Fund Rankings Update, 12/25/2009

Weekly Average Momentum Index (AMI) rankings of HSA, SSPP, nSSPP, SELECT, ETF have been posted at:http://yechen.pan.googlepages.com/

Santa came to Wall Street this week and gave stock markets a boost. The S&P 500 index closed this week at 1126, up 2.18%, the Dow Jones Industrial Average increased 1.85%, and the technology heavy Nasdaq composite index gained 3.35% for the week leading the major indexes.

Real Estate and Technology sectors were among the stronger sectors for the past week. In the international front, Brazil and Latin America still held their top ranks.

I have quietly started the ranking table for HSA. It contains the 15 funds in my company's Health Saving Account. These 15 funds are basically large cap, mid cap, small cap index funds, and income funds. I do not think they have enough volatility and the sector coverage such that the ranking system can take advantage to outperform the general market. In addition, the number of funds is too small to set an meaningful threshold. However, I am willing to give it a try. I will apply the similar rule as the other model portfolios but set the threshold at 5. The trading record is posted in the SSPP_Log page, and we shall see how it performs over time.

Here is the monthly update for our FEMKX timing system. We will buy FEMKX if its STO[15,1] climbs above 50, hold at least for a month, and sell it if its STO[15,1] falls below 75. We bought FEMKX on 3/30 at $12.31. FEMKX closded at $22.30 today with a gain of 81.2% after holding it for 270 days. We are still holding FEMKX since its STO[15,1] currently stands at 76.8, above the selling threshold of 75.

Fund Buy On Buy@ Sell On Sell@ P/L
FEMKX 03/26/07 $25.15 08/06/07 $29.53 17.42%
FEMKX 09/10/07 $28.98 12/28/07 $33.82 16.71%
FEMKX 04/28/08 $31.73 6/13/08 $30.81 -2.90%
CASH 06/13/08 $1.00 3/27/09 $1.00 0.0%
FEMKX 03/30/09 $12.31

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