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$61.22114.02%
BAP$76.30103.80%
BMC$35.64Symbol No Longer Exists
CPRT$42.55-20.75%
ELMG$30.24Symbol No Longer Exists
HAST$9.33-67.95%
KTEC$34.53-62.90%
MATK$29.58Symbol No Longer Exists
MBT$101.79-83.45%
MLHR$32.39-5.00%
NOK$38.39-77.49%
NVDA$34.02-43.92%
PMTC$17.85Symbol No Longer Exists
PTNR$22.08-66.53%
TTES$47.01Symbol No Longer Exists
UNTD$11.821.69%
WDC$30.21226.12%
WPC$33.20104.79%

Average Return: 9.42%

Success Rate: 38.46%

Tracking Started: 01-02-2008

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