Performance of this model is measured in
terms of absolute return. The portfolio
consists of multiple asset classes, not just
equities. A comparison with S&P 500 is also
published.
|
|
|
Since Inception to Date*
Model portfolio return
154.46%
S&P 500 return
for the period
-20.07%
Model return in excess of
S&P 500
174.53%
MSCI ACWI return for the period
-29.60%
Model return
in excess of
MSCI ACWI
184.06.%
*To the
date of the last update from the inception
in 2007
|
2010 to Date
Model portfolio return
16.03%
S&P 500 return
for the period
-1.85%
Model return in excess of
S&P 500
17.88%
MSCI ACWI return for the period
-6.58%
Model return
in excess of
MSCI ACWI
22.61%
*To the
date of the last update |
2009
Model portfolio return
47.26%
S&P 500 return for
the period
23.50%
Model return in excess of
S&P 500
23.76%
MSCI ACWI return for the period
31.49%
Model return
in excess of
MSCI ACWI
15.77%
|
2008
Model portfolio return
42.90%
S&P 500 return for
the period
-36.10%
Model return in excess of
S&P 500
79.00%
MSCI ACWI return for the period
-43.70%
Model return
in excess of
MSCI ACWI
86.60%
|
2007
Model portfolio return
4.20%
S&P 500 return for
the period
3.30%
Model return in excess of
S&P 500
0.90%
MSCI ACWI return for the period
-3.70%
Model return
in excess of
MSCI ACWI
7.90%
|
|
Performance of the individual trades is
based on the blog entries that are date and
time stamped by Google and following the
trade management guidelines of the ZYX
Change Method. All details of trade
management may not be on the blog as the
blog is kept concise.
Purpose of these blog entries is to
demonstrate the power of the ZYX Change
Method in a variety of time frames ranging
from years to hours in both bull and bear
markets. Typically, these stocks have enough
liquidity to easily enter or exit large
sizes.
|
Number of
winning positions: 121
Number of losing positions: 7
Average annualized % return per position:
246.38%
|
|
Symbol |
Long/Short |
Average Days Held |
% Return |
% Annualized Return |
Exit Date |
|
GENZ |
SS |
2 |
4.83% |
880.79% |
5/27/10 |
|
FAZ |
SS |
1 |
13.41% |
4895.25% |
5/21/10 |
|
JEC |
SS |
40 |
9.84% |
89.75% |
5/19/10 |
|
COCO |
SS |
1 |
10.01% |
3652.22% |
5/18/10 |
|
APOL |
SS |
1 |
8.57% |
3127.69% |
5/18/10 |
|
AFL |
L |
1 |
5.64% |
2059.67% |
5/10/10 |
|
EWI |
L |
4 |
15.38% |
1403.31% |
5/10/10 |
|
MFE |
SS |
264 |
25.18% |
34.82% |
5/7/10 |
|
MDT |
SS |
149 |
3.50% |
8.58% |
5/7/10 |
|
MHS |
SS |
119 |
13.71% |
42.05% |
5/7/10 |
|
VECO |
SS |
8 |
7.18% |
328.16% |
5/7/10 |
|
STJ |
SS |
4 |
4.01% |
365.90% |
3/19/10 |
|
NFLX |
SS |
1 |
2.33% |
4504.75% |
3/16/10 |
|
ABX |
SS |
7 |
7.73% |
403.13% |
2/25/10 |
|
AVAV |
SS |
105 |
21.60% |
75.08% |
2/22/10 |
|
BCRX |
SS |
88 |
20.42% |
84.68% |
2/22/10 |
|
GCZ9 |
SS |
31 |
5.30% |
62.35% |
1/15/10 |
|
ABX |
SS |
22 |
13.86% |
