30 minute breakout portfolio
Buy if last trade of initial 30 minutes of trading is higher than highest of
first 30 minutes of trading. Sell few minutes before close. Do not use in thinly
traded markets or securities
Strategy Return
3.977864512 3 mos ending 12/31/2011
Follow
Strategy
| Security | Side | Trade Date | Price | Last Update |
| SJR | Sell | 2/22/2012 4:00:04 PM | 20.21 | 2/22/2012 4:05:34 PM |
| JKS | Sell | 2/22/2012 4:00:04 PM | 8.75 | 2/22/2012 4:05:34 PM |
| EEV | Sell | 2/22/2012 4:00:04 PM | 25.26 | 2/22/2012 4:05:34 PM |
| ACPW | Sell | 2/22/2012 4:00:04 PM | 0.7501 | 2/22/2012 4:05:34 PM |
| UBA | Sell | 2/22/2012 4:00:04 PM | 18.99 | 2/22/2012 4:05:34 PM |
| NATI | Sell | 2/22/2012 4:00:04 PM | 26.95 | 2/22/2012 4:05:34 PM |
| SIRO | Sell | 2/22/2012 4:00:04 PM | 47.18 | 2/22/2012 4:05:34 PM |
| MCRS | Sell | 2/22/2012 4:00:04 PM | 50.915 | 2/22/2012 4:05:34 PM |
| SWFT | Sell | 2/22/2012 4:00:04 PM | 12.07 | 2/22/2012 4:05:34 PM |
| FSC | Sell | 2/22/2012 4:00:04 PM | 10.215 | 2/22/2012 4:05:34 PM |
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