The long positions entered today (1/25/2006) Symbol Long/Short Shares Entry Price NMGC 1 1400 8.22 BIDU 1 200 56.42 IIJI 1 1100 10.47 PWEI 1 600 18.92 OPWV 1 600 17.99 FOXH 1 400 27.44 RIMM 1 100 65.09 KNX 1 500 20.34 VCLK 1 600 18.4 UTSI 1 1700 7.01 *long=1/short=-1 Account net P&L: $5568 Avg P&L: 0.77%/trade
The long positions entered today (1/26/2006) Symbol Long/Short Shares Entry Price FLSH 1 400 29.55 29.55 BIDU 1 200 51.86 51.86 LEXR 1 1500 7.5699 7.5699 ANTP 1 600 18.235 18.235 ATVI 1 800 14.09 14.09 TOL 1 300 34.71 34.71 XJT 1 1600 7.06 7.06 TLAB 1 900 12.57 12.57 TTWO 1 700 17.03 17.03 RBAK 1 800 14.62 14.62 *long=1/short=-1 Account net P&L: $14,022 Avg P&L: 1.49%/trade
The long positions entered today (1/27/2006) Symbol Long/Short Shares Entry Price JNPR 1 600 17.48 FOXH 1 400 24.75 XJT 1 1700 7.01 TALX 1 300 32.24 TTWO 1 800 14.69 PLAY 1 300 31.12 AAPL 1 100 72.03 BMD 1 1500 7.57 RRC 1 400 28.37 JAH 1 400 24.62 *long=1/short=-1
Forgot to put the long orders last friday. Here are the longs we want to have today, 1/30/2006. TTWO BCRX NVTL AFFX WIND FLSH FOXH QLTI UHCO JBLU
The long positions entered today (1/30/2006) Symbol Long/Short Shares Entry Price TTWO 1 700 16.19 BCRX 1 600 18.99 NVTL 1 1100 10.88 AFFX 1 300 37.69 WIND 1 800 13.58 FLSH 1 400 29.14 FOXH 1 500 23.99 QLTI 1 2000 6 UHCO 1 700 16.9 JBLU 1 900 13.01 *long=1/short=-1 Account net P&L: +$19,718.
The long positions entered today (1/31/2006) Symbol Long/Short Shares Entry Price MATK 400 28.8 28.8 FOXH 400 26.87 26.87 INGR 300 38.21 38.21 EXEL 1100 10.78 10.78 CWTR 500 20.4 20.4 ADSK 200 40.59 40.59 WEBM 1500 7.71 7.71 SSCC 900 12.79 12.79 LWSN 1600 7.36 7.36 TTWO 700 15.8599 15.8599 *long=1/short=-1 Account net P&L: +$25,793.
Statistically Feb and Mar are not good months for this strategy. So we will mainly stay in the sideline. We will exit our existing positions after 11 holding days.