229.93% |
1/15/10 |
|
AAP |
SS |
231 |
11.07% |
17.50% |
1/15/10 |
|
QGLY |
SS |
213 |
37.50% |
64.26% |
1/15/10 |
|
NVDA |
SS |
19 |
3.24% |
62.29% |
1/15/10 |
|
NVAX |
SS |
44 |
23.91% |
198.32% |
1/15/10 |
|
APT |
SS |
49 |
21.87% |
162.90% |
1/15/10 |
|
WAG |
SS |
71 |
8.96% |
46.06% |
1/15/10 |
|
PAR |
SS |
12 |
13.85% |
421.37% |
1/15/10 |
|
PPC |
L |
433 |
182.08% |
153.49% |
12/30/09 |
|
BTIM |
SS |
1 |
13.93% |
5083.17% |
12/11/09 |
|
APOL |
SS |
164 |
19.33% |
43.03% |
12/10/09 |
|
VCI |
L |
1 |
9.37% |
3420.57% |
12/9/09 |
|
HEB |
SS |
11 |
56.43% |
1872.40% |
12/8/09 |
|
AZO |
SS |
192 |
2.71% |
5.15% |
12/7/09 |
|
AFFX |
SS |
159 |
17.17% |
39.41% |
12/7/09 |
|
BBH |
SS |
171 |
-7.21% |
-15.39% |
12/4/09 |
|
EPI |
L |
232 |
82.96% |
130.52% |
11/27/09 |
|
GCZ9 |
SS |
3 |
1.35% |
163.83% |
11/27/09 |
|
UYG |
L |
225 |
98.04% |
159.05% |
11/23/09 |
|
GCZ9 |
SS |
1 |
1.63% |
595.14% |
11/19/09 |
|
GCZ9 |
SS |
1 |
1.07% |
390.81% |
11/13/09 |
|
CVS |
L |
5 |
7.46% |
544.43% |
11/10/09 |
|
GCZ9 |
SS |
1 |
0.73% |
267.93% |
11/9/09 |
|
GRMN |
SS |
13 |
18.06% |
507.10% |
10/28/09 |
|
CNX |
SS |
1 |
8.61% |
3143.98% |
10/22/09 |
|
AMGN |
SS |
109 |
4.47% |
14.96% |
10/21/09 |
|
INTC |
SS |
3 |
6.37% |
775.10% |
10/16/09 |
|
NUVA |
L |
3 |
7.20% |
875.52% |
10/16/09 |
|
NNI |
SS |
52 |
12.15% |
85.31% |
10/6/09 |
|
CLZ9 |
SS |
1 |
2.61% |
952.29% |
10/2/09 |
|
CLZ9 |
SS |
1 |
2.24% |
817.15% |
10/1/09 |
|
CDE |
L |
80 |
77.77% |
354.83% |
9/24/09 |
|
OWW |
SS |
30 |
-9.50% |
-115.58% |
7/17/09 |
|
BTU |
SS |
26 |
13.42% |
188.35% |
7/15/09 |
|
CNX |
SS |
26 |
23.42% |
328.84% |
7/15/09 |
|
EXPE |
SS |
23 |
9.62% |
152.59% |
7/10/09 |
|
MLM |
SS |
27 |
4.38% |
59.27% |
7/8/09 |
|
CLQ9 |
SS |
7 |
14.13% |
736.98% |
7/8/09 |
|
TIVO |
SS |
3 |
14.37% |
1747.89% |
7/2/09 |
|
PCLN |
SS |
9 |
-3.14% |
-127.47% |
6/26/09 |
|
WLP |
SS |
4 |
4.45% |
406.46% |
6/24/09 |
|
HUM |
L |
1 |
6.95% |
2536.88% |
6/18/09 |
|
SLM |
SS |
1 |
11.91% |
4348.09% |
6/18/09 |
|
NNI |
SS |
1 |
5.94% |
2168.32% |
6/18/09 |
|
VMC |
SS |
1 |
0.16% |
59.42% |
6/12/09 |
|
S |
L |
72 |
69.75% |
353.57% |
6/10/09 |
|
MRNA |
SS |
1 |
35.90% |
13102.56% |
6/10/09 |
|
YCS |
L |
9 |
3.90% |
158.10% |
6/10/09 |
|
IVC |
SS |
53 |
2.34% |
16.13% |
6/9/09 |
|
QDEL |
SS |
21 |
-10.81% |
-187.81% |
6/9/09 |
|
IP |
SS |
29 |
-4.53% |
-56.97% |
6/9/09 |
|
MWV |
SS |
29 |
-1.20% |
-15.13% |
6/9/09 |
|
WY |
SS |
29 |
3.60% |
45.34% |
6/9/09 |
|
COL |
SS |
4 |
4.90% |
446.94% |
6/9/09 |
|
LLY |
SS |
1 |
3.65% |
1333.85% |
6/9/09 |
|
INCY |
SS |
1 |
15.18% |
5540.96% |
6/9/09 |
|
ALKS |
SS |
1 |
6.52% |
2380.43% |
6/9/09 |
|
AMLN |
SS |
1 |
1.65% |
603.04% |
6/9/09 |
|
ALXN |
SS |
1 |
1.99% |
728.06% |
6/9/09 |
|
OSIP |
SS |
7 |
6.00% |
313.00% |
6/8/09 |
|
SNTA |
SS |
7 |
22.47% |
1171.83% |
6/8/09 |
|
EXEL |
SS |
7 |
9.04% |
