Thursday, November 5, 2009

Performance in October

Following are the performance of the model in October:
The cumulative return is around 60%, and the return on the account is close to 25% in one month.












No. Long Short Open(MOO) Close Net Return
1 AN GPS 2009-10-05 2009-10-20 11.20%
2 AN PSS 2009-10-05 2009-10-20 -5.80%
3 Y AJG 2009-10-05 2009-10-20 -4.30%
4 Y MBI 2009-10-05 2009-10-20 21.21%
5 INTU JKHY 2009-10-05 2009-10-20 2.20%
6 WRB ORI 2009-10-06 2009-10-27 5.80%
7 BKC WYNN 2009-10-21 2009-10-27 9.40%
8 PENN BOBE 2009-10-28 2009-11-04 11.57%
9 PENN CCL 2009-10-28 2009-11-04 8.37%

The original public posts are: Link

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