Friday, August 28, 2009

Current Top 30 Mechanical Portfolio

Here is my current Mechanical Top 30 Portfolio. As a reminder, a stock gets added to the list if it hasn't been in the top 30 greater than $50m in the past 52 weeks. When it gets added, I hold it for a year. At the same time, I add a S&P 500 etf to track relative performance. I manually update for dividends, though it is possible I miss a few. As you can see at the bottom, the mechanical is trouncing the benchmark. I have been using this tacking approach since late January 2008.

Symbol
Original Current Dividend S&P O S&P D Stock Chg S&P Chg Diff
EGMI.OB 9/6/08 0.69 1.48 - 124.42 2.49 114.5% -14.9% 129.4%
KHD 9/13/08 20.68 9.78 - 126.09 2.49 -52.7% -16.0% -36.7%
TTWO 9/20/08 16.57 10.43 - 124.12 2.49 -37.1% -14.7% -22.3%
SCMP 9/26/08 8.29 5.92 - 120.85 1.80 -28.6% -13.0% -15.6%
DTLK 9/26/08 4.34 3.46 - 120.85 1.80 -20.3% -13.0% -7.3%
TRA 9/26/08 28.42 32.12 0.30 120.85 1.80 14.1% -13.0% 27.0%
MSB 10/10/08 10.12 9.40 0.40 88.50 1.80 -3.2% 18.8% -22.0%
UEPS 10/10/08 14.58 18.85 - 88.50 1.80 29.3% 18.8% 10.4%
TSCM 10/17/08 3.67 2.52 0.03 93.21 1.80 -30.7% 12.8% -43.5%
EME 11/1/08 17.77 24.03 - 96.83 1.80 35.2% 8.6% 26.6%
CTCM 11/1/08 7.40 14.01 - 96.83 1.80 89.3% 8.6% 80.7%
PRGX 11/1/08 4.24 5.16 - 96.83 1.80 21.7% 8.6% 13.1%
HLF 11/7/08 20.17 30.72 0.40 93.86 1.80 54.3% 12.1% 42.2%
GHM 11/7/08 13.60 14.11 0.02 93.86 1.80 3.9% 12.1% -8.2%
BIDZ 11/22/08 2.39 3.15 - 79.52 1.80 31.8% 32.3% -0.5%
KBR 11/22/08 10.45 23.51 0.10 79.52 1.80 125.9% 32.3% 93.7%
OPTV 11/22/08 0.94 1.33 - 79.52 1.80 41.5% 32.3% 9.2%
IBAS 11/22/08 1.21 2.30 - 79.52 1.80 90.1% 32.3% 57.8%
Vclk 11/29/08 6.17 10.51 - 90.09 1.80 70.3% 16.7% 53.6%
DIVX 12/8/08 4.37 5.51 - 87.93 1.80 26.1% 19.6% 6.5%
MAXY 12/8/08 5.80 6.83 - 87.93 1.80 17.8% 19.6% -1.9%
ESIC 12/13/08 1.13 1.74 - 88.99 1.80 54.0% 18.2% 35.8%
MSO 12/27/08 2.80 6.99 - 87.16 1.08 149.6% 19.8% 129.8%
TRMS 12/27/08 1.03 2.47 - 87.16 1.08 139.8% 19.8% 120.0%
WFR 12/27/08 13.43 16.55 - 87.16 1.08 23.2% 19.8% 3.4%
AHCI 1/3/09 1.15 2.57 - 92.96 1.08 123.5% 12.4% 111.1%
CKSW 1/3/09 1.99 6.76 - 92.96 1.08 239.7% 12.4% 227.3%
COH 2/14/09 13.97 29.27 - 82.76 1.08 109.5% 26.2% 83.3%
DELL 2/21/09 8.41 15.93 - 77.42 1.08 89.4% 34.9% 54.5%
SOLR 2/21/09 4.22 5.27 - 77.42 1.08 24.9% 34.9% -10.0%
