February 2005

Kissing Fish - Happy Valentine's Day

A pair of tropical 'kissing fish,' locally called Jie wen yu,' kiss at a pet shop in Shanghai, February 14, 2005. The kissing fish, an aquarium fish that puckers its lips, is a popular gift during Valentine's Day (news - web sites) in China. A pair costs 50 yuan ($6). REUTERS/Claro Cortes IV

Well, at this point, I am trading 3 stock systems and one ETF system.  The stock systems are based on the CNBC list, the Zacks Number 1 list, and some lists from the AAII site. In all cases, the equity curve is positive, so that even though many signals say to be in case, these systems have been able to find good stocks, in general.

February 4, 2005

A few days ago, I added an additional stock system, and increased my holdings in the developing markets.  The major averages were down today, but I only lost about $240, which is, as a percentage, negligible.

I am now fully invested.  It has been a decent week, but AIQ took a tumble, and that certainly reduced my returns for today.

February 7, 2005

On my way to Clearwater to give a presentation on trading stocks

February 15, 2005

On my way back home.  Some of the reference material from the presentation at Clearwater is also below.  

CANSLIM description - from the AAII website

Ten Bad Habits - from Investor's Business Daily

You Can Beat the Market - Refutation of the Efficient Market Theory

However the best presentations were in the AI area - using Amibroker to produce AI market analysis and timing.  Go to FT-Monitor and buy.

February 16,2005

RTWI was selected by one system.  Cannot see buying that one - just look at the chart.

Some Words about the Holiday Inn in Clearwater

While the meeting rooms and the food were fine, I think if I go back next year I will stay elsewhere, because:

(1) One phone in the room had a paper insert that said to dial 8 for an outside line.  This did not work, and when I called the front desk, she said that they knew that was wrong, but had not fixed it.  Conserving paper, I suppose.

(2) The other phone said the room number was 502.  In fact it was 205.

(3) The wireless internet worked, but only about 30% of the time.

(4) The towel bar over the toilet by the shower was leaning a bit.  So I did not use it to steady myself getting into the shower.  Good thing, since when I took a towel off it, it fell off.  If I had leaned on it, I would have been face down in the toilet.

(5) The dryer required $1.25 to get started.  Every pay dryer I have seen allows you to put in one quarter at a time, but not this one.

Now (1) and (2) just show a deplorable lack of attention to detail.  (3) shows that they do not care about quality of service.  (4) means that they need a good lawsuit.  The one that bothers me the most, however, is (5), since it shows a lack of respect.  "Let's rip our customers off, since they probably do not know how to find a laundromat."  I can afford the additional $.50 it cost me to dry my clothes, but I do not appreciate the sentiment.

February 18, 2005

Caught up on a few trades that did not get made while I was on the road.

February 21, 2005

I am working on systems that trade less often.  So far so good - no sacrifice of return.  Making the transition will take some time, of course.

February 24, 2005

Well, maybe next time the Monitor group should meet in Key West.  The IEEE SSSWG, of which I was once a member, did that a few times for some highly technical sessions.  Besides, there might be some entertainment of a rather different sort.


http://www.sun-sentinel.com/news/local/florida/sfl-fnaked23feb23,0,4487739.story?coll=sfla-news-florida

KEY WEST · A drunk Monroe County prosecutor thought it would be funny to run naked across a parking lot and hop into a friend's car, authorities said. But the joke was on him when he jumped into the wrong car and was arrested.

Albert Tasker, who works for the Monroe County State Attorney's Office, told authorities he had been drinking with friends and thought it would be funny to shed his clothes and run to a friend's car in the parking lot of a Key West motel, according to a police report.

But Tasker apparently got in the back seat of a car occupied by a woman waiting for her boyfriend. The woman called 911.

The plan was not so bad, but the execution lacked something.  Too bad the woman did not have much of a sense of humor.

February 25, 2005

Fabulous Friday.  Closing out the month a day early.

