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PERFORMANCE
Three sets of performance data are published on two separate and distinct models and on  the individual ZYX Change Method trades subject to Terms of Use
ZYX MULTI-ASSET  GLOBAL  ALLOCATION MODEL ZYX CHANGE METHOD individual TRADES ZYX LONG SHORT EQUITIES ALLOCATION MODEL
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%

 
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The Arora Report, Ltd.  or Nigam Arora are not Financial Advisors. This  web site and the associated blog are for information only and are not intended as investment advice. For education only. Not responsible for loss of any kind. By using this site and the associated blog, you  fully accept  without exception the Terms of Use , and you agree that  under all circumstance  any legal action of any kind will be fully governed by t e Terms of  Use . You further agree that you are solely responsible for any and  all losses or damages  of any kind. There is no express or implied warranty of any kind. Please consult your own investment advisor  for actual trades.  The information  herein, if  followed, may result in complete loss .