DECK 2/28/09 41.27 69.08 - 73.93 1.08 67.4% 41.3% 26.1%
FWLT 2/28/09 15.04 29.71 - 73.93 1.08 97.5% 41.3% 56.2%
HCKT 2/28/09 2.56 2.64 - 73.93 1.08 3.1% 41.3% -38.2%
MWW 2/28/09 6.59 16.36 - 73.93 1.08 148.3% 41.3% 107.0%
PTIE 2/28/09 4.53 5.16 - 73.93 1.08 13.9% 41.3% -27.4%
TRLG 2/28/09 10.22 23.37 - 73.93 1.08 128.7% 41.3% 87.4%
qlti 3/6/09 1.41 4.24 - 68.92 1.08 200.7% 51.6% 149.1%
exbd 3/6/09 12.96 24.36 0.44 68.92 1.08 91.4% 51.6% 39.8%
FIX 3/13/09 9.73 11.96
76.09 1.08 22.9% 37.3% -14.4%
DBTK 3/13/09 6.65 8.78 - 76.09 1.08 32.0% 37.3% -5.3%
LOOP 3/13/09 5.77 8.06 - 76.09 1.08 39.7% 37.3% 2.4%
PRO 3/27/09 4.29 8.14 - 81.61 0.52 89.7% 27.3% 62.4%
ACN 4/9/09 27.71 34.20 - 85.81 0.52 23.4% 21.1% 2.3%
INFI 4/16/09 5.83 7.22 - 87.08 0.52 23.8% 19.3% 4.5%
TSRA 5/1/09 14.52 25.06 - 87.89 0.52 72.6% 18.2% 54.4%
RST 5/1/09 29.83 22.58 - 87.89 0.52 -24.3% 18.2% -42.5%
ULCM.pk 5/1/09 2.18 2.25 - 87.89 0.52 3.2% 18.2% -15.0%
TYPE 5/1/09 3.80 8.13 - 87.89 0.52 113.9% 18.2% 95.7%
CRAY 5/1/09 3.98 7.38 - 87.89 0.52 85.4% 18.2% 67.2%
INT 5/8/09 41.90 46.75 - 92.98 0.52 11.6% 11.7% -0.2%
IPHS 5/15/09 15.03 19.63 - 88.71 0.52 30.6% 17.1% 13.5%
GNI 5/29/09 86.75 90.18 1.80 92.53 0.52 6.0% 12.3% -6.3%
UTA 5/29/09 7.90 10.06 - 92.53 0.52 27.3% 12.3% 15.1%
FRX 6/5/09 23.66 29.11 - 94.55 0.52 23.0% 9.9% 13.1%
ONTY 6/11/09 2.60 5.58 - 95.08 0.52 114.6% 9.3% 105.3%
VM 6/11/09 4.24 4.82 - 95.08 0.52 13.7% 9.3% 4.4%
BPI 6/19/09 16.74 18.51 - 92.04 - 10.6% 12.3% -1.7%
MTXX 7/2/09 5.77 5.30 - 91.84 - -8.1% 12.6% -20.7%
JTX 7/2/09 5.74 5.90 - 91.84 - 2.8% 12.6% -9.8%
GIGM 7/24/09 4.98 4.77 - 98.06 - -4.2% 5.4% -9.6%
CBI 7/31/09 13.95 15.51 - 98.81 - 11.2% 4.6% 6.6%
BR 7/31/09 17.27 20.60 - 98.81 - 19.3% 4.6% 14.7%
LO 7/31/09 73.72 72.13 - 98.81 - -2.2% 4.6% -6.8%
ITWO 8/7/09 14.36 14.78 - 101.20 - 2.9% 2.2% 0.8%
BKE 8/14/09 26.54 27.07 - 100.79 - 2.0% 2.6% -0.6%
GTLS 8/14/09 20.73 19.73 - 100.79 - -4.8% 2.6% -7.4%
PRIM 8/14/09 6.95 7.04 - 100.79 - 1.3% 2.6% -1.3%
SEPR 8/14/09 18.12 18.59 - 100.79 - 2.6% 2.6% 0.0%
PVSW 8/14/09 5.00 4.95 - 100.79 - -1.0% 2.6% -3.6%
CEU 8/21/09 5.10 5.15 - 102.96 - 1.0% 0.4% 0.6%
















Totals 23.3% 0.6% 22.8%
66.7% of stocks beat the S&P 500 Benchmark
Closed -18.0% -32.8% 14.8%
S&P C

103.38

Open 43.4% 16.8% 26.7%

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