This Just Might Work, Part I.

As part of a portfolio, it just might work to equally weight the companies found in Table 1. If this part of the portfolio fails, we will investigate to determine whether any signals were available on the date of purchase that might have allowed for a premonish as to potential failure. The same is also true for the success of this portfolio.

Table 1: The following companies were selected based upon data available as at 1st March 2012. A portfolio was started by equally weighting each of the companies in this list based upon the price as at 7th March 2013. Prices for each month thereafter are given as at the 7th of the month or the nearest trading day. This is a real-money portfolio.
Co.   Mar Apr May Jun Jul Aug Sep Oct
PDLI   6.95              
CPIX   4.52              
FLWS   4.71              
STRZA   4.77              
BA   79.08              
ACAT   41.02              
HFC   58.16              
DECK   48.70              
SPMD   4.21              
TTWO   15.43              
LECO   56.10              
CRUS   22.47              
LF   8.60              
CHRW   57.23              
BLC   9.27              
CVRR   29.84              
COH   49.93              
INTX   10.57              
CXS   13.34              
ITW   62.61              
CVI   61.01              
NVDA   12.79              
BAH   12.59              
MGLN   53.26              
VCI   28.33              
GTN   4.45              
PETS   13.56              
SAI   12.05              
Average   26.934              

However, I suspect that it might be better to weight according to the exponential of the relative beta values.

I hope that this helps.

Nathan A. Busch

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