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Home, choices, Barometer, timing, backtest, signal, buy, sell, watch 2011 February 25 UpdateThe watch list was generated after the 2011 February 24 market close. The portfolio is current to the 2011 February 25 market close.Watch listThis watch list is for purchases of 2013 call options. The Yahoo Java screener was used to find stocks with PEG ratio at least 0.01, historical price data for the stocks in the lowest 20% of PEG ratios were downloaded from the MSN database, and current trends were calculated. Stocks without 2013 options were eliminated. These are the twenty stocks with the strongest uptrends. The price ratio Rp is for a nonexistent 2013 call option with strike price equal to the price of the underlying security: TICKER SYMBOL AND NAME Trend Rp ACTIVITY AND MARKET ------------------------- --- -- --------------------------------------- SPRD Spreadtrum Comm 304 32 mobile semiconductor design global BIDU Baidu Inc 245 24 Internet search services China RDWR Radware Ltd 212 15 network data software global LTD Limited Brands 172 16 women's apparel stores USA DECK Deckers Outdoor 172 26 outdoor/casual footwear USA CVC Cablevision Systems 157 16 cable TV, telecom, media USA CAT Caterpillar Inc 156 16 construction/mining equipment global ITMN InterMune Inc 152 29 pulmonology/hepatology biotech USA/Eur XEC Cimarex Energy 150 18 onshore upstream oil/gas global AAPL Apple Inc 147 20 mobile devices, computers global MET MetLife Inc 139 17 insurance, financial services global CBS CBS Corp 138 19 diverse mass media USA CSX CSX Corp 128 15 freight railroad N Amer SLM SLM Corp 126 21 education finance services USA NVLS Novellus Systems 125 19 semiconductor fab equipment global BRCM Broadcom Corp 113 19 communications semiconductors global LRCX Lam Research Corp 111 21 semiconductor fab equipment global ESRX Express Scripts 98 17 pharmacy benefit services N Amer PCS MetroPCS Comm 95 23 wireless mobile services USA TQNT TriQuint Semicond 94 26 semiconductor design/fab global PortfolioThe January Barometer was positive, so I will not hedge this year or in January 2012. After that there will be a new Barometer signal. I chose CAT for the periodic purchase, buying options to leverage my cash. I bypassed SPRD and BIDU because their price ratios are too high, RDWR and DECK because I already own them, LTD because it is more than halfway towards a trend reversal, and CVC because most of the gain in the current trend occurred shortly after the 2009 bear market bottom. TICKER SYMBOL AND NAME QTY START TODAY ------------------------- ---- ----------------- ----------------- AAPL13C345 Apple Inc call 1 01/27/11 6,566 02/25/11 6,867 ALV Autoliv Inc 300 08/27/10 16,595 02/25/11 22,290 CAT13C105 Caterpillar Inc call 2 02/25/11 2,391 CHL China Mobile 700 04/19/05 11,323 02/25/11 32,879 CTSH Cognizant Technology 350 06/26/09 9,300 02/25/11 26,778 CXO Concho Resources 300 07/27/10 18,009 02/25/11 32,937 DECK Deckers Outdoor 300 12/15/10 24,431 02/25/11 26,490 HS HealthSpring Inc 1000 03/26/10 17,710 02/25/11 37,380 HTGC Hercules Technology 2000 05/27/10 17,974 02/25/11 21,940 LZ Lubrizol Corp 200 09/27/10 21,411 02/25/11 21,694 NNI Nelnet Inc 1000 10/27/10 23,062 02/25/11 22,270 RDWR Radware Ltd 1000 06/25/10 21,030 02/25/11 38,010 Monthly capital gains
05/27 06/25 07/27 08/27 09/27 10/27 11/26 12/15 01/27 02/25 Bull
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301 AAPLc
2392 2250 1200 1137 702 -1986 ALV
CATc
-1561 2296 56 1421 -812 -252 -623 -777 126 -1729 CHL
-511 1274 1505 2185 CTSH
1351 1838 760 84 1046 1376 1168 CTSH
-1982 CVVT
-402 1365 1593 3768 885 1077 6642 CXO
-1445 3504 DECK
-3374 FCX
-2055 -2257 GLNG
2380 -2275 175 6188 HGRD
630 -530 30 3350 5380 660 1080 -210 5070 4900 HS
1046 1880 -2100 920 1040 -640 100 1440 280 HTGC
1151 -1146 -40 272 46 LZ
-822 420 230 -620 NNI
1970 2270 8230 2480 -3590 6370 -1890 1140 RDWR
1454 -4166 SLW
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-6473 -446 5616 14262 19313 9682 -689 10385 2792 13646 Total
05/27 06/25 07/27 08/27 09/27 10/27 11/26 12/15 01/27 02/25 Hedge
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345 CHA
1942 -483 -1351 609 -2483 -1104 EEM
2316 868 -1105 1407 -2223 -1114 SPY
86 -2214 TRWp
420 -1950 UNG
1260 -9 -315 579 -1503 311 WLP
1426 XLB
-674 XLBp
223 -248 1605 -1073 -180 XLF
-1710 1350 -2090 -1120 XLK
1650 0 140 360 XLV
521 -1335 -244 XOPp
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9359 -1351 -4589 5900 -10621 -6339 0 0 0 0 Total
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