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%