HAG: Tuesday

The increase in volatility over the last 7 days has helped System HAG perform much better than the general markets. Still, I can't help but feel that the program is not living up to its potential. A stock that was considered for purchase yesterday, but ruled out for having too great of a volatility (should that even be possible for this program?) was at one point up 27% today. IT finished up 10% on the day. Ideally, this program should be able to handle these extreme situations. Worst of all, this program was not even fully invested after a week of downside volatility. This must change.

The AKAM (bought last Tuesday and Thursday) was sold. SIRI and AMD, bought yesterday, were also sold. The program is flat.

Completed trades:

AKAM (1/2 from last Tuesday): 6.15% (3.08%)
AKAM (1/2 from last Thursday): 3.83% (1.91%)
SIRI: 2.97%
AMD: 1.00%

2007 totals:
30.5 trades
.52513% average gain per trade
4.00% total theoretical gain since beginning of 2007
NASDAQ close at end of 2006: 2415
NASDAQ composite change since beginning of 2007: 1.24%

2006 results:
182 trades
.2899% average gain per trade
13.19% total theoretical gain from inception (2/7/06) to end of 2006.
NASDAQ composite change from 2/7/06 to end of 2006: 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.