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All Model Portfolio Strategies End the Month in the Black, 9% to 11% Ahead of the S&P 500

May 28, 2010 7:33 PM ETERF, HUM, JOE, LAZ, M, NBR, NRG, PDE, PPL, TROW, UFS, WDC, SPY
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A very impressive month for our model portfolio strategies, especially for the new strategies that encompass the additional refining factors we obtained from another quantitative research firm.

For the two weeks that we tracked the results real time of the new factors, these additional factors narrowed our list of stocks by roughly 2/3 and improved the returns compared to the original.

It will be some time before we can back test these additional factors, but the anecdotal evidence is compelling so far.

The monthly update that will follow later this weekend will be available for purchase.

A model portfolio strategy, driven by a real-money IRA account based in part on the strategies we have been writing about, will be available soon for auto trading.

Currently this IRA account is in all cash. When we get a long signal, we will go 100% long and buy all stocks. Following the next short signal, we will purchase one or several combinations of inverse ETFs for an equivalent 70-100% short position. The intention of this model will be to be as aggressive as possible in a cash brokerage account which prohibits the use of margin or short sales of stock.

Details on the month-end performance and last day of trading for May 2010:

http://www.ascenderellc.com/ascendere-associates-llc/2010/05/all-model-portfolio-strategies-end-the-month-in-the-black-9-to-11-ahead-of-the-sp-500.html


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