Friday, July 28, 2006

HAG Update: accounting backlog

I was on vacation for a few days in teh middle of this week, so I need to account for the open positions that System HAG held on Monday. There were no buys during this time.

The program sold its full-sized position in RMBS, as well as its half-sized postions in PMCS, BRCM, and AMD on Tuesday. All postitions were bought last Friday.

Completed trades:

RMBS (full-sized): 0.2%
PMCS (1/2-sized): 2.14% (1.07%)
BRCM (1/2-sized): .48% (.24%)
AMD (1/2-sized): 2.52% (1.26%)


Adding these trades to our totals:
121 trades
.2673% average gain per trade
8.09% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 6.54%

Once again, the "total theoretical gain" assumes 25% of a portfolio was invested in each trading position. Half-sized positions assume only 12.5% was invested, and count as only 1/2 of a "completed trade". Buying power is limited to twice the value of the portfolio.

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