CRMCM.Typepad.com

Description:

Quantitative trading strategy designed to outperform the S&P500 on a yearly basis. Expected yearly return is 3x the S&P500. View website for more information.

http://crmcm.typepad.com

Performance Feb-07-Dec-07: +40.8% vs. S&P500 +1.9%

* Portfolio performance initiated February 2007.
SymbolStart PriceReturn Value
ANSR$4.84Symbol No Longer Exists
ASR$61.22119.80%
BAP$76.30110.16%
BMC$35.64Symbol No Longer Exists
CPRT$42.55-13.40%
ELMG$30.24Symbol No Longer Exists
HAST$9.33-67.95%
KTEC$34.53-63.22%
MATK$29.58Symbol No Longer Exists
MBT$101.79-92.03%
MLHR$32.39-9.73%
NOK$38.39-78.93%
NVDA$34.02-39.54%
PMTC$17.85Symbol No Longer Exists
PTNR$22.08-75.72%
TTES$47.01Symbol No Longer Exists
UNTD$11.8224.70%
WDC$30.21274.41%
WPC$33.20118.28%

Average Return: 15.91%

Success Rate: 38.46%

Tracking Started: 01-02-2008

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