CURRENT POSITIONS
























Name Symbol SYS Starting No. Starting Individual Total Current Total Result % Result
   
Date Shares Price Starting Starting Price Value








Value Value

















Cash CASH



5,516.70 5,516.70
5,516.70















STOCKS
























Apple Computer AAPL A3 02/17/05 227 87.66 19,909.81 19,909.81 88.99 20,200.73 290.92 1.46
Arch Coal ACI ZP 02/25/05 220 45.45 10,009.99 10,009.99 44.97 9,893.40 -116.59 -1.16
AK Steel

02/18/05 390 17.15 6,699.49





AK Steel

02/18/05 800 17.13 13,704.00





AK Steel AKS
Total 1,190

20,403.49 17.94 21,348.60 945.11 4.63
AMX Corp AMXC A3 02/22/05 895 22.34 20,005.29 20,005.29 22.45 20,092.75 87.46 0.44
Groupo Aeroportuario ASR C 02/14/05 660 30.15 19,909.99 19,909.99 31.70 20,922.00 1,012.01 5.08
August Tech
ZP 02/22/05 1,086 11.91 12,940.91





August Tech
ZP 02/22/05 600 11.91 7,146.00





August Tech AUGT
Total 1,686

20,086.91 11.96 20,164.56 77.65 0.39
Banco Bradesco
Z 02/04/05 350 28.29 9,912.49





Banco Bradesco
Z 02/10/05 348 27.90 9,720.19





Banco Bradesco BBD
Total 698

19,632.68 31.59 22,049.82 2,417.14 12.31
Building Materials BMHC A1 02/15/05 440 45.60 20,074.99 20,074.99 47.01 20,684.40 609.41 3.04
Berry Petroleum
Z 02/02/05 4 55.17 220.68





Berry Petroleum
Z 02/04/05 177 56.39 9,992.02





Berry Petroleum BRY
Total 181

10,212.70 62.00 11,222.00 1,009.30 9.88
Boyd Gaming BYD CP 02/22/05 400 49.27 19,718.99 19,718.99 49.62 19,848.00 129.01 0.65
Cigna CI A2 02/15/05 224 90.01 20,172.89 20,172.89 91.40 20,473.60 300.71 1.49
Cleveland-Cliffs CLF A2 02/01/05 302 66.20 20,003.39 20,003.39 76.95 23,238.90 3,235.51 16.17
Commercial Metals
Z 01/18/05 362 27.64 10,005.68





Commercial Metals
A2 02/01/05 345 28.96 10,002.19





Commercial Metals CMC
Total 707

20,007.87 35.25 24,921.75 4,913.88 24.56
Canadian Nat Res
ZP 02/14/05 190 51.89 9,870.09





Canadian Nat Res
ZP 02/17/05 183 54.50 9,984.49





Canadian Nat Res CNQ
Total 373

19,854.58 58.43 21,794.39 1,939.81 9.77
Cryptologic CRYP A3 02/25/05 318 31.42 10,002.55 10,002.55 31.39 9,982.02 -20.53 -0.21
Cognizant Tech CTSH CP 02/14/05 440 45.20 19,898.55 19,898.55 47.71 20,992.40 1,093.85 5.50
Centenial Comm CYCL ZP 02/11/05 1,906 10.45 19,928.69 19,928.69 10.65 20,298.90 370.21 1.86
Datatrack Int DATA CP 01/31/05 1,410 14.36 20,258.59 20,258.59 15.98 22,531.80 2,273.21 11.22
Dawson Geophysical
ZP 02/15/05 430 23.16 9,969.79





Dawson Geophysical
ZP 02/18/05 410 24.39 10,010.48





Dawson Geophysical DWSN
Total 840

19,980.27 24.70 20,748.00 767.73 3.84
Goodrich Pet
A3 02/16/05 458 22.68 10,398.43





Goodrich Pet
A3 02/17/05 440 23.30 10,262.99





Goodrich Pet GDP
Total 898

20,661.42 24.08 21,623.84 962.42 4.66 ***
Grey Wolg GW ZP 02/25/05 1,515 6.60 10,009.99 10,009.99 6.55 9,923.25 -86.74 -0.87
Holly HOC A1 02/15/05 300 33.77 10,141.99 10,141.99 36.45 10,935.00 793.01 7.82
Insurance Auto Auctions IAAI ZP 02/25/05 357 28.07 10,031.98 10,031.98 27.95 9,978.15 -53.83 -0.54
Infosys INFY A2 02/16/05 134 73.67 9,882.77 9,882.77 76.60 10,264.40 381.63 3.86
Intuitive Surgival
Z 02/14/05 206 47.95 9,888.69





