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$61.22109.87%
BAP$76.30103.24%
BMC$35.64Symbol No Longer Exists
CPRT$42.55-19.08%
ELMG$30.24Symbol No Longer Exists
HAST$9.33-67.95%
KTEC$34.53-61.89%
MATK$29.58Symbol No Longer Exists
MBT$101.79-81.87%
MLHR$32.39-8.24%
NOK$38.39-78.20%
NVDA$34.02-42.83%
PMTC$17.85Symbol No Longer Exists
PTNR$22.08-67.57%
TTES$47.01Symbol No Longer Exists
UNTD$11.828.04%
WDC$30.21240.98%
WPC$33.20105.66%

Average Return: 10.78%

Success Rate: 38.46%

Tracking Started: 01-02-2008

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