471.20% |
6/8/09 |
|
PARD |
L |
7 |
11.91% |
621.03% |
6/8/09 |
|
BA |
SS |
3 |
0.38% |
45.74% |
6/8/09 |
|
DGP |
L |
181 |
67.93% |
136.98% |
6/5/09 |
|
THC |
L |
102 |
204.10% |
730.37% |
6/2/09 |
|
HMA |
L |
169 |
308.94% |
667.24% |
6/2/09 |
|
ARST |
L |
75 |
45.09% |
219.43% |
6/2/09 |
|
KEF |
L |
1 |
1.74% |
634.78% |
5/26/09 |
|
JOYG |
SS |
1 |
10.43% |
3806.75% |
5/21/09 |
|
BUCY |
SS |
1 |
9.16% |
3343.51% |
5/21/09 |
|
INP |
L |
128 |
36.09% |
102.91% |
5/18/09 |
|
MRK |
SS |
39 |
14.55% |
136.16% |
4/21/09 |
|
QCOM |
L |
169 |
12.78% |
27.60% |
4/3/09 |
|
PCX |
L |
39 |
-2.45% |
-22.92% |
3/24/09 |
|
SLT |
L |
11 |
34.33% |
1139.29% |
3/20/09 |
|
FWLT |
SS |
1 |
5.33% |
1946.67% |
3/16/09 |
|
FII |
SS |
33 |
18.86% |
208.57% |
3/10/09 |
|
ALO |
L |
70 |
7.31% |
38.12% |
1/6/09 |
|
DXO |
L |
9 |
45.21% |
1833.52% |
12/31/08 |
|
BMY |
L |
28 |
15.01% |
195.64% |
11/5/08 |
|
UYG |
L |
12 |
35.68% |
1085.12% |
11/5/08 |
|
CNX |
SS |
94 |
67.80% |
263.28% |
10/30/08 |
|
KG |
SS |
29 |
14.98% |
188.48% |
10/30/08 |
|
UBS |
SS |
22 |
5.84% |
96.81% |
10/14/08 |
|
IBN |
SS |
21 |
39.17% |
680.73% |
10/13/08 |
|
AXA |
SS |
21 |
29.64% |
515.23% |
10/13/08 |
|
RBS |
SS |
21 |
70.12% |
1218.76% |
10/13/08 |
|
BCS |
SS |
21 |
47.79% |
830.70% |
10/13/08 |
|
XL |
SS |
21 |
65.30% |
1135.01% |
10/13/08 |
|
VMW |
SS |
134 |
61.86% |
168.50% |
10/12/08 |
|
AMLN |
SS |
27 |
34.09% |
460.84% |
10/12/08 |
|
RHHBY |
SS |
74 |
26.59% |
131.15% |
10/12/08 |
|
AKAM |
SS |
42 |
36.89% |
320.62% |
10/12/08 |
|
SNDK |
L |
23 |
36.33% |
576.59% |
9/28/08 |
|
BCS |
L |
34 |
44.88% |
481.78% |
9/19/08 |
|
BAC |
L |
3 |
42.23% |
5138.52% |
9/19/08 |
|
ILMN |
L |
402 |
71.96% |
65.33% |
9/18/08 |
|
ERTS |
L |
16 |
9.39% |
214.32% |
9/3/08 |
|
QCOM |
L |
15 |
6.95% |
169.20% |
8/18/08 |
|
ANAD |
L |
1 |
19.68% |
7182.26% |
8/8/08 |
|
USO |
L |
115 |
17.81% |
56.54% |
7/28/08 |
|
SNDK |
SS |
7 |
27.17% |
1416.93% |
7/28/08 |
|
MOT |
SS |
293 |
62.99% |
78.47% |
7/27/08 |
|
AVID |
SS |
349 |
26.77% |
28.00% |
7/27/08 |
|
AFFX |
SS |
293 |
72.36% |
90.15% |
7/27/08 |
|
ANAD |
SS |
319 |
67.38% |
77.10% |
7/27/08 |
|
IBN |
SS |
91 |
33.69% |
135.12% |
7/25/08 |
|
GE |
SS |
97 |
12.00% |
45.16% |
7/25/08 |
|
KEY |
SS |
76 |
55.25% |
265.34% |
7/25/08 |
|
WFR |
SS |
70 |
47.47% |
247.52% |
7/24/08 |
|
|
|
|
|
|
|
|
Performance of this model is measured in terms of
additional return contributed by changes in long
short ratio over a market neutral allocation.
|
|
|
Since Inception to Date*
Additional
return from the model
142.36%
*To the
date of the last update from the inception
in 2007
|
2010 to
Date *
Additional
return from the model
12.51%
*To the
date of the last update
|
2009
Additional return
from the model
48.40%
|
2008
Additional return
from the model
38.30%
|
2007
Additional return
from the model
4.90%
|
|