Intuitive Surgival
Z 02/17/05 205 48.69 9,992.44





Intuitive Surgival ISRG
Total 411

19,881.13 48.00 19,728.00 -153.13 -0.77
Kinder Morgan KMI
02/03/05 260 76.40 19,874.99 19,874.99 79.90 20,774.00 899.01 4.52
Lone Star Steel LSS A1 01/31/05 486 41.13 20,000.17 20,000.17 46.91 22,798.26 2,798.09 13.99
Meritage Homes MTH A2 02/01/05 148 67.73 10,035.03 10,035.03 76.10 11,262.80 1,227.77 12.23
NS Group NSS ZP 01/31/05 659 30.32 19,991.87 19,991.87 35.99 23,717.41 3,725.54 18.64
Nam Tai Elec. NTE A3 02/11/05 894 23.63 21,136.21 21,136.21 24.28 21,706.32 570.11 2.70
Optelcom
A3 02/23/05 100 11.20 1,130.99





Optelcom
A3 02/23/05 1,660 11.25 18,685.99





Optelcom OPTC
Total 1,760

19,816.98 10.20 17,952.00 -1,864.98 -9.41
Oregon Steel OS A1 01/31/05 420 23.74 9,981.79 9,981.79 29.08 12,213.60 2,231.81 22.36
Omnivision OVTI A3 02/25/05 490 20.33 9,972.69 9,972.69 20.36 9,976.40 3.71 0.04
Southern Peru Copper PCU A3 02/24/05 336 59.30 19,935.79 19,935.79 59.47 19,981.92 46.13 0.23
Pioneer Drilling PDC ZP 02/25/05 754 13.25 10,001.49 10,001.49 13.05 9,839.70 -161.79 -1.62
Precision Drilling PDS A2 02/16/05 132 75.36 9,958.51 9,958.51 77.67 10,252.44 293.93 2.95
Palomar Med Tech
A3 02/25/05 79 28.80 2,286.19





Palomar Med Tech
A3 02/25/05 268 28.95 7,769.59





Palomar Med Tech PMTI
Total 347

10,055.78 28.91 10,031.77 -24.01 -0.24
Quality Systems
A2 02/01/05 145 68.94 10,007.29





Quality Systems
A2 02/11/05 125 78.74 9,853.49





Quality Systems QSII
Total 270

19,860.78 78.34 21,151.80 1,291.02 6.50
Resource America REXI A3 02/25/05 250 39.95 9,998.49 9,998.49 39.69 9,922.50 -75.99 -0.76
Comp Vale do Rio RIO A3 02/24/05 560 35.57 19,930.19 19,930.19 35.57 19,919.20 -10.99 -0.06
Rocky Mountain Chocolate
ZP 02/25/05 400 20.20 8,090.99





Rocky Mountain Chocolate
ZP 02/25/05 100 20.39 2,049.89





Rocky Mountain Chocolate RMCF
Total 500

10,140.88 19.86 9,930.00 -210.88 -2.08
Stolt Neilsen SNSA A1 01/31/05 297 33.67 9,999.99 9,999.99 38.85 11,538.45 1,538.46 15.38
Southwestern Energy SWN C 02/14/05 164 60.50 9,932.99 9,932.99 61.86 10,145.04 212.05 2.13
Tarragon
CP 01/18/05 773 26.10 20,186.29





Tarragon
CP 02/10/05 386 0.00 0.00





Tarragon TARR SPLIT
1,159

20,186.29 22.17 25,695.03 5,508.74 27.29
Tele Norte
A2 02/16/05 313 16.30 5,112.89





Tele Norte
A2 02/16/05 300 16.36 4,918.99





Tele Norte TNE
Total 613

10,031.88 16.82 10,310.66 278.78 2.78
Toll Brothers
ZP 01/18/05 268 74.65 20,017.19





Toll Brothers
CP 02/01/05 125 79.62 9,963.49





Toll Brothers TOL
Total 393

29,980.68 89.74 35,267.82 5,287.14 17.64
Novamerican Steel TONS A3 01/31/05 142 70.42 10,010.63 10,010.63 88.51 12,568.42 2,557.79 25.55
Tele Centro TRO A1 02/15/05 875 11.42 10,003.49 10,003.49 11.37 9,948.75 -54.74 -0.55
Telecom De Sao Paolo TSP
02/18/05 766 21.50 16,479.99 16,479.99 21.65 16,583.90 103.91 0.63
Usana Health
A1 02/15/05 222 44.87 9,971.91





Usana Health
A1 02/17/05 222 45.00 10,000.99





Usana Health USNA
Total 444

19,972.90 45.10 20,024.40 51.50 0.26
Knightsbridge Tankers VLCCF A2 02/16/05 253 39.45 9,991.84 9,991.84 40.60 10,271.80 279.96 2.80
Valero
C 01/18/05 202 49.59 10,028.17





