HAG: Accounting over past 5 weeks

Since mid-November, System HAG has only made 14 trades. During this time, the VIX index, which is a measure of the market's volatility, dipped below 10 for the first time since late 1993. HAG's fortunes are very closely correlated to the markets volatilty, so these past few weeks were not very profitable. HAG and the NASDAQ both lost about 1% overall over these weeks.

All the completed trades are below. HAG bought PEIX on Thursday and GG and NVDA on Friday.

Completed trades (date completed):

GM (11/29) : 2.83%
CSCO (11/28): 4.77%
BRCM (11/30): 2.09%
TLAB (11/30): 2.05%
ODP (12/6): 1.37%
SLAB (12/4): 3.71%
F (12/8): 5.86%
SNWL (12/8): 2.04%
AAPL (12/8): 1.40%
VRTX 1 (12/15): 5.37%
VRTX 2 (12/15): .59%
MXIM (12/14): 1.29%
GBLC (12/20): 2.03%
AAPL (12/26): 1.68%
EBAY (12/26): 1.81%

Adding these trades to our totals:

182 trades
.2899% average gain per trade
13.19% total theoretical gain since inception (2/7/06).
NASDAQ composite on 2/7/06: 2244.96
NASDAQ change since 2/7/06: 7.62%

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.