Monday, November 30, 2009

November Average Return:1.2%

We close all positions except those opened on November 23.
Live Portfolio:
No.Open DateLongOpenLastShortOpenLastNet Return
12009-11-23FIS23.0622.6MA233.49240.86-5.2%
22009-11-23URI9.79.22GWW98.5797.7-4.1%
32009-11-23GME25.824.41ROST44.143.98-5.1%


Closed Pairs:
No.Open DateLongOpenCloseShortOpenCloseClose DateNet Return
12009-11-05UNH27.9528.76CYH33.5832.822009-11-125.2%
22009-11-05CVH21.7822.71CYH33.5832.822009-11-126.5%
32009-11-05ORLY37.3139.31PSS19.4219.862009-11-123.1%
42009-11-05ORLY37.3138.78ANF33.1239.932009-11-30-16.6%
52009-11-06TSN12.6512.02HANS33.2234.972009-11-30-10.2%
62009-11-06TSN12.6512.02AVP3334.252009-11-30-8.8%
72009-11-06WLP50.7254.03PDLI8.248.172009-11-307.4%
82009-11-09BDX70.8274.8HSP46.9646.952009-11-305.6%
92009-11-12EQR31.2532.21HRP6.736.142009-11-3011.8%
102009-11-12SPG72.2172.66HRP6.736.142009-11-309.4%
112009-11-13NDAQ18.9218.68MCO23.5923.232009-11-30.3%
NovCulmulative13.7%
NovAverage1.2%
OctCulmulative59.7%
OctAverage6.6%

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