Valero
C 01/18/05 164 61.04 10,021.55





Valero VLO
Total 366

20,049.72 72.90 26,681.40 6,631.68 33.08
Walter Ind WLT A1 01/31/05 290 34.57 10,036.29 10,036.29 38.98 11,304.20 1,267.91 12.63
Xto Energy
C 02/17/05 252 39.65 10,002.79





Xto Energy
C 02/18/05 250 40.95 10,248.49





Xto Energy XTO
Total 502

20,251.28 45.50 22,841.00 2,589.72 12.79













Sub Total




868,301.11 868,301.11
928,471.65 60,170.54 6.93


























CLOSED END FUNDS
























Emerging Mkts
E 01/18/05 68 195.35 13,294.79





Emerging Mkts
E 02/02/05 33 202.60 6,696.79





Emerging Mkts EEM
Total 101

19,991.58 220.59 22,279.59 2,288.01 11.44
Austria
E 01/18/05 607 21.97 13,346.78





Austria
E 02/02/05 294 22.70 6,684.79





Austria EWO
Total 901

20,031.57 24.11 21,723.11 1,691.54 8.44
Singapore
E 01/18/05 1,840 7.27 13,387.79





Singapore
E 02/02/05 908 7.34 6,675.71





Singapore EWS
Total 2,748

20,063.50 7.42 20,390.16 326.66 1.63
Taiwan EWT E 02/02/05 1,679 11.91 20,007.88 20,007.88 12.51 21,004.29 996.41 4.98
Mexico
E 01/18/05 546 24.43 13,349.77





Mexico
E 02/02/05 259 25.70 6,667.29





Mexico EWW
Total 805

20,017.06 27.05 21,775.25 1,758.19 8.78
South Korea
E 01/18/05 440 30.30 13,342.99





South Korea
E 02/02/05 217 30.70 6,672.89





South Korea EWY
Total 657

20,015.88 34.12 22,416.84 2,400.96 12.00
Greater China GCH E 02/14/05 1,214 16.50 20,041.99 20,041.99 17.40 21,123.60 1,081.61 5.40
India
E 01/18/05 468 28.75 13,465.99





India
E 02/02/05 231 28.86 6,677.65





India IIF
Total 699

20,143.64 30.49 21,312.51 1,168.87 5.80
Latin America
E 01/18/05 174 76.75 13,365.49





Latin America
E 02/02/05 83 80.30 6,675.89





Latin America ILF
Total 257

20,041.38 89.90 23,104.30 3,062.92 15.28
Eastern Europe
E 01/18/05 502 26.54 13,334.07





Eastern Europe
E 02/02/05 233 28.40 6,628.19





Eastern Europe RNE
Total 735

19,962.26 31.97 23,497.95 3,535.69 17.71













Sub Total




200,316.74 200,316.74
218,627.60 18,310.86 9.14


























Overall Total




1,074,134.55 1,074,134.55
1,152,615.95 78,481.40 7.31













CLOSED POSITIONS
























Name Symbol
Starting No. Starting Individual Total Sale Sale Total Result % Result
   
Date Shares Price Starting Starting Date Price Sale














Meritage Homes MTH Z 01/18/05 157 63.65 10,004.04 10,004.04 02/02/05 68.35 10,719.61 715.57 7.15
Chico's Fas CHS Z 01/18/05 193 52.28 10,101.03 10,101.03 02/02/05 53.59 10,331.54 230.51 2.28
Centenial Comm CYCL C 01/18/05 2,128 9.40 20,014.19 20,014.19 02/02/05 8.80 18,714.79 -1,299.40 -6.49
Centene Corp CNC Z 01/18/05 308 32.48 10,014.83 10,014.83 02/02/05 32.59 10,026.40 11.57 0.12
Rockwell Automation ROK Z 01/21/05 181 54.73 9,917.12 9,917.12 02/02/05 58.54 10,584.40 667.28 6.73
Dril Quip DRQ Z 01/19/05 364 27.49 10,017.35 10,017.35 02/02/05 29.60 10,763.06 745.71 7.44
Pilgrim's Pride PPC C 01/18/05 283 34.79 9,856.56 9,856.56 02/02/05 36.20 10,233.27 376.71 3.82
Dril Quip DRQ Z 01/21/05 370 27.00 10,000.99 10,000.99 02/04/05 29.46 10,888.85 887.86 8.88
Humana HUM Z 01/31/05 608 32.90 20,014.19 20,014.19 02/04/05 34.05 20,690.76 676.57 3.38
BankRate RATE A1 01/31/05 543 18.40 10,002.19 10,002.19 02/04/05 15.40 8,351.07 -1,651.12 -16.51
Talx Corp TALX C 01/18/05 330 30.30 10,004.50 10,004.50 02/04/05 33.98 11,202.05 1,197.56 11.97
Myriad Genetics MYGN C 01/18/05 398 24.87 9,909.25 9,909.25 02/04/05 24.86 9,882.96 -26.29 -0.27
Alliance Imaging
C 01/18/05 1,444 13.87 20,039.27





