Performance of the strategy for past week

Past week we adjusted our positions. F had almost 30% weight before adjust. We believe its up space is not too much. So we reduced it weight by half. Also we use existing cash to buy four other stocks: DAZ, HOT, UBSI and SNDK. We will publish the exact weights of each stocks we are holding in next several weeks.

Except for the new added stocks, our portfolio performed pretty well for the past week. Here is a summary of the performance for the portfolio:

Report of our position's profit, and loss for period from 09-Apr-2010 to 16-Apr-2010 :

EL: from 65.46 to 67.89, P&L is 3.71% .

CREE: from 79.08 to 82.12, P&L is 3.84% .

PRGO: from 59 to 60.35, P&L is 2.29% .

F: from 12.72 to 13.42, P&L is 5.50% .

HUN: from 12.63 to 12.07, P&L is -4.43% .

NYB: from 17.43 to 17.56, P&L is 0.75% .

PNRA: from 82.82 to 83.74, P&L is 1.11% .

TRA: from 45.8 to 45.76, P&L is -0.09% .

For period from 09-Apr-2010 to 16-Apr-2010:

The biggest winner is: F, the return is 5.50%;

The biggest loser is: HUN, the return is -4.43%.

Total position changes: P&L is 2.02% .

For period from 09-Apr-2010 to 16-Apr-2010, RUI from 658.39 to 658.39, changed -0.12%


For period from 09-Apr-2010 to 16-Apr-2010, GSPC from 1194.37 to 1194.37, changed -0.19%


Report of our position's profit, and loss for period from 05-Mar-2010 to 16-Apr-2010 :

EL: from 61.66 to 67.89, P&L is 10.10% .

CREE: from 68.8 to 82.12, P&L is 19.36% .

PRGO: from 50.73 to 60.35, P&L is 18.96% .

F: from 13 to 13.42, P&L is 3.23% .

HUN: from 13.67 to 12.07, P&L is -11.70% .

NYB: from 15.6 to 17.56, P&L is 12.56% .

PNRA: from 78.04 to 83.74, P&L is 7.30% .

TRA: from 44.61 to 45.76, P&L is 2.58% .

For period from 05-Mar-2010 to 16-Apr-2010:

The biggest winner is: CREE, the return is 19.36%;

The biggest loser is: HUN, the return is -11.70%.

Total position changes: P&L is 9.33% .

For period from 05-Mar-2010 to 16-Apr-2010, RUI from 626.78 to 626.78, changed 4.91%


For period from 05-Mar-2010 to 16-Apr-2010, GSPC from 1138.7 to 1138.7, changed 4.69%

Please leave your suggestions or views.

Performance of the strategy for past week

For past week, our strategy outperformed market. Here is a summary of the performance:

From 01-Apr-2010 to 09-Apr-2010 :

EL: from 65.58 to 65.46, P&L is -0.18% .

CREE: from 70.6 to 79.08, P&L is 12.01% .

PRGO: from 59.08 to 59, P&L is -0.14% .

F: from 12.63 to 12.72, P&L is 0.71% .

HUN: from 12.35 to 12.63, P&L is 2.27% .

NYB: from 16.64 to 17.43, P&L is 4.75% .

PNRA: from 76.38 to 82.82, P&L is 8.43% .

TRA: from 45.81 to 45.72, P&L is -0.20% .

For period from 01-Apr-2010 to 09-Apr-2010:

The biggest winner is: CREE, the return is 12.01%;

The biggest loser is: TRA, the return is -0.20%.

Total position changes 2.78% .

For period from 01-Apr-2010 to 09-Apr-2010, RUI from 648.72 to 648.72, changed 1.49%

For period from 01-Apr-2010 to 09-Apr-2010, GSPC from 1178.1 to 1178.1, changed 1.38%

From 05-Mar-2010 to 09-Apr-2010 :

EL: from 61.66 to 65.46, P&L is 6.16% .

CREE: from 68.8 to 79.08, P&L is 14.94% .

PRGO: from 50.73 to 59, P&L is 16.30% .

F: from 13 to 12.72, P&L is -2.15% .

HUN: from 13.67 to 12.63, P&L is -7.61% .

NYB: from 15.6 to 17.43, P&L is 11.73% .

PNRA: from 78.04 to 82.82, P&L is 6.13% .

TRA: from 45.24 to 45.72, P&L is 1.06% .

For period from 05-Mar-2010 to 09-Apr-2010:

The biggest winner is: PRGO, the return is 16.30%;

The biggest loser is: HUN, the return is -7.61%.

Total position changes P&L is 5.57% .

For period from 05-Mar-2010 to 09-Apr-2010, RUI from 626.78 to 626.78, changed 5.04%

For period from 05-Mar-2010 to 09-Apr-2010, GSPC from 1138.7 to 1138.7, changed 4.89%

Performance of the strategy for past week

For past week, our portfolio had loss while the macro market was up. The main driver for the loss was from Ford's offer of warrants. The offering diluted Ford shares by 10%. So its big drop can be explained.

Here is the summary of the performance:

For period from 26-Mar-2010 to 01-Apr-2010 :

EL: from 63.92 to 65.58, P&L is 2.60% .

CREE: from 70.13 to 70.6, P&L is 0.67% .

PRGO: from 56.79 to 59.08, P&L is 4.03% .

F: from 13.86 to 12.63, P&L is -8.87% .

HUN: from 12.7 to 12.35, P&L is -2.76% .

NYB: from 16.35 to 16.64, P&L is 1.77% .

PNRA: from 76.91 to 76.38, P&L is -0.69% .

TRA: from 45.86 to 45.81, P&L is -0.11% .

For period from 26-Mar-2010 to 01-Apr-2010:

The largest winner is: PRGO, the return is 4.03%;

The largest loser is: F, the return is -8.87%.

Total position changes: from 25917.67 to 25498.72, P&L is -1.62% .

For period from 26-Mar-2010 to 01-Apr-2010, RUI from 642.06 to 642.06, changed 1.04%

For period from 26-Mar-2010 to 01-Apr-2010, GSPC from 1166.59 to 1166.59, changed 0.99%

For period from 05-Mar-2010 to 01-Apr-2010 :

EL: from 61.66 to 65.58, P&L is 6.36% .

CREE: from 68.8 to 70.6, P&L is 2.62% .

PRGO: from 50.73 to 59.08, P&L is 16.46% .

F: from 13 to 12.63, P&L is -2.85% .

HUN: from 13.67 to 12.35, P&L is -9.66% .

NYB: from 15.6 to 16.64, P&L is 6.67% .

PNRA: from 78.04 to 76.38, P&L is -2.13% .

TRA: from 45.24 to 45.81, P&L is 1.26% .

For period from 05-Mar-2010 to 01-Apr-2010:

The largest winner is: PRGO, the return is 16.46%;

The largest loser is: HUN, the return is -9.66%.

Total position changes: from 24825.54 to 25498.72, P&L is 2.71% .

For period from 05-Mar-2010 to 01-Apr-2010, RUI from 626.78 to 626.78, changed 3.50%

For period from 05-Mar-2010 to 01-Apr-2010, GSPC from 1138.7 to 1138.7, changed 3.46%