Longs for tomorrow, 2/9/2006: USU BOOM WSSI SNWL CMED NMTI PGIC LEA GM INFA Note: the list here is for reference only, my model has not given buy signals yet.
Longs for tomorrow, 2/10/2006: ERES PXD ACL THE NFX KWK COG RRC SWN SM Note: the list here is for reference only, my model has not given buy signals yet.
Watch list for longs next Monday, 2/13/2006: OSUR UNTD FCX ENG BNT CMED ACI CESV EGY SUN The account net PL is $19,666 up to now. We mainly stay in sideline during this week.
forgive me if i jump in but I read your thread and cannot see anywhere what was your starting capital ? thanks
Thanks for the question. I did not say clearly how much capital used in this system. The starting capital is based on max number of positions and size for each position. Currently we use $1.2m. The size for each position is $12,000-. Because the number of shares is round to 100 in most cases, the average size is around $10,800. The max positions we can have is 110 (with the 11 days holding period, max 10 new positions per day).
Watch list for tomorrow, 2/14/2006: long list: AVII HMY OS SLW PCU TIE WTZ AUY PDC WPSC short list: JBHT GRMN OSIP AMKR QLTI TASR CELL
We are going to add longs today to test water. The stocks among the last 5 day's list and show worst return will be our first choice. This approach is a little twist of our original system, which has no longs at all in Feb. So play carefully, and enter long positions only when nasdaq is close above yesterday's high.
Long positions entered today, 2/14/2006: Date Entry Symbol Long/Short Shares Entry Price 2/14/06 AVII 1 1600 7.15 2/14/06 HMY 1 800 14.98 2/14/06 OS 1 300 35.76 2/14/06 SLW 1 1700 7 2/14/06 PCU 1 100 80.51 2/14/06 TIE 1 100 69.3 2/14/06 WTZ 1 800 14.72 2/14/06 AUY 1 1500 7.79 2/14/06 PDC 1 600 17.46 2/14/06 WPSC 1 800 14.99 The following positions were entered because they have worst peformance during 2/1/2006 ~ 2/13/2006. This list should be treated as experiment. CESV 1 1700 6.84 SWN 1 300 32.85 GOOG 1 0 343.32 GSX 1 2000 5.93 NVTL 1 1200 9.9 WSSI 1 800 13.92 ENER 1 200 42.29 PTEN 1 300 30.45 THE 1 300 35.9 KCS 1 500 23.01 NEOL 1 1100 10.15 JBLU 1 1000 11.14 RRC 1 400 24.27 TOL 1 400 29.88 SNWL 1 1700 6.86 KWK 1 200 40.14 ESV 1 200 44.4 AMLN 1 300 37.21 TOL 1 400 29.88 SPF 1 300 34.7 Account is 27% in longs, no shorts, and 73% in cash. Stop: $10,000
Longs entered today, 2/15/2006: Symbol Long/Short Share Entry_Price BIVN 1 1400 8.1 RIG 1 100 70.2 ERS 1 700 16.5 VPHM 1 600 19.75 ASPV 1 500 23.38 ATVI 1 900 12.47 IDNX 1 1500 7.81 RDC 1 300 39.66 BRCM 1 100 66.86 CDIS 1 300 34.24 Long=1/Short=-1