Alliance Imaging
A1 01/31/05 750 13.30 9,985.99





Alliance Imaging AIQ
Total 2,194

30,025.26 02/07/05 12.22 26,798.80 -3,226.46 -10.75
Premcor PCO A1 01/31/05 208 47.65 9,922.19 9,922.19 02/07/05 51.41 10,681.93 759.74 7.66
Pacificare PHS A1 01/31/05 160 61.48 9,847.79 9,847.79 02/07/05 61.03 9,753.48 -94.31 -0.96
ElkCorp ELK Z 01/26/05 250 39.60 9,910.99 9,910.99 02/09/05 39.90 9,963.68 52.69 0.53
American Pharm Partners APPX C 01/18/05 381 52.54 20,028.35 20,028.35 02/10/05 46.95 17,876.37 -2,151.98 -10.74
Activision
C 01/18/05 451 22.15 10,000.64





Activision
A2 02/01/05 447 22.39 10,019.32





Activision ATVI
Total 898

20,019.96 02/11/05 20.34 18,254.62 -1,765.34 -8.82
ElkCorp ELK Z 01/26/05 250 39.60 9,910.99 9,910.99 02/11/05 39.90 9,963.68 52.69 0.53
Internet Initiative Japan IIJI A2 02/01/05 2,110 4.74 10,012.39 10,012.39 02/11/05 4.70 9,963.68 -48.71 -0.49
Maverick Tube MVK A1 01/31/05 290 34.46 10,004.39 10,004.39 02/11/05 32.00 9,963.68 -40.71 -0.41
Penn National PENN A2 02/01/05 151 66.35 10,029.84 10,029.84 02/11/05 66.00 9,954.68 -75.16 -0.75
Rare Hospitality
A2 02/01/05 115 31.55 3,639.24





Rare Hospitality
A2 02/01/05 200 31.60 6,330.99





Rare Hospitality RARE
Total 315

9,970.23 02/10/05 30.10 6,470.00 -3,500.23 -35.11
Companhia Vale RIO C 01/27/05 330 30.16 9,963.79 9,963.79 02/11/05 29.63 9,677.49 -286.30 -2.87
Companhia Vale RIO Z 02/01/05 325 30.65 9,972.24 9,972.24 02/10/05 29.00 9,413.69 -558.55 -5.60
Shilo Ind

02/07/05 400 16.50 6,610.99 6,610.99 02/10/05 16.40 6,548.79 -62.20 -0.94
Visual Networks
Z 01/19/05 1,600 3.87 6,202.99





Visual Networks
Z 01/19/05 500 4.09 2,055.99





Visual Networks
Z 01/19/05 2,450 4.09 10,033.94





Visual Networks
Z 01/19/05 550 4.10 2,265.99





Visual Networks VNWK
Total 5,100

20,558.91 02/10/05 4.43 22,581.26 2,022.35 9.84
Ventive Health VTIV Z 02/03/05 406 24.60 9,998.59 9,998.59 02/10/05 22.21 9,017.12 -981.47 -9.82
Stolt Neilsen SNSA A1 01/31/05 297 33.67 10,010.98 10,010.98 02/10/05 35.00 10,383.66 372.68 3.72
Malaysia
E 01/18/05 1,809 7.47 13,524.22





Malaysia
E 02/02/05 915 7.29 6,681.34





Malaysia EWM
Total 2,724

20,205.56 02/14/05 7.28 19,819.07 -386.49 -1.91
Saba Software
C 01/31/05 1,870 5.35 10,015.49





Saba Software
C 02/02/05 1,675 5.97 10,010.74





Saba Software SABA
Total 3,545

20,026.23 02/14/05 5.22 18,493.30 -1,532.93 -7.65
Midway Games
A2 02/01/05 322