Saturday, April 26, 2008

Returns for the week ending 4/25/08:

Strategic Growth Model (SGM) portfolio = +0.3%
Value of $10,000 invested at inception: $44,170

SGM portfolio holdings for next week (10 positions):
Holdings: RIMM TITN BUCY CLR MOS ARD BIDU NGS SOL WSCI
SELL: TNH
BUY: WSCI

SGM hedge position next week:
net-50%-long – use 2/3 of funds to buy equal positions in the stocks above, use 1/6 of funds to buy TWM (TWM is 2x inverse Proshares ETF on Russell 2000 index), remainder in cash

Saturday, April 19, 2008


Returns for the week ending 4/18/08:

Strategic Growth Model (SGM) portfolio = +2.0%
Value of $10,000 invested at inception: $44,022

SGM portfolio holdings for next week (10 positions):
Holdings: RIMM BUCY TITN CLR MOS ARD BIDU NGS SOL TNH
SELL: ISRG
BUY: BUCY SOL TNH

SGM hedge position next week:
net-50%-long - use 1/6 of funds to buy TWM (TWM is 2x inverse Proshares ETF on Russell 2000 index)

Friday, April 11, 2008

Performance since Oct '07 Market Top

Model Returns since 10/1/07 (Market Top):

Strategic Growth Model (SGM) portfolio: +16.4%

Vs. S&P 500: -13.5%

In the 6 months since the beginning of the market correction, the Strategic Growth Model (SGM) portfolio has outperformed the benchmark index by +29.9%. This turbulent market is providing an excellent stress test for the system.
Returns for the week ending 4/11/08:

Strategic Growth Model (SGM) portfolio = +4.1%
Value of $10,000 invested at inception: $43,165

SGM Portfolio holdings for next week (8 positions):
Holdings: TITN CLR RIMM MOS ISRG ARD BIDU NGS
SELL: GHM TNE HOLX
BUY: ISRG

SGM hedge position next week:
market neutral - Market neutral net position using TWM (2x inverse R2K Proshares ETF)

Saturday, April 5, 2008



Returns for week ending 4/4/08:

Strategic Growth Model (SGM) portfolio = +1.4%
Value of $10,000 invested at inception: $41,447

SGM portfolio holdings for next week (10 positions):
Holdings: TNE RIMM TITN CLR MOS ARD GHM HOLX BIDU NGS
SELL: ISRG LKQX
BUY: GHM HOLX BIDU NGS

SGM hedge position next week:
Market neutral position using 1/3 of funds to buy TWM (2x inverse R2K Proshares ETF)