March 2009 Monthly Tracking Portfolio

The March 2009 Monthly tracking portfolio came to full vintage this weekend. Here are the 50 stocks in descending order:

	Data
Stock	Start Price	Final Price	Pct Change
BARE	4.36	18.50	324.3%
CTCM	4.66	16.37	251.3%
MSB	7.20	23.25	222.9%
QLTI	1.75	5.26	200.6%
VPHM	4.84	14.11	191.5%
HLF	15.44	44.62	189.0%
HPY	6.61	17.68	167.5%
DHX	2.78	7.21	159.4%
deck	53.24	137.73	158.7%
IPHS	10.58	27.14	156.5%
GTLS	8.10	20.55	153.7%
trlg	12.12	29.62	144.4%
COH	17.35	40.31	132.3%
PRO	4.29	9.71	126.3%
SWIR	3.87	8.40	117.1%
KHD	6.94	14.95	115.4%
DLX	9.42	19.72	109.3%
MD	29.41	57.45	95.3%
MWW	8.67	16.91	95.0%
KFY	9.26	17.87	93.0%
TRA	23.82	45.96	92.9%
LOOP	6.11	11.45	87.4%
EXBD	14.56	26.95	85.1%
AYI	23.20	41.56	79.1%
PACR	3.33	5.93	78.1%
QCOR	4.70	7.85	67.0%
DIVX	4.56	7.47	63.8%
HSII	17.13	27.70	61.7%
MLHR	11.35	18.29	61.1%
KBR	14.56	22.09	51.7%
DELL	9.95	14.99	50.7%
FWLT	18.06	26.91	49.0%
PTIE	4.33	6.40	47.8%
FRX	21.75	31.08	42.9%
EME	17.76	25.10	41.3%
DBTK	6.52	8.84	35.6%
ENDP	17.34	23.39	34.9%
ELNK	6.39	8.36	30.8%
PPD	28.98	37.61	29.8%
CF	72.95	93.17	27.7%
VCLK	8.08	9.87	22.2%
NTRI	14.02	17.10	22.0%
CSKI	13.27	15.33	15.5%
FIX	10.76	12.36	14.9%
SRDX	18.89	21.19	12.2%
QXM	2.21	2.25	1.8%
EGY	5.39	4.65	-13.7%
SOLR	6.64	5.37	-19.1%
WFR	18.38	14.68	-20.1%
MTXX	16.34	5.07	-69.0%
Grand Total	662.22	1,146.33	85.8%

The 85.8% was terrific compared to about 48% for the Russell 3000. Not sure if anyone cares, but here are the 50 stocks for the March 2010 portfolio (it started Friday morning due to a glitch):

Stock	Start Price	Final Price	Pct Change
SOLR	5.11	5.37	5.1%
XOMA	0.57	0.60	5.1%
CF	90.03	93.17	3.5%
SNTS	4.88	4.97	1.8%
HRB	17.36	17.68	1.8%
CNU	3.91	3.98	1.8%
SHE	8.07	8.20	1.6%
CBPO	11.35	11.50	1.3%
GME	21.78	22.00	1.0%
deck	136.46	137.73	0.9%
SMED	6.90	6.96	0.9%
SAI	19.10	19.26	0.8%
EPAX	11.02	11.09	0.6%
VGR	15.34	15.42	0.5%
WTW	25.60	25.72	0.5%
DLX	19.63	19.72	0.5%
CBI	23.26	23.35	0.4%
PPD	37.50	37.61	0.3%
RAI	53.57	53.72	0.3%
PRGX	5.99	6.00	0.2%
USMO	12.78	12.80	0.2%
CSKI	15.31	15.33	0.1%
UEPS	18.21	18.23	0.1%
FLR	46.22	46.26	0.1%
RTN	57.26	57.29	0.1%
ENDP	23.38	23.39	0.0%
ARO	28.59	28.60	0.0%
QKLS	5.90	5.90	0.0%
CEU	5.38	5.38	0.0%
PRSC	15.71	15.65	-0.4%
FRX	31.22	31.08	-0.4%
LO	76.37	76.00	-0.5%
CHKE	18.16	18.06	-0.6%
PDLI	6.41	6.37	-0.6%
SNTA	4.56	4.53	-0.7%
RGR	12.64	12.54	-0.8%
IDCC	27.96	27.73	-0.8%
JCOM	23.32	23.09	-1.0%
ELNK	8.45	8.36	-1.1%
QDEL	13.90	13.73	-1.2%
FWLT	27.25	26.91	-1.2%
VCLK	10.00	9.87	-1.3%
IMMU	3.46	3.41	-1.4%
EME	25.47	25.10	-1.5%
UIS	36.22	35.69	-1.5%
UNTD	7.65	7.53	-1.6%
TSRA	20.68	20.30	-1.8%
APOL	62.43	61.28	-1.8%
SPMD	40.31	39.36	-2.4%
amed	57.33	55.29	-3.6%
Grand Total	1,259.96	1,259.11	0.1%

Now I know I have a multitude of mechanical portfolios running a muck:

1. Mechanical top 30 - new stocks to top 30 in past 52 weeks
2. Mechanical top 50 - new stocks to top 50 in past 52 weeks
3. My mechanical portfolio - this is my buying stocks new to mechanical portfolios for my actual portfolio, hard to replicate exactly for me.
4. A mechanical version of my Monthly tracking portfolios - if the stock is new to the monthly tracking portfolios in past 12 months, it is added.

All the mechanical approaches have outperformed. Since we're talking the tracking portfolios, this back test goes back to January 2006, though it didn't become "mature" until January 2007. If you used a mechanical approach with my tracking portfolios (and it is a bit different as I assume dollars from a year ago roll forward, while my portfolios #1 and #2 above will put more $ to work if more stocks are available) here would be the following standings with an initial $100,000 investment:

Russell 3000: $98,924
Standard MFI: $106,268
Mechanical MFI Tracking: $116,433

As a benchmark my real life MFI portfolio, which had its initial funding spread out over 18 months, which was worse than getting it all in first 12 months would be
My Portfolio: $102,987

Not earth-shattering differences but there you have it.

So you may ask, what are the new and exciting stocks being added in March 2010?
QKLS, QDEL, SNTS and PRSC.