 | FIS | Information Technology | IT Services | MA | Information Technology | IT Services |
| 2 | 2009-11-23 | URI | Industrials | Trading Companies & Distributo | GWW | Industrials | Trading Companies & Distributo |
| 3 | 2009-11-23 | GME | Consumer Discretionary | Specialty Retail | ROST | Consumer Discretionary | Specialty Retail |
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