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annmarie


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Location:
Illinois, USA
Inception:
18-Mar-08
Ann. Return:
-40.30%
Valuation:
$
Capitalization Bias:
n/a
Long/Short:
n/a

Investor Type

Approach:
Risk Profile:
Holding Period:
Focus:
Latest blog post

Latest Blog Post

QID Buy signal (16-Jul-08)
A system I've been using for th last month uses the Market Forcast and the 8/21/30 SMA.Entry is when the Momentum line is below 10 at close. Today it closed at 5.So I put in an order to buy Aug 45 Call.Although today's candle along with the last 2 day's candle form an evening star reversal pattern, I believe that is a longer term signal than the Momentum line and continue to follow this system for...... View Blog

annmarie Russell 2000
Return Since Inception -29.36
Month to Date Return -9.89 -23.28
Last 3 Months Return -33.41 -24.77
Annualized Return -40.30 -15.43
Projected Alpha 23.12
Beta 0.86

Latest Trades

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Risk

Annualized Std. Deviation Sharpe Ratio Maximum Drawdown
58.29%
44.09%
   

 -0.78

 -1.31

 -53.17%

 -17.15%
Benchmark annmarie
Member Russell 2000      
Holdings Summary

annmarie's Latest Commentary

Created a blog post. 16-Jul-08
Created a blog post. 16-Jul-08
Created a DUG blog post. 14-Jul-08
Created a blog post. 06-Apr-08
Created a blog post. 15-Mar-08
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Talk to annmarie

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Previous questions

Don_Bartell asked (15-Mar-08)
Hello Annmarie, I see you do a lot with options. This is one area that I know very little about. Wel... More