Current Month Return: -7.5%
Year To Date Return: -4.5%
3 Month Return: 1.6%
6 Month Return: -4.5%
12 Month Return: -0.3%
24 Month Return: 11.2%
24 Month Annualized Return: 5.5%
36 Month Return: 51.5%
36 Month Annualized Return: 14.8%
Since Inception Return: 45.4%
Since Inception, Annualized Return: 12.2%

My last trades were mentioned here. This coming weekend will be the time to revisit those positions. The personal portfolio (tracking with the Aggressive system for the last few months) slipped on a Chiquita banana peel (CQB), down 35% since purchase.

Here are some numbers for the systems I track; all returns are net of dividends and transaction costs, assessed at $10 per trade:

Timing, starting with a hypothetical $100,000 in November of last year, had $101,333.64 as of the close of 2007. The current equity is $96,163.09, representing a YTD return of -5.10% and an inception return of -3.84%. I am not including returns from cash, as some followers of this system may instead use some alternative investments.

Fundamental, starting with a hypothetical $100,000 in November of last year, had $105,583.88 as of the close of 2007. The current equity is $96,931.04, representing a YTD return of -8.20% and an inception return of -3.07%.

Rotational, starting with a hypothetical $100,000 in November of last year, had $101,615.86 as of the close of 2007. The current equity is $109,346.87, representing a YTD return of +7.61% and an inception return of +9.35%.

Aggressive, starting with a hypothetical $100,000 in November of last year, had $100,807.71 as of the close of 2007. The current equity is $93,712.59, representing a YTD return of -7.04% and an inception return of -6.29%.

I’m not a big fan of relative benchmarks, but some readers are, so for convenience, here are some alternative returns.

SPY returns -11.60% YTD, including dividends.
DIA returns -13.45% YTD, including dividends.
QQQQ returns -11.67% YTD, including dividends.

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Current Month Return: 2.0%
Year To Date Return: 3.2%
3 Month Return: 2.7%
6 Month Return: 2.1%
12 Month Return: 11.8%
24 Month Return: 21.8%
24 Month Annualized Return: 10.4%
36 Month Return: 65.8%
36 Month Annualized Return: 18.4%
Since Inception Return: 57.1%
Since Inception, Annualized Return: 15.3%

These are my current personal positions, along with portfolio weight, as of Friday, May 30, 2008.

BJ’s Wholesale Club Inc (BJ): 10.3%
Celestica, Inc. (CLS): 10.0%
Chiquita Brands International, Inc. (CQB): 10.4%
Companhia Brasileira De Distribuicao (CBD): 10.2%
IPC The Hospitalist Company, Inc. (IPCM): 10.5%
Laclede Group Inc (LG): 10.1%
Owens and Minor Inc (OMI): 10.4%
SIAC Inc (SAI): 10.4%
Stepan Co. (SCL): 10.5%
Unifi Inc (UFI): 10.5%

I’m holding NO cash, I am approximately 103.3% long.

Current Month Return: 7.7%
Year To Date Return: 1.2%
3 Month Return: 5.1%
6 Month Return: -6.5%
12 Month Return: 13.6%
24 Month Return: 8.2%
24 Month Annualized Return: 4%
36 Month Return: 60.8%
36 Month Annualized Return: 17.1%
Since Inception Return: 54.1%
Since Inception, Annualized Return: 15.1%

These are my current personal positions, along with portfolio weight, as of Wednesday, April 30, 2008.

Amer Physicians Svc Group (AMPH) - 10.2%
Compton Pete Corp (CMZ) - 10.1%
Fairfax Finl Hldgs (FFH) - 18.7%
Gencor Inds Inc (GENC) - 10.8%
Koppers Hldgs Inc (KOP) - 10.2%
Quaker Chem Corp (KWR ) - 10.0%
Patterson Uti Energy Inc (PTEN) - 10.1%
Tecumseh Prods Co Cl A (TECUA) - 9.4%
Olympic Steel Inc (ZEUS) - 10.9%

I’m holding NO cash, I am approximately 100.4% long.

Current Month Return: -6.5%
Year To Date Return: -6.0%
3 Month Return: -6.0%
6 Month Return: -5.8%
12 Month Return: 10.7%
24 Month Return: 9.7%
24 Month Annualized Return: 4.7%
36 Month Return: 43.1%
36 Month Annualized Return: 12.7%
Since Inception Return: 43.1%
Since Inception, Annualized Return: 12.7%

These are my current personal positions, along with portfolio weight, as of Monday, March 31, 2008.

Agriculture (DBA) – 10.6%
Brazil (EWZ) – 9.7%
Currency Swiss Franc (FXF) – 9.5%
Gold Miners (GDX) – 9.3%
Gold (GLD) – 11.4%
Treasuries 7-10 Yrs (IEF) – 9.3%
Silver (SLV) – 9.3%
Steel (SLX) – 9.2%
Oil (USO) – 12.3%
Metals and Mining (XME) – 9.0%

I’m holding almost NO cash, I am approximately 99.6% long.