50% Annual Returns

[alphastocks]

Quote from taowave:

Alpha,

As i have said all along,I think you will find it very very difficult to acheive 25%+ returns running a long short book.I am not saying your return isnt excellent,but I would strongly suggest you post your Sharpe ratio as well.

My guess is you will have 17%-25% returns when all is said and done.But if you have a Sharpe of apx 2,you are doing an excellent job

I will take it under advisement...

 

[taowave]

Quote from alphastocks:

I will take it under advisement...

Th only reason I suggest it is if you post 15% returns for the year,many people will view that as a failure.If you have 15% returns with a 2.5 -3 Sharpe,you are a star..

 

[alphastocks]

STOCK TO BUY FOR SEP 28, 2006 (URS)

STOCK TO BUY FOR SEP 28, 2006 (PFG)

STOCK TO SELL FOR SEP 28 (MGPI) -4.6% est. RETURN

STOCK TO SELL FOR SEP 28 (ALSK) -3.7% est. RETURN

 

[alphastocks]

STOCK TO SHORT FOR SEP 28, 2006 (NFLD)

STOCK TO SHORT FOR SEP 28, 2006 (TSN)

 

[alphastocks]

Closed out positions since I started posting on this forum.

 

[alphastocks]

TradeStation does not have a locate in NFLD so I will short IT (Gartner) instead.

 

[taowave]

Quote from alphastocks:

Closed out positions since I started posting on this forum.

I thought you employed a 10% stop????

I see stops that are significantly less

 

[alphastocks]

Quote from taowave:

I thought you employed a 10% stop????

I see stops that are significantly less

The stop starts at 10% at the entry day, then travels towards the BE point on a daily basis, the following link describes it better.

http://www.alphastocks.com/research2.html

 

[alphastocks]

STOCK TO BUY FOR SEP 29, 2006 (CMI)

STOCK TO SELL FOR SEP 29 (LUM) 2% est. RETURN

 

[alphastocks]

STOCK TO SHORT FOR SEP 29, 2006 (APCC)

STOCK TO SHORT FOR SEP 29, 2